OpenBB/openbb_platform/openbb/package/fixedincome_spreads.py

### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###

import datetime
from typing import Literal, Optional, Union

from openbb_core.app.model.custom_parameter import OpenBBCustomParameter
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.utils.decorators import validate
from openbb_core.app.static.utils.filters import filter_inputs
from typing_extensions import Annotated


class ROUTER_fixedincome_spreads(Container):
    """/fixedincome/spreads
    tmc
    tmc_effr
    treasury_effr
    """

    def __repr__(self) -> str:
        return self.__doc__ or ""

    @validate
    def tmc(
        self,
        start_date: Annotated[
            Union[datetime.date, None, str],
            OpenBBCustomParameter(
                description="Start date of the data, in YYYY-MM-DD format."
            ),
        ] = None,
        end_date: Annotated[
            Union[datetime.date, None, str],
            OpenBBCustomParameter(
                description="End date of the data, in YYYY-MM-DD format."
            ),
        ] = None,
        maturity: Annotated[
            Optional[Literal["3m", "2y"]],
            OpenBBCustomParameter(description="The maturity"),
        ] = "3m",
        provider: Optional[Literal["fred"]] = None,
        **kwargs
    ) -> OBBject:
        """Treasury Constant Maturity.

        Get data for 10-Year Treasury Constant Maturity Minus Selected Treasury Constant Maturity.
        Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values of auctioned U.S.
        Treasuries. The value is obtained by the U.S. Treasury on a daily basis through interpolation of the Treasury
        yield curve which, in turn, is based on closing bid-yields of actively-traded Treasury securities.


            Parameters
            ----------
            start_date : Optional[datetime.date]
                Start date of the data, in YYYY-MM-DD format.
            end_date : Optional[datetime.date]
                End date of the data, in YYYY-MM-DD format.
            maturity : Optional[Literal['3m', '2y']]
                The maturity
            provider : Optional[Literal['fred']]
                The provider to use for the query, by default None.
                If None, the provider specified in defaults is selected or 'fred' if there is
                no default.

            Returns
            -------
            OBBject
                results : List[TreasuryConstantMaturity]
                    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.

            TreasuryConstantMaturity
            ------------------------
            date : date
                The date of the data.
            rate : Optional[float]
                TreasuryConstantMaturity Rate.

            Example
            -------
            >>> from openbb import obb
            >>> obb.fixedincome.spreads.tmc(maturity="3m")
        """  # noqa: E501

        return self._run(
            "/fixedincome/spreads/tmc",
            **filter_inputs(
                provider_choices={
                    "provider": provider,
                },
                standard_params={
                    "start_date": start_date,
                    "end_date": end_date,
                    "maturity": maturity,
                },
                extra_params=kwargs,
            )
        )

    @validate
    def tmc_effr(
        self,
        start_date: Annotated[
            Union[datetime.date, None, str],
            OpenBBCustomParameter(
                description="Start date of the data, in YYYY-MM-DD format."
            ),
        ] = None,
        end_date: Annotated[
            Union[datetime.date, None, str],
            OpenBBCustomParameter(
                description="End date of the data, in YYYY-MM-DD format."
            ),
        ] = None,
        maturity: Annotated[
            Optional[Literal["10y", "5y", "1y", "6m", "3m"]],
            OpenBBCustomParameter(description="The maturity"),
        ] = "10y",
        provider: Optional[Literal["fred"]] = None,
        **kwargs
    ) -> OBBject:
        """Select Treasury Constant Maturity.

        Get data for Selected Treasury Constant Maturity Minus Federal Funds Rate
        Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values of auctioned U.S.
        Treasuries. The value is obtained by the U.S. Treasury on a daily basis through interpolation of the Treasury
        yield curve which, in turn, is based on closing bid-yields of actively-traded Treasury securities.


            Parameters
            ----------
            start_date : Optional[datetime.date]
                Start date of the data, in YYYY-MM-DD format.
            end_date : Optional[datetime.date]
                End date of the data, in YYYY-MM-DD format.
            maturity : Optional[Literal['10y', '5y', '1y', '6m', '3m']]
                The maturity
            provider : Optional[Literal['fred']]
                The provider to use for the query, by default None.
                If None, the provider specified in defaults is selected or 'fred' if there is
                no default.

            Returns
            -------
            OBBject
                results : List[SelectedTreasuryConstantMaturity]
                    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.

            SelectedTreasuryConstantMaturity
            --------------------------------
            date : date
                The date of the data.
            rate : Optional[float]
                Selected Treasury Constant Maturity Rate.

            Example
            -------
            >>> from openbb import obb
            >>> obb.fixedincome.spreads.tmc_effr(maturity="10y")
        """  # noqa: E501

        return self._run(
            "/fixedincome/spreads/tmc_effr",
            **filter_inputs(
                provider_choices={
                    "provider": provider,
                },
                standard_params={
                    "start_date": start_date,
                    "end_date": end_date,
                    "maturity": maturity,
                },
                extra_params=kwargs,
            )
        )

    @validate
    def treasury_effr(
        self,
        start_date: Annotated[
            Union[datetime.date, None, str],
            OpenBBCustomParameter(
                description="Start date of the data, in YYYY-MM-DD format."
            ),
        ] = None,
        end_date: Annotated[
            Union[datetime.date, None, str],
            OpenBBCustomParameter(
                description="End date of the data, in YYYY-MM-DD format."
            ),
        ] = None,
        maturity: Annotated[
            Optional[Literal["3m", "6m"]],
            OpenBBCustomParameter(description="The maturity"),
        ] = "3m",
        provider: Optional[Literal["fred"]] = None,
        **kwargs
    ) -> OBBject:
        """Select Treasury Bill.

        Get Selected Treasury Bill Minus Federal Funds Rate.
        Constant maturity is the theoretical value of a U.S. Treasury that is based on recent values of
        auctioned U.S. Treasuries.
        The value is obtained by the U.S. Treasury on a daily basis through interpolation of the Treasury
        yield curve which, in turn, is based on closing bid-yields of actively-traded Treasury securities.


            Parameters
            ----------
            start_date : Optional[datetime.date]
                Start date of the data, in YYYY-MM-DD format.
            end_date : Optional[datetime.date]
                End date of the data, in YYYY-MM-DD format.
            maturity : Optional[Literal['3m', '6m']]
                The maturity
            provider : Optional[Literal['fred']]
                The provider to use for the query, by default None.
                If None, the provider specified in defaults is selected or 'fred' if there is
                no default.

            Returns
            -------
            OBBject
                results : List[SelectedTreasuryBill]
                    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.

            SelectedTreasuryBill
            --------------------
            date : date
                The date of the data.
            rate : Optional[float]
                SelectedTreasuryBill Rate.

            Example
            -------
            >>> from openbb import obb
            >>> obb.fixedincome.spreads.treasury_effr(maturity="3m")
        """  # noqa: E501

        return self._run(
            "/fixedincome/spreads/treasury_effr",
            **filter_inputs(
                provider_choices={
                    "provider": provider,
                },
                standard_params={
                    "start_date": start_date,
                    "end_date": end_date,
                    "maturity": maturity,
                },
                extra_params=kwargs,
            )
        )