Rate Endpoints (1)

Historical interest rate data for use in options pricing, Greeks computation, and risk analysis.

Endpoints

Endpoint	Description
interest_rate_history_eod	End-of-day interest rate history

Quick Example

Rust

let rates: Vec<InterestRateTick> = tdx.interest_rate_history_eod(
    "SOFR", "20240101", "20240301"
).await?;

Python

result = tdx.interest_rate_history_eod("SOFR", "20240101", "20240301")

Go

result, _ := client.InterestRateHistoryEOD("SOFR", "20240101", "20240301")

C++

auto result = client.interest_rate_history_eod("SOFR", "20240101", "20240301");

Available Rate Symbols

Symbol	Description
SOFR	Secured Overnight Financing Rate
TREASURY_M1	1-month Treasury
TREASURY_M3	3-month Treasury
TREASURY_M6	6-month Treasury
TREASURY_Y1	1-year Treasury
TREASURY_Y2	2-year Treasury
TREASURY_Y3	3-year Treasury
TREASURY_Y5	5-year Treasury
TREASURY_Y7	7-year Treasury
TREASURY_Y10	10-year Treasury
TREASURY_Y20	20-year Treasury
TREASURY_Y30	30-year Treasury

TIP

Use interest rate data to set the risk-free rate parameter when computing option Greeks locally.