10 Year Swap (No Longer Available)
Rate paid by fixed-rate payer on an interest rate swap with maturity of ten years
Description
Updated daily, rate paid by fixed-rate payer on an interest rate swap with maturity of ten years. Sourced from Quandl, data from the Federal Reserve Economic Data project. Quandl's detail page for this data set .
How to use
# For use in your algorithms via the Pipeline
# Importing the data
from quantopian.pipeline.data.quandl import fred_dswp10

# For use in Quantopian Research
from quantopian.interactive.data.quandl import fred_dswp10
Key Metrics
asof_date - the timeframe to which this data applies
timestamp - the simulated date upon which this data point is available to a backtest
value - 10-year swap rate
Vendor
Quandl hosts data from hundreds of publishers on a single easy-to-use website.
Price
Free
Timespan of data
03 Jul 2000 - Ongoing