Treasurys 3.0
Device: iOS iPhone
Category: Finance
Price: $.99, Version: 2.3 -> 3.0 (iTunes)
Description:The U.S. Department of the Treasury in conjunction with the Federal Reserve System provides yields for bills, notes, and bonds at various maturities for each day in which the instruments are available for trading. This app shows those yields starting on the first trading day of January 2010 onward. Daily updates are available on-line lagged by 24 hours when the app is connected to the Internet. Additionally, you may plot the yield curve and get an estimate of the yield for all months from 1 to 240 (1 month to 20 years) by means of a slider.The actual data initially stored in the app were provided by the U.S. Department of the Treasury for the first available day for each month from January 2005. Updated data are delivered automatically to the app over the internet.The term structure of interest rates for all 240 months is computed by a third-order polynomial regression that takes into account the two inflection points that are often evident in the yield curve. Moving the slider on the 'View Curve' page shows the estimate for any month you choose as well as a simple plot of the actual data.
What's New
- Completely redesigned to allow downloading of daily Treasury yields. Updates are available with a lag of one business day at 4:30 pm Eastern Time. You must be connected to the Internet to receive and process the download.- Yield curve data begin on the first trading day of January 2010.
Treasurys