EU Yield Curve
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
EUYieldCurve | EUYieldCurveQueryParams | EUYieldCurveData |
Import Statement
from openbb_core.provider.standard_models.eu_yield_curve import (
EUYieldCurveData,
EUYieldCurveQueryParams,
)
Parameters
- standard
- ecb
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[date, str] | A specific date to get data for. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[date, str] | A specific date to get data for. | None | True |
rating | Literal['aaa', 'all_ratings'] | The rating type, either 'aaa' or 'all_ratings'. | aaa | True |
yield_curve_type | Literal['spot_rate', 'instantaneous_forward', 'par_yield'] | The yield curve type. | spot_rate | True |
Data
- standard
- ecb
Name | Type | Description |
---|---|---|
maturity | float | Maturity, in years. |
rate | float | Yield curve rate, as a normalized percent. |
Name | Type | Description |
---|---|---|
maturity | float | Maturity, in years. |
rate | float | Yield curve rate, as a normalized percent. |