data-fred

What problem does it solve?

Provides fast, discoverable access to historical FRED (St. Louis Fed) time series and metadata so analysts can avoid manual data hunting and formatting when building macro, fixed income, or valuation models. It centralizes series retrieval, release schedules, category/tag discovery, vintage data, and yield-curve assembly into programmatic tools that return date-aligned series suitable for analysis.

Core Features & Use Cases

• Time series retrieval: Get date/value observations for any FRED series with date-range filtering and missing-data handling.
• Metadata & discovery: Fetch series metadata, search by keyword, navigate categories and tags, and list releases and their publication dates.
• Yield curve & spreads: Construct the standard US Treasury yield curve across 11 tenors in parallel and compute spreads between any two series for slope or credit-spread analysis.
• Use case: Use fred_yield_curve to select a risk-free rate for WACC, use fred_spread to compute 10Y-2Y slope, and use series vintage data for real-time revision-aware models.

Quick Start

Fetch DGS10 and DGS2 for the last five years and compute the 10Y-2Y spread using the fred_yield_curve and fred_spread tools.