The API serves daily U.S. Treasury yields from 1990 to present. Par curves cover 14 maturities (1M through 30Y). TIPS real yield curves cover 5 maturities from 2003. Treasury data is never revised — each day’s rates are final.Documentation Index
Fetch the complete documentation index at: https://docs.vintl.io/llms.txt
Use this file to discover all available pages before exploring further.
Rates by maturity
Fetch 10-year par yields for a date range:1M, 2M, 3M, 4M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y.
Full yield curve
Fetch all maturities for a single date:The 10Y-2Y spread
The spread endpoint calculates the difference between two maturities:Response
spread_bps is in basis points. Positive = normal curve, negative = inverted. The 10Y-2Y spread inverted before every U.S. recession since 1970.
You can compare any two maturities — long=30Y&short=5Y, long=10Y&short=3M, etc.
TIPS real yields
Passcurve_type=TIPS for inflation-adjusted yields: