Tips Yields
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
TipsYields | TipsYieldsQueryParams | TipsYieldsData |
Import Statement
from openbb_core.provider.standard_models.tips_yields import (
TipsYieldsData,
TipsYieldsQueryParams,
)
Parameters
- standard
- fred
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
maturity | Literal[5, 10, 20, 30] | The maturity of the security in years - 5, 10, 20, 30 - defaults to all. Note that the maturity is the tenor of the security, not the time to maturity. | None | True |
frequency | Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem'] | Frequency aggregation to convert high frequency 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 | None | True |
aggregation_method | Literal['avg', 'sum', 'eop'] | A key that indicates the aggregation method used for frequency aggregation. avg = Average; sum = Sum; eop = End of Period | None | True |
transform | Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca'] | 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 | None | True |
Data
- standard
- fred
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
symbol | str | Symbol representing the entity requested in the data. |
due | date | The due date (maturation date) of the security. |
name | str | The name of the security. |
value | float | The yield value. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
symbol | str | Symbol representing the entity requested in the data. |
due | date | The due date (maturation date) of the security. |
name | str | The name of the security. |
value | float | The yield value. |