Tested with: GHC 6.6.1

Finance.Treasury is a module to obtain yield curve data from Department of Treasury website.

Error reporting is somewhat of a mixed model in this module. More improvement is desired in future releases.

Here is a small complete program illustrating the use of this module:

    module Main where
    import Finance.Treasury
    import qualified Data.Map as M
    import Data.List (sort)
    import Text.Printf
    main = do
        putStrLn "**************************************"
        m <- getYieldCurveThisMonth 
        putStrLn "*** pretty print 10y rates for all dates"
        prettyYieldCurve m (Just "10y")
        --
        d <- getLatestYieldCurve 
        putStrLn "*** pretty print the latest daily yield curve"
        prettyYieldCurve (M.fromList [d]) Nothing
        --
        putStrLn "*** show some yield curves of past year"
        h <- getYieldCurveHist
        prettyYieldCurve (minmax h) (Just "10y")
        mapM_ prt yrs 
        putStrLn "**************************************"
        return ()
        where minmax h = M.fromList [ M.findMin h, M.findMax h ]
              yrs = reverse [ 1992..2007 ]
              prt :: Int -> IO ()
              prt yr = do putStrLn $ "*** show some yield curves of "++(show yr)
                          yc <- getYieldCurveYyyy yr
                          prettyYieldCurve (minmax yc) (Just "10y")
                          return ()

License info: The license is a simple BSD3-style license.