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Yes the US treasury has an open API to get the yield curve from and yahoo finance has a free stock price API
by drexlspivey 2y ago
Yes the US treasury has an open API to get the yield curve from and yahoo finance has a free stock price API
- brewmarche 2y agoThat’s not the correct curve to use for pricing in general. You’d infer discount factors from overnight indexed swaps (OIS) instead as the overnight rate (ESTR, SOFR, SONIA, etc.) is what is used for collateralisation typically. To create such a discount curve you need OIS swap rates.