Yield Curve

---

Implementation details

Class names

Model name	Parameters class	Data class
YieldCurve	YieldCurveQueryParams	YieldCurveData

Import Statement

from openbb_core.provider.standard_models.yield_curve import (
YieldCurveData,
YieldCurveQueryParams,
)

Parameters

• standard
• ecb
• econdb
• federal_reserve
• fmp
• 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): ecb, econdb, federal_reserve, fmp, 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): ecb, econdb, federal_reserve, fmp, fred.

rating: Literal['aaa', 'all_ratings'] | None
Default: aaa
The rating type, either 'aaa' or 'all_ratings'.

yield_curve_type: Literal['spot_rate', 'instantaneous_forward', 'par_yield'] | None
Default: spot_rate
The yield curve type.

use_cache: bool | None
Default: True
If true, cache the request for four hours.

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): ecb, econdb, federal_reserve, fmp, fred.

country: str | None
Default: united_states
The country to get data. New Zealand, Mexico, Singapore, and Thailand have only monthly data. The nearest date to the requested one will be used.

use_cache: bool | None
Default: True
If true, cache the request for four hours.

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): ecb, econdb, federal_reserve, fmp, 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): ecb, econdb, federal_reserve, fmp, 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): ecb, econdb, federal_reserve, fmp, fred.

yield_curve_type: Literal['nominal', 'real', 'breakeven', 'treasury_minus_fed_funds', 'corporate_spot', 'corporate_par'] | 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.

Data

• standard
• ecb
• econdb
• federal_reserve
• fmp
• 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.

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.

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.