Fred Bond Indices
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FredBondIndices | FredBondIndicesQueryParams | FredBondIndicesData |
Import Statement
from openbb_core.provider.standard_models. import (
FredBondIndicesData,
FredBondIndicesQueryParams,
)
Parameters
- standard
- fred
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
index_type: str | None
Default: yield
The type of series. OAS is the option-adjusted spread. Default is yield.
Choices
- yield
- yield_to_worst
- total_return
- oas
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
index_type: str | None
Default: yield
The type of series. OAS is the option-adjusted spread. Default is yield.
Choices
- yield
- yield_to_worst
- total_return
- oas
category: str | None
Default: us
The type of index category. Used in conjunction with 'index', default is 'us'.
index: str | None | list[str | None]
Default: yield_curve
Description
The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'.
Possible values are:
corporate
seasoned_corporate
liquid_corporate
yield_curve
crossover
public_sector
private_sector
non_financial
high_grade
high_yield
liquid_emea
emea
liquid_asia
asia
liquid_latam
latam
liquid_aaa
liquid_bbb
aaa
aa
a
bbb
bb
b
ccc Multiple items allowed.
Choices
- a
- aa
- aaa
- asia
- b
- bb
- bbb
- ccc
- corporate
- crossover
- emea
- high_grade
- high_yield
- latam
- liquid_aaa
- liquid_asia
- liquid_bbb
- liquid_corporate
- liquid_emea
- liquid_latam
- non_financial
- private_sector
- public_sector
- seasoned_corporate
- yield_curve
frequency: str | None
Description
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
wef = Weekly, Ending Friday
weth = Weekly, Ending Thursday
wew = Weekly, Ending Wednesday
wetu = Weekly, Ending Tuesday
wem = Weekly, Ending Monday
wesu = Weekly, Ending Sunday
wesa = Weekly, Ending Saturday
bwew = Biweekly, Ending Wednesday
bwem = Biweekly, Ending Monday
Choices
- a
- q
- m
- w
- d
- wef
- weth
- wew
- wetu
- wem
- wesu
- wesa
- bwew
- bwem
aggregation_method: str | None
Default: avg
Description
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
avg = Average
sum = Sum
eop = End of Period
Choices
- avg
- sum
- eop
transform: str | None
Description
Transformation type
None = No transformation
chg = Change
ch1 = Change from Year Ago
pch = Percent Change
pc1 = Percent Change from Year Ago
pca = Compounded Annual Rate of Change
cch = Continuously Compounded Rate of Change
cca = Continuously Compounded Annual Rate of Change
log = Natural Log
Choices
- chg
- ch1
- pch
- pc1
- pca
- cch
- cca
- log
use_cache: bool | None
Default: True
When True, the request is served from, and written to, the FRED response cache.
Data
- standard
- fred
date: date | str
The date of the data.
date: date | str
The date of the data.
us: float | None
High Yield Us.
europe: float | None
High Yield Europe.
emerging: float | None
High Yield Emerging.
corporate: float | None
Emerging Markets Corporate.
seasoned_corporate: float | None
Us Seasoned Corporate.
high_yield: float | None
Emerging Markets High Yield.
year1_year3: float | None
US Corporate year1_year3.
year3_year5: float | None
US Corporate year3_year5.
year5_year7: float | None
US Corporate year5_year7.
year7_year10: float | None
US Corporate year7_year10.
year10_year15: float | None
US Corporate year10_year15.
year15_plus: float | None
US Corporate year15+.
aaa: float | None
Emerging Markets Aaa.
aa: float | None
Us Aa.
a: float | None
Us A.
bbb: float | None
Emerging Markets Bbb.
bb: float | None
Emerging Markets Bb.
b: float | None
Emerging Markets B.
ccc: float | None
Us Ccc.
liquid_corporate: float | None
Emerging Markets Liquid Corporate.
crossover: float | None
Emerging Markets Crossover.
public_sector: float | None
Emerging Markets Public Sector.
private_sector: float | None
Emerging Markets Private Sector.
non_financial: float | None
Emerging Markets Non Financial.
high_grade: float | None
Emerging Markets High Grade.
liquid_emea: float | None
Emerging Markets Liquid Emea.
emea: float | None
Emerging Markets Emea.
liquid_asia: float | None
Emerging Markets Liquid Asia.
asia: float | None
Emerging Markets Asia.
liquid_latam: float | None
Emerging Markets Liquid Latam.
latam: float | None
Emerging Markets Latam.
liquid_aaa: float | None
Emerging Markets Liquid Aaa.
liquid_bbb: float | None
Emerging Markets Liquid Bbb.