Crate curvekit 

curvekit — US Treasury yield curve and SOFR overnight rate for Rust.

Fetches parquet files on demand from GitHub raw, caches them locally with ETag revalidation, and falls back to stale cache on network errors. No API keys. Offline after the first successful fetch of each year file.

Quick start — one-off scripts

use curvekit::Tenor;

#[tokio::main]
async fn main() -> curvekit::Result<()> {
    // Free functions — no client setup needed
    let curve = curvekit::treasury_curve_for("2020-03-20").await?;
    let r     = curvekit::treasury_rate_at("2020-03-20", Tenor::Y10).await?;
    let today = curvekit::treasury_today().await?;
    let sofr  = curvekit::sofr_today().await?;

    println!("10Y on 2020-03-20: {r:.6}");
    println!("Latest Treasury:   {}", today.date);
    println!("Latest SOFR:       {:.4}%", sofr.rate * 100.0);
    Ok(())
}

Client pattern — connection pool + cache reuse

use curvekit::{Curvekit, Date, Tenor};

#[tokio::main]
async fn main() -> curvekit::Result<()> {
    let client = Curvekit::new();   // infallible, no ?

    // Any date form — ISO string, compact u32, tuple, NaiveDate
    let curve = client.treasury_curve("2020-03-20").await?;
    let curve = client.treasury_curve(20200320u32).await?;
    let curve = client.treasury_curve((2020i32, 3u32, 20u32)).await?;
    let curve = client.treasury_curve(Date::today_et()).await?;

    let r = client.treasury_rate("2020-03-20", Tenor::Y10).await?;

    // Blocking from sync code — no async runtime needed
    let curve = client.treasury_curve_blocking(20200320u32)?;

    Ok(())
}

Major types

• Curvekit — stateful client; create once, call many times.
• Date — ergonomic date wrapper; accepts strings, integers, tuples.
• YieldCurve — Treasury yield curve for a single date. All rates are continuously compounded.
• SofrDay — a single SOFR overnight observation.
• TermStructure — combined Treasury + SOFR view for a date.
• Tenor — typed constants for standard maturity labels (Tenor::Y10, etc.).
• Error — unified error type; match on this, never on sub-types.

Environment overrides

Variable	Effect
CURVEKIT_BASE_URL	Replace the GitHub raw origin URL
CURVEKIT_CACHE_DIR	Override ~/.cache/curvekit/

Modules

• client — Curvekit async client with blocking wrappers.
• date — Date newtype for ergonomic date input.
• tenor — Tenor semantic type for maturities.
• curve — YieldCurve, SofrDay, SofrRate, TermStructure.
• sources::bundled — synchronous reader from local parquet (CLI get).
• sources::parquet_io — parquet writer (CLI backfill / append-today).
• sources::treasury — Treasury CSV fetcher (used by CLI).
• sources::sofr — NY Fed SOFR CSV fetcher (used by CLI).
• interpolation — linear interpolation between tenor knots.
• error — unified Error enum and Result alias.

Re-exports

pub use client::Curvekit;

pub use curve::SofrDay;

pub use curve::SofrRate;

pub use curve::TermStructure;

pub use curve::YieldCurve;

pub use curve::YieldCurveDay;

pub use curve::YieldType;

pub use date::Date;

pub use date::DateError;

pub use date::IntoDate;

pub use daycount::DayCount;

pub use error::CurvekitError;

pub use error::Error;

pub use error::Result;

pub use sources::effr::EffrDay;

pub use sources::effr::EffrFetcher;

pub use sources::effr::HttpEffrFetcher;

pub use sources::obfr::HttpObfrFetcher;

pub use sources::obfr::ObfrDay;

pub use sources::obfr::ObfrFetcher;

pub use sources::sofr::parse_sofr_csv;

pub use sources::sofr::HttpSofrFetcher;

pub use sources::sofr::SofrFetcher;

pub use sources::treasury::parse_treasury_csv;

pub use sources::treasury::HttpTreasuryFetcher;

pub use sources::treasury::TreasuryFetcher;

pub use tenor::Tenor;

pub use sources::bundled::rate_for;

pub use sources::bundled::rate_for_days;Deprecated

pub use sources::bundled::sofr;

pub use sources::bundled::sofr_latest_date;

pub use sources::bundled::treasury_curve;

pub use sources::bundled::treasury_latest_date;

Modules

client

Stateful Curvekit client — flat async endpoint methods.

curve

date

Date — ergonomic date input for curvekit’s public API.

daycount

Day-count conventions for yield calculations.

error

Unified error type for curvekit.

interpolation

Yield curve interpolation methods.

sources

tenor

Tenor — semantic type for yield-curve maturities.

Functions

sofr_today

Latest available SOFR overnight observation (uses shared global client).

treasury_curve_for

Full Treasury yield curve for a specific date (uses shared global client).

treasury_rate_at

Interpolated Treasury rate at a specific tenor for a date (uses shared global client).

treasury_today

Latest available Treasury yield curve (uses shared global client).