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 | date | A specific date to get data for. | None | True |
| yield_curve_type | Literal['spot_rate', 'instantaneous_forward', 'par_yield'] | The yield curve type. | "spot_rate" | True |
| provider | Literal['ecb'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'ecb' if there is no default. | "ecb" | True |
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| date | date | A specific date to get data for. | None | True |
| yield_curve_type | Literal['spot_rate', 'instantaneous_forward', 'par_yield'] | The yield curve type. | "spot_rate" | True |
| provider | Literal['ecb'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'ecb' if there is no default. | "ecb" | True |
| rating | Literal['A', 'C'] | The rating type. | A | True |
Data
- Standard
| Name | Type | Description |
|---|---|---|
| maturity | str | Yield curve rate maturity. |
| rate | float | Yield curve rate. |