spot_rates
Spot Rates.
The spot rates for any maturity is the yield on a bond that provides a single payment at that maturity. This is a zero coupon bond. Because each spot rate pertains to a single cashflow, it is the relevant interest rate concept for discounting a pension liability at the same maturity.
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.
maturity: float | str | None | list[float | str | None]
Default: 10.0
Maturities in years. Multiple items allowed for provider(s): fred.
category: str | None | list[str | None]
Default: spot_rate
Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.
Choices
- par_yield
- spot_rate
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: float | str | None | list[float | str | None]
Default: 10.0
Maturities in years. Multiple items allowed for provider(s): fred.
category: str | None | list[str | None]
Default: spot_rate
Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.
Choices
- par_yield
- spot_rate
Returns
results: SpotRate
Serializable results.
provider: Optional[Literal['fred']]
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- fred
date: date | str
The date of the data.
rate: float | None
Spot Rate.
date: date | str
The date of the data.
rate: float | None
Spot Rate.