term_premium

Get the San Francisco Fed Treasury Term Premium decomposition.

Examples

from openbb import obb
obb.federal_reserve.sf.term_premium(provider='federal_reserve')
# Get the two-year decomposition.
obb.federal_reserve.sf.term_premium(maturity=2, provider='federal_reserve')

Parameters

• standard
• federal_reserve

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.

maturity: int | None
Default: 10
The Treasury maturity, in years. One of 2 or 10.

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Returns

results: FederalReserveSanFranciscoTermPremium

Serializable results.

provider: str | None

Provider name.

warnings: Optional[list[Warning_]]

List of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

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Data

• standard
• federal_reserve

date: date | str
The observation date.

yield_zero_coupon: float | None
The zero-coupon Treasury yield, in percent.

expected_short_rate: float | None
The average expected short-rate component, in percent.

term_premium: float | None
The term premium, in percent.