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Looking for how to get Interest Rates with API

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Wrocław, Poland
 
Trading Experience: Intermediate
Platform: NinjaTrader, Racket
Favorite Futures: Ockham's razor
 
gregid's Avatar
 
Posts: 651 since Aug 2009
Thanks: 321 given, 615 received

Looking for how to get Interest Rates with API

I am looking for a website/webservice from where I could programmatically get the information about current (possibly past?) interest rates to calculate Rollover Interest/Carry Trade fees.

I would rather avoid web scraping if possible so a webservice with nice API would be the best.

Any suggestions?

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