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.

Examples

from openbb import obb
obb.fixedincome.corporate.spot_rates(provider='fred')
obb.fixedincome.corporate.spot_rates(maturity='10,20,30,50', 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
maturity	Union[Union[float, str], List[Union[float, str]]]	Maturities in years. Multiple items allowed for provider(s): fred.	10.0	True
category	Union[str, List[str]]	Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.	spot_rate	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
maturity	Union[Union[float, str], List[Union[float, str]]]	Maturities in years. Multiple items allowed for provider(s): fred.	10.0	True
category	Union[str, List[str]]	Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.	spot_rate	True

---

Returns

OBBject
    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

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Spot Rate.

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Spot Rate.