1 files changed, 17 insertions, 0 deletions
diff --git a/python/ecb_yieldcurve.py b/python/ecb_yieldcurve.py
new file mode 100644
index 00000000..358fde0f
--- /dev/null
+++ b/python/ecb_yieldcurve.py
@@ -0,0 +1,17 @@
+# coding: utf-8
+import requests
+import io
+from zipfile import ZipFile
+import os
+import common
+import datetime
+
+r = requests.get('http://www.ecb.europa.eu/stats/money/yc/data/fmd/download/yc_latest.zip?')
+yc = io.BytesIO(r.content)
+ycunzip = ZipFile(yc)
+zipinfos = ycunzip.infolist()
+if len(zipinfos)>1:
+     raise
+
+zipinfos[0].filename = "ecb_yieldcurve-{0}.csv".format(datetime.date.today())
+ycunzip.extract(zipinfos[0], os.path.join(common.root, "data", "Yield Curves"))