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
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
maturity: Union[Union[float, str], list[Union[float, str]]]
Default: 10.0
Maturities in years. Multiple items allowed for provider(s): fred.
category: str | list[str]
Default: spot_rate
Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.
Choices
- par_yield
- spot_rate
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
maturity: Union[Union[float, str], list[Union[float, str]]]
Default: 10.0
Maturities in years. Multiple items allowed for provider(s): fred.
category: str | list[str]
Default: spot_rate
Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred.
Choices
- par_yield
- spot_rate
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: date | str
The date of the data.
rate: float
Spot Rate.
date: date | str
The date of the data.
rate: float
Spot Rate.