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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

NameTypeDescriptionDefaultOptional
dateUnion[Union[date, str], List[Union[date, str]]]A specific date to get data for. Multiple items allowed for provider(s): fred.NoneTrue

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

NameTypeDescription
dateUnion[date, str]The date of the data.
ratefloatInterest rate.
maturitystrMaturity.