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.