mortgage_indices

Mortgage Indices.

Examples

from openbb import obb
# The default state for FRED are the primary mortgage indices from Optimal Blue.
obb.fixedincome.mortgage_indices(provider='fred')
# Multiple indices can be requested.
obb.fixedincome.mortgage_indices(index=jumbo_30y,conforming_30y,conforming_15y, provider='fred')

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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

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
index	Union[Union[Literal['primary', 'ltv_lte_80', 'ltv_gt_80', 'conforming_30y', 'conforming_30y_na', 'jumbo_30y', 'fha_30y', 'va_30y', 'usda_30y', 'conforming_15y', 'ltv_lte80_fico_ge740', 'ltv_lte80_fico_a720b739', 'ltv_lte80_fico_a700b719', 'ltv_lte80_fico_a680b699', 'ltv_lte80_fico_lt680', 'ltv_gt80_fico_ge740', 'ltv_gt80_fico_a720b739', 'ltv_gt80_fico_a700b719', 'ltv_gt80_fico_a680b699', 'ltv_gt80_fico_lt680'], str], List[Union[Literal['primary', 'ltv_lte_80', 'ltv_gt_80', 'conforming_30y', 'conforming_30y_na', 'jumbo_30y', 'fha_30y', 'va_30y', 'usda_30y', 'conforming_15y', 'ltv_lte80_fico_ge740', 'ltv_lte80_fico_a720b739', 'ltv_lte80_fico_a700b719', 'ltv_lte80_fico_a680b699', 'ltv_lte80_fico_lt680', 'ltv_gt80_fico_ge740', 'ltv_gt80_fico_a720b739', 'ltv_gt80_fico_a700b719', 'ltv_gt80_fico_a680b699', 'ltv_gt80_fico_lt680'], str]]]	The specific index, or index group, to query. Default is the 'primary' group. Multiple items allowed for provider(s): fred.	primary	True
frequency	Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']	Frequency aggregation to convert daily data to lower frequency. None = No change; a = Annual; q = Quarterly; m = Monthly; w = Weekly; d = Daily; wef = Weekly, Ending Friday; weth = Weekly, Ending Thursday; wew = Weekly, Ending Wednesday; wetu = Weekly, Ending Tuesday; wem = Weekly, Ending Monday; wesu = Weekly, Ending Sunday; wesa = Weekly, Ending Saturday; bwew = Biweekly, Ending Wednesday; bwem = Biweekly, Ending Monday	None	True
aggregation_method	Literal['avg', 'sum', 'eop']	A key that indicates the aggregation method used for frequency aggregation. This parameter has no affect if the frequency parameter is not set, default is 'avg'. avg = Average; sum = Sum; eop = End of Period	avg	True
transform	Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']	Transformation type; None = No transformation; chg = Change; ch1 = Change from Year Ago; pch = Percent Change; pc1 = Percent Change from Year Ago; pca = Compounded Annual Rate of Change; cch = Continuously Compounded Rate of Change; cca = Continuously Compounded Annual Rate of Change; log = Natural Log	None	True

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Returns

OBBject
    results : List[MortgageIndices]
        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.
symbol	str	Symbol representing the entity requested in the data.
name	str	Name of the index.
rate	float	Mortgage rate.

Name	Type	Description
date	Union[date, str]	The date of the data.
symbol	str	Symbol representing the entity requested in the data.
name	str	Name of the index.
rate	float	Mortgage rate.