File tree Expand file tree Collapse file tree
Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -89,3 +89,34 @@ models:
8989
9090 - name : agent_treasury_yield_curve_spreads
9191 description : " Incremental treasury yield curve spreads for agent consumption"
92+ tests :
93+ - unique_combination :
94+ arguments :
95+ combination_of_columns : ['date']
96+ columns :
97+ - name : date
98+ description : Treasury yield observation date.
99+ tests :
100+ - not_null
101+ - name : yield_3m
102+ description : Three-month Treasury yield.
103+ - name : yield_2y
104+ description : Two-year Treasury yield.
105+ - name : yield_10y
106+ description : Ten-year Treasury yield.
107+ - name : spread_10y_2y
108+ description : Ten-year minus two-year Treasury yield spread.
109+ - name : spread_10y_3m
110+ description : Ten-year minus three-month Treasury yield spread.
111+ - name : curve_shape
112+ description : Yield curve shape classification.
113+ tests :
114+ - accepted_values :
115+ arguments :
116+ values : ['Steep', 'Normal', 'Flat', 'Inverted']
117+ - name : inversion_status
118+ description : Yield curve inversion status.
119+ tests :
120+ - accepted_values :
121+ arguments :
122+ values : ['Normal', 'Inverted', 'Inverted (10Y-3M)']
You can’t perform that action at this time.
0 commit comments