hqm
High Quality Market Corporate Bond.
The HQM yield curve represents the high quality corporate bond market, i.e., corporate bonds rated AAA, AA, or A. The HQM curve contains two regression terms. These terms are adjustment factors that blend AAA, AA, and A bonds into a single HQM yield curve that is the market-weighted average (MWA) quality of high quality bonds.
Examples
from openbb import obb
obb.fixedincome.corporate.hqm(provider='fred')
obb.fixedincome.corporate.hqm(yield_curve=par, provider='fred')
Parameters
- standard
- fred
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[Union[date, str], List[Union[date, str]]] | A specific date to get data for. Multiple items allowed for provider(s): fred. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
date | Union[Union[date, str], List[Union[date, str]]] | A specific date to get data for. Multiple items allowed for provider(s): fred. | None | True |
yield_curve | Literal['spot', 'par'] | The yield curve type. | spot | True |
Returns
OBBject
results : List[HighQualityMarketCorporateBond]
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. |
rate | float | Interest rate. |
maturity | str | Maturity. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
rate | float | Interest rate. |
maturity | str | Maturity. |