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MOCHILAB / AI SKILL
US Treasury Curve and Term Spreads
Compare dated nominal Treasury par curves, term spreads, inversions and tenor changes without inventing missing points.
What it does
Compare dated nominal Treasury par curves, term spreads, inversions and tenor changes without inventing missing points.
Say it like this
Compare these two Treasury par curves and show 10y–2y and 10y–3m spread changes in basis points.
Give the assistant actual records, filings or source links; it aligns units and periods and asks about missing facts. No hand-written JSON is required. Receive a downloadable report, detailed rows and reproducible results.
Same-source nominal par curves only. No interpolation, spot/forward reconstruction, recession forecast or price prediction.
Source dates remain explicit. The local script has no network/model calls, trading or implicit scheduling. Free Skill, Python3.10+; existing assistant/runtime charges still apply. Samples are fictional, not live quotes or investment recommendations.
References