Fred Yield Curve
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FredYieldCurve | FredYieldCurveQueryParams | FredYieldCurveData |
Import Statement
from openbb_core.provider.standard_models. import (
FredYieldCurveData,
FredYieldCurveQueryParams,
)
Parameters
- standard
- fred
date: date | str | None | list[date | str | None]
A specific date to get data for. By default is the current data. Multiple items allowed for provider(s): fred.
date: date | str | None | list[date | str | None]
A specific date to get data for. By default is the current data. Multiple items allowed for provider(s): fred.
yield_curve_type: str | None
Default: nominal
Yield curve type. Nominal and Real Rates are available daily, others are monthly. The closest date to the requested date will be returned.
Choices
- nominal
- real
- breakeven
- treasury_minus_fed_funds
- corporate_spot
- corporate_par
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 | None | str
The date of the data.
maturity: str
Maturity length of the security.
date: date | None | str
The date of the data.
maturity: str
Maturity length of the security.
rate: float | None
The yield of the security at the given maturity, as published by FRED.