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: Union[Union[date, str], list[Union[date, str]]]

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.

• Optional: True

date: Union[Union[date, str], list[Union[date, str]]]

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.

• Optional: True

---

rating: Literal['aaa', 'all_ratings']

The rating type, either 'aaa' or 'all_ratings'.

• Default: aaa

• Optional: True

---

yield_curve_type: Literal['spot_rate', 'instantaneous_forward', 'par_yield']

The yield curve type.

• Default: spot_rate

• Optional: True

---

use_cache: bool

If true, cache the request for four hours.

• Default: True

• Optional: True

date: Union[Union[date, str], list[Union[date, str]]]

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.

• Optional: True

---

country: Union[str, list[str]]

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. Multiple items allowed for provider(s): econdb.

Choices

• australia
• canada
• china
• ecb_instantaneous_forward
• ecb_par_yield
• ecb_spot_rate
• hong_kong
• india
• japan
• mexico
• new_zealand
• russia
• saudi_arabia
• singapore
• south_africa
• south_korea
• taiwan
• thailand
• united_kingdom
• united_states

• Default: united_states

• Optional: True

---

use_cache: bool

If true, cache the request for four hours.

• Default: True

• Optional: True

date: Union[Union[date, str], list[Union[date, str]]]

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.

• Optional: True

date: Union[Union[date, str], list[Union[date, str]]]

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.

• Optional: True

date: Union[Union[date, str], list[Union[date, str]]]

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.

• Optional: True

---

yield_curve_type: Literal['nominal', 'real', 'breakeven', 'treasury_minus_fed_funds', 'corporate_spot', 'corporate_par']

Yield curve type. Nominal and Real Rates are available daily, others are monthly. The closest date to the requested date will be returned.

• Default: nominal

• Optional: True

Data

• standard
• ecb
• econdb
• federal_reserve
• fmp
• fred

date: Union[date, str]

The date of the data.

maturity: str

Maturity length of the security.

date: Union[date, str]

The date of the data.

maturity: str

Maturity length of the security.

date: Union[date, str]

The date of the data.

maturity: str

Maturity length of the security.

date: Union[date, str]

The date of the data.

maturity: str

Maturity length of the security.

date: Union[date, str]

The date of the data.

maturity: str

Maturity length of the security.

date: Union[date, str]

The date of the data.

maturity: str

Maturity length of the security.