Moved. This repository now lives at ludovico-luce/yield-curve. This copy is no longer maintained.

---

UoH-01-yield-curve

Interactive 3D US Treasury yield curve surface (1990–present) built in Python (pandas + Plotly), using pandas_datareader to pull data from FRED (Federal Reserve Economic Data). This is Code 01 for University of Hull teaching materials.

What it does

• Downloads daily US Treasury yield data from FRED
  • Uses constant maturity Treasury series (DGS tickers)
  • No API key required
• Builds a 3D surface:
  • x = maturity (years)
  • y = date
  • z = yield (%)
• Optional weekly resampling for faster rendering
• Greyscale (black & white) surface, no colour bar
• Fixed camera angle + zoom suitable for lectures

Requirements

• Python 3.9+ recommended (works with newer versions as well)
• Packages:
  • pandas
  • plotly
  • pandas_datareader

Install:

pip install pandas plotly pandas_datareader

How to run

python3 yieldCurve.py