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

• 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
index_type	Literal['yield', 'yield_to_worst', 'total_return', 'oas']	The type of series. OAS is the option-adjusted spread. Default is yield.	yield	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
index_type	Literal['yield', 'yield_to_worst', 'total_return', 'oas']	The type of series. OAS is the option-adjusted spread. Default is yield.	yield	True
category	Literal['high_yield', 'us', 'emerging_markets']	The type of index category. Used in conjunction with 'index', default is 'us'.	us	True
index	Union[str, List[str]]	The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'. Multiple items allowed for provider(s): fred.	yield_curve	True
frequency	Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']	Frequency aggregation to convert daily 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. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average; sum = Sum; eop = End of Period	avg	True
transform	Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']	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; log = Natural Log	None	True

---

Returns

OBBject
    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

• standard
• fred

Name	Type	Description
date	Union[date, str]	The date of the data.
symbol	str	Symbol representing the entity requested in the data.
value	float	Index values.

Name	Type	Description
date	Union[date, str]	The date of the data.
symbol	str	Symbol representing the entity requested in the data.
value	float	Index values.
maturity	str	The maturity range of the bond index. Only applicable when 'index' is 'yield_curve'.
title	str	The title of the index.