Jupyter notebooks for analysis of US federal debt, tax revenues, GDP, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings, stock market. Using APIs from FRED and Yahoo-Finance.

This repo contains my U.S. Treasury Yield Spread project to visualize the U.S. Treasury Yield Spread chart using data downloaded from the U.S. Department of The Treasury website.

ETL for the US Treasury Yield Curve

R client for data published by the US treasury

This python project makes use of matplotlib and numpy to visualize the spread between short and long term US treasury bond rates (yield rates). The resulting spread can indicate upcoming economical recessions. Predictions made based on that so called yield curve inversion has proven its accuracy for 6 out of 7 recessions in the past and is renow…

An interactive yield curve risk simulator that uses live US Treasury data to model parallel shifts and steepeners. It features a Python FastAPI backend for calculations and caching, and a React frontend to see visualizations in real-time.

An event-driven U.S. Treasury curve diagnostic and reporting skill using PCA and rule-based shape classification.

Pulls US Treasury par yield curve data

Yield curve bootstrap and rates pricing on real market data. USD curve bootstrapped from US Treasury CMT par yields (home.treasury.gov), EUR curve ingested from ECB AAA-govt zeros (Svensson model). Bond/swap pricing, IRRBB scenarios, 22 invariant tests. Reproducible in one command.