Created at 3pm, Jan 10
cyranodbScience
0
10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity
EaiaqudEy3oE37fdlM_ikmE1EWZWfiOeWt-FO3t1J7Q
File Type
CSV
Entry Count
12421
Embed. Model
jina_embeddings_v2_base_en
Index Type
hnsw

Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department.Series is calculated as the spread between 10-Year Treasury Constant Maturity (BC10YEAR) and 2-Year Treasury Constant Maturity (BC2YEAR). Both underlying series are published at the U.S. Treasury Department.

Dataset Viewer
DATET10Y2Y
2000-03-21-0.37
2000-03-22-0.37
2000-03-23-0.44
2000-03-24-0.44
How to Retrieve?
# Search

curl -X POST "https://search.dria.co/hnsw/search" \
-H "x-api-key: <YOUR_API_KEY>" \
-H "Content-Type: application/json" \
-d '{"rerank": true, "top_n": 10, "contract_id": "EaiaqudEy3oE37fdlM_ikmE1EWZWfiOeWt-FO3t1J7Q", "query": "What is alexanDRIA library?"}'
        
# Query

curl -X POST "https://search.dria.co/hnsw/query" \
-H "x-api-key: <YOUR_API_KEY>" \
-H "Content-Type: application/json" \
-d '{"vector": [0.123, 0.5236], "top_n": 10, "contract_id": "EaiaqudEy3oE37fdlM_ikmE1EWZWfiOeWt-FO3t1J7Q", "level": 2}'