treasury_bond_yield 0.1

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Files changed (3) hide show
  1. data/README.rdoc +50 -0
  2. data/lib/treasury_bond.rb +44 -0
  3. metadata +67 -0
data/README.rdoc ADDED
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+ = Treasury-Bond
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+
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+ Treasury-Bond is a Ruby utility to pull US treasury bond yields from http://www.treas.gov website.
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+ It provides the latest yields for 1 month, 1 year, 5 year, 10 year, 20 year and 30 year treasury bonds.
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+
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+ == DEPENDENCIES
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+
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+ * Net::HTTP
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+ * xml-simple
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+
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+ == USAGE
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+
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+ require 'treasury_bond-yield'
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+
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+ To show the 10 year Treasury Bond yield:
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+
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+ TreasuryBond.yield[:ten_year]
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+
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+ ..20 year:
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+
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+ TreasuryBond.yield[:twenty_year]
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+
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+ To show the date that those fields were applicable from use:
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+
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+ TreasuryBond.yield[:date]
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+
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+ == LICENSE:
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+
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+ (The MIT License)
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+
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+ Copyright (c) 2010 Craig Davidson <craig@craigdavidson.co.uk>
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+
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+ Permission is hereby granted, free of charge, to any person obtaining
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+ a copy of this software and associated documentation files (the
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+ 'Software'), to deal in the Software without restriction, including
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+ without limitation the rights to use, copy, modify, merge, publish,
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+ distribute, sublicense, and/or sell copies of the Software, and to
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+ permit persons to whom the Software is furnished to do so, subject to
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+ the following conditions:
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+
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+ The above copyright notice and this permission notice shall be
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+ included in all copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND,
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+ EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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+ MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
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+ IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
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+ CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
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+ TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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+ SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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+ require 'rubygems'
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+ require 'net/http'
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+ require 'xmlsimple'
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+
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+ class TreasuryBond
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+ @@t = nil
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+ attr_accessor :yield_date, :yield
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+
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+ def self.yield
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+ @@t = TreasuryBond.new if @@t == nil
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+ @@t.yield
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+ end
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+
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+ def initialize
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+ load_data
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+ end
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+
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+ def load_data
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+ bond_yields = XmlSimple.xml_in(xml)
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+ weeks = bond_yields["LIST_G_WEEK_OF_MONTH"][0]["G_WEEK_OF_MONTH"]
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+ latest_week = weeks[weeks.size-1]
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+ dates = latest_week["LIST_G_NEW_DATE"][0]["G_NEW_DATE"]
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+ last_day = dates[dates.size-1]
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+ yield_date = last_day["BID_CURVE_DATE"][0]
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+ @latest_prices = last_day["LIST_G_BC_CAT"][0]["G_BC_CAT"][0]
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+ @yield = {
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+ :date => yield_date,
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+ :one_month => yield_for("1MONTH"), :one_year => yield_for("1YEAR"),
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+ :five_year => yield_for("5YEAR"), :ten_year => yield_for("10YEAR"),
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+ :twenty_year => yield_for("20YEAR"), :thirty_year => yield_for("30YEAR")
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+ }
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+ end
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+
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+ def yield_for duration
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+ @latest_prices["BC_#{duration}"][0].to_f
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+ end
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+
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+ def xml
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+ Net::HTTP.get_response(URI.parse(url)).body
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+ end
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+ def url
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+ "http://www.treas.gov/offices/domestic-finance/debt-management/interest-rate/yield.xml"
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+ end
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+ end
metadata ADDED
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+ --- !ruby/object:Gem::Specification
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+ name: treasury_bond_yield
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+ version: !ruby/object:Gem::Version
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+ hash: 9
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+ prerelease: false
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+ segments:
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+ - 0
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+ - 1
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+ version: "0.1"
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+ platform: ruby
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+ authors:
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+ - Craig Davidson
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+ autorequire:
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+ bindir: bin
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+ cert_chain: []
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+
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+ date: 2010-05-25 00:00:00 +10:00
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+ default_executable:
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+ dependencies: []
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+
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+ description: Ruby utility to pull US treasury bond yields from www.treas.gov website.
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+ email: craig@craigdavidson.co.uk
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+ executables: []
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+
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+ extensions: []
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+
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+ extra_rdoc_files: []
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+
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+ files:
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+ - README.rdoc
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+ - lib/treasury_bond.rb
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+ has_rdoc: true
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+ homepage:
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+ licenses: []
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+
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+ post_install_message:
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+ rdoc_options: []
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+
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ none: false
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ hash: 3
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+ segments:
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+ - 0
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+ version: "0"
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ none: false
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ hash: 3
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+ segments:
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+ - 0
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+ version: "0"
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+ requirements: []
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+
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+ rubyforge_project:
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+ rubygems_version: 1.3.7
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+ signing_key:
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+ specification_version: 3
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+ summary: Ruby utility to pull US treasury bond yields from www.treas.gov website.
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+ test_files: []
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+