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bond_indices

Bond Indices.

Examples

from openbb import obb
# The default state for FRED are series for constructing the US Corporate Bond Yield Curve.
obb.fixedincome.bond_indices(provider='fred')
# Multiple indices, from within the same 'category', can be requested.
obb.fixedincome.bond_indices(category=high_yield, index=us,europe,emerging, index_type='total_return', provider='fred')
# From FRED, there are three main categories, 'high_yield', 'us', and 'emerging_markets'. Emerging markets is a broad category.
obb.fixedincome.bond_indices(category=emerging_markets, index=corporate,private_sector,public_sector, provider='fred')

Parameters

start_date: Union[date, str]

Start date of the data, in YYYY-MM-DD format.

Optional: True


end_date: Union[date, str]

End date of the data, in YYYY-MM-DD format.

Optional: True


index_type: Literal['yield', 'yield_to_worst', 'total_return', 'oas']

The type of series. OAS is the option-adjusted spread. Default is yield.

Default: yield

Optional: True


Returns

results: list[BondIndices]

Serializable results.


provider: Optional[Literal['fred']]

Provider name.


warnings: Optional[list[Warning_]]

list of warnings.


chart: Optional[Chart]

Chart object.


extra: dict[str, Any]

Extra info.


Data

date: Union[date, str]

The date of the data.

symbol: str

Symbol representing the entity requested in the data.

value: float

Index values.