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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.

Parameters

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

A specific date to get data for. Multiple items allowed for provider(s): fred.

Optional: True


Returns

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

date: Union[date, str]

The date of the data.

rate: float

Interest rate.

maturity: str

Maturity.