bond_indices

Bond Indices.

Examples

from openbb import obb
obb.fred.fixedincome.bond_indices(provider='fred')

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.

---

Returns

results: FredBondIndices

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.

---

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.