EU Yield Curve
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
EUYieldCurve | EUYieldCurveQueryParams | EUYieldCurveData |
Import Statement
from openbb_core.provider.standard_models.eu_yield_curve import (
EUYieldCurveData,
EUYieldCurveQueryParams,
)
Parameters
- standard
- ecb
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| date | Union[date, str] | A specific date to get data for. | None | True |
| provider | Literal['ecb'] | The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: ecb. | None | True |
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| date | Union[date, str] | A specific date to get data for. | None | True |
| provider | Literal['ecb'] | The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: ecb. | None | True |
| rating | Literal['aaa', 'all_ratings'] | The rating type, either 'aaa' or 'all_ratings'. | aaa | True |
| yield_curve_type | Literal['spot_rate', 'instantaneous_forward', 'par_yield'] | The yield curve type. | spot_rate | True |
Data
- standard
- ecb
| Name | Type | Description |
|---|---|---|
| maturity | float | Maturity, in years. |
| rate | float | Yield curve rate, as a normalized percent. |
| Name | Type | Description |
|---|---|---|
| maturity | float | Maturity, in years. |
| rate | float | Yield curve rate, as a normalized percent. |