treasury_bond_yield 0.1
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- data/lib/treasury_bond.rb +44 -0
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data/README.rdoc
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= Treasury-Bond
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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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== DEPENDENCIES
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* Net::HTTP
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* xml-simple
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== USAGE
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require 'treasury_bond-yield'
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To show the 10 year Treasury Bond yield:
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TreasuryBond.yield[:ten_year]
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..20 year:
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TreasuryBond.yield[:twenty_year]
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To show the date that those fields were applicable from use:
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TreasuryBond.yield[:date]
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== LICENSE:
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(The MIT License)
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Copyright (c) 2010 Craig Davidson <craig@craigdavidson.co.uk>
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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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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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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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class TreasuryBond
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@@t = nil
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attr_accessor :yield_date, :yield
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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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def initialize
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load_data
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end
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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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def yield_for duration
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@latest_prices["BC_#{duration}"][0].to_f
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end
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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
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metadata
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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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date: 2010-05-25 00:00:00 +10:00
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default_executable:
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dependencies: []
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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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extensions: []
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extra_rdoc_files: []
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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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post_install_message:
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rdoc_options: []
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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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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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