The Scenario
A client presentation is in 48 hours. It needs a yield curve chart — the full UST curve from 1 month to 30 years — for each of the past 24 months, overlaid so the audience can see how the shape has shifted. The data needs to be in an Excel workbook so the portfolio analyst can build the chart there and export it. The EODHD API has the data. The analyst has neither the time nor the inclination to build the pull by hand.
The bad version:
- Read through EODHD fixed-income endpoint documentation to figure out which endpoint returns UST par yields vs. constant-maturity yields — they're different.
- Build a request loop: one call per maturity per month, 12 maturities, 24 months — 288 API calls, each returning a time series that needs to be filtered to the correct month-end date and placed in the right row and column.
- Import the assembled output, then notice the 30-year maturity has a gap for one month when the Treasury briefly stopped issuing 30Y bonds, which breaks the chart unless handled explicitly.
None of this is the analysis. The analysis is the 10 minutes you spend looking at the finished chart.
The Easy Way: One Prompt in SheetXAI
SheetXAI is an AI agent that lives inside your Excel workbook. It calls the EODHD treasury yield endpoints, assembles the curve across all maturities and months, and writes the matrix in the layout the chart needs.
Fetch daily UST par yields from EODHD for the 1Y, 2Y, 5Y, 10Y, and 30Y maturities for the past 24 months and fill my Excel 'Treasury Rates' sheet.
What You Get
- Column A: dates (daily or month-end depending on your prompt)
- One column per maturity from 1M to 30Y, with maturity labels in row 1
- Any month/maturity combination with missing data left blank with a note identifying the gap
- Data in percentage format, ready to be used as chart source data
What If the Data Is Not Quite Ready
You need the full curve, not just the benchmark maturities
The duration model requires all standard maturities from 1M through 30Y, not just the five benchmark points.
Pull US Treasury yield curve data for all maturities (1M through 30Y) for the past 2 years from EODHD and write date in column A, then one column per maturity in my Excel 'Treasury Rates' worksheet.
The workbook already has a partial year of data you want to extend
Someone started populating it manually through September 2024.
In my Excel 'Treasury Rates' worksheet, find the last date already populated in column A. Fetch UST yield curve data from EODHD starting the day after that date through today for all maturities and append the rows below the existing data.
The client wants spreads against the 2Y, not absolute yields
The presentation will show the 5Y-2Y, 10Y-2Y, and 30Y-2Y spreads.
Pull UST yields for all standard maturities for the past 24 months from EODHD into my Excel 'Treasury Rates' worksheet, then build a second worksheet called 'Spreads' showing the 5Y-2Y, 10Y-2Y, and 30Y-2Y spreads in basis points for each date.
Full presentation deck prep: raw yields + spreads + inversion flag + summary stats
Pull 24 months of daily UST yields for the 2Y, 5Y, 10Y, and 30Y maturities from EODHD into my Excel 'Treasury Rates' worksheet. Add a 'Spreads' worksheet with the 10Y-2Y inversion metric. Add a column flagging any date where the 10Y-2Y was negative. Add a 'Summary' worksheet with the current curve, the 12-month-ago curve, and the min/max spread for each maturity pair.
One prompt. Everything the analyst needs to finish the deck.
Try It
Get the 7-day free trial of SheetXAI and open any Excel workbook where you're building a fixed-income model, then ask it to fetch the Treasury curve from EODHD. You can also ask it to compare mutual fund fundamentals or see the full range of EODHD tasks at the integration hub.