spot_rates
Spot Rates.
The spot rates for any maturity is the yield on a bond that provides a single payment at that maturity. This is a zero coupon bond. Because each spot rate pertains to a single cashflow, it is the relevant interest rate concept for discounting a pension liability at the same maturity.
Parameters
- standard
- fred
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
maturity: Union[Union[float, str], list[Union[float, str]]]
Maturities in years. Multiple items allowed for provider(s): fred.
• Default: 10.0
• Optional: True
category: Union[str, list[str]]
Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.
Choices
par_yieldspot_rate
• Default: spot_rate
• Optional: True
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
maturity: Union[Union[float, str], list[Union[float, str]]]
Maturities in years. Multiple items allowed for provider(s): fred.
• Default: 10.0
• Optional: True
category: Union[str, list[str]]
Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.
Choices
par_yieldspot_rate
• Default: spot_rate
• Optional: True
Returns
results: list[SpotRate]
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
date: Union[date, str]
The date of the data.
rate: float
Spot Rate.
date: Union[date, str]
The date of the data.
rate: float
Spot Rate.