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import datetime |
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from typing import Literal, Optional, Union |
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from warnings import simplefilter, warn |
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from openbb_core.app.deprecation import OpenBBDeprecationWarning |
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from openbb_core.app.model.field import OpenBBField |
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from openbb_core.app.model.obbject import OBBject |
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from openbb_core.app.static.container import Container |
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from openbb_core.app.static.utils.decorators import exception_handler, validate |
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from openbb_core.app.static.utils.filters import filter_inputs |
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from typing_extensions import Annotated, deprecated |
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class ROUTER_fixedincome(Container): |
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"""/fixedincome |
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bond_indices |
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/corporate |
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/government |
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mortgage_indices |
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/rate |
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sofr |
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/spreads |
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""" |
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def __repr__(self) -> str: |
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return self.__doc__ or "" |
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@exception_handler |
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@validate |
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def bond_indices( |
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self, |
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start_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."), |
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] = None, |
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end_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."), |
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] = None, |
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index_type: Annotated[ |
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Literal["yield", "yield_to_worst", "total_return", "oas"], |
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OpenBBField( |
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description="The type of series. OAS is the option-adjusted spread. Default is yield." |
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), |
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] = "yield", |
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provider: Annotated[ |
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Optional[Literal["fred"]], |
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OpenBBField( |
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred." |
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), |
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] = None, |
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**kwargs |
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) -> OBBject: |
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"""Bond Indices. |
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Parameters |
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred. |
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start_date : Union[date, None, str] |
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Start date of the data, in YYYY-MM-DD format. |
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end_date : Union[date, None, str] |
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End date of the data, in YYYY-MM-DD format. |
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index_type : Literal['yield', 'yield_to_worst', 'total_return', 'oas'] |
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The type of series. OAS is the option-adjusted spread. Default is yield. |
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category : Literal['high_yield', 'us', 'emerging_markets'] |
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The type of index category. Used in conjunction with 'index', default is 'us'. (provider: fred) |
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index : str |
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The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'. |
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Possible values are: |
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corporate |
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seasoned_corporate |
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liquid_corporate |
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yield_curve |
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crossover |
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public_sector |
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private_sector |
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non_financial |
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high_grade |
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high_yield |
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liquid_emea |
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emea |
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liquid_asia |
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asia |
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liquid_latam |
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latam |
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liquid_aaa |
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liquid_bbb |
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aaa |
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aa |
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a |
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bbb |
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bb |
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b |
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ccc |
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Multiple comma separated items allowed. (provider: fred) |
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frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']] |
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Frequency aggregation to convert daily data to lower frequency. |
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None = No change |
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a = Annual |
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q = Quarterly |
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m = Monthly |
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w = Weekly |
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d = Daily |
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wef = Weekly, Ending Friday |
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weth = Weekly, Ending Thursday |
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wew = Weekly, Ending Wednesday |
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wetu = Weekly, Ending Tuesday |
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wem = Weekly, Ending Monday |
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wesu = Weekly, Ending Sunday |
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wesa = Weekly, Ending Saturday |
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bwew = Biweekly, Ending Wednesday |
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bwem = Biweekly, Ending Monday |
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(provider: fred) |
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aggregation_method : Literal['avg', 'sum', 'eop'] |
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A key that indicates the aggregation method used for frequency aggregation. |
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This parameter has no affect if the frequency parameter is not set, default is 'avg'. |
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avg = Average |
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sum = Sum |
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eop = End of Period |
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(provider: fred) |
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transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']] |
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Transformation type |
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None = No transformation |
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chg = Change |
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ch1 = Change from Year Ago |
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pch = Percent Change |
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pc1 = Percent Change from Year Ago |
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pca = Compounded Annual Rate of Change |
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cch = Continuously Compounded Rate of Change |
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cca = Continuously Compounded Annual Rate of Change |
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log = Natural Log |
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(provider: fred) |
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Returns |
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------- |
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OBBject |
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results : list[BondIndices] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
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Extra info. |
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BondIndices |
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----------- |
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date : date |
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The date of the data. |
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symbol : Optional[str] |
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Symbol representing the entity requested in the data. |
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value : float |
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Index values. |
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maturity : Optional[str] |
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The maturity range of the bond index. Only applicable when 'index' is 'yield_curve'. (provider: fred) |
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title : Optional[str] |
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The title of the index. (provider: fred) |
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Examples |
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-------- |
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>>> from openbb import obb |
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>>> # The default state for FRED are series for constructing the US Corporate Bond Yield Curve. |
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>>> obb.fixedincome.bond_indices(provider='fred') |
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>>> # Multiple indices, from within the same 'category', can be requested. |
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>>> obb.fixedincome.bond_indices(category='high_yield', index='us,europe,emerging', index_type='total_return', provider='fred') |
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>>> # From FRED, there are three main categories, 'high_yield', 'us', and 'emerging_markets'. Emerging markets is a broad category. |
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>>> obb.fixedincome.bond_indices(category='emerging_markets', index='corporate,private_sector,public_sector', provider='fred') |
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""" |
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return self._run( |
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"/fixedincome/bond_indices", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"fixedincome.bond_indices", |
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("fred",), |
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) |
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}, |
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standard_params={ |
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"start_date": start_date, |
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"end_date": end_date, |
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"index_type": index_type, |
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}, |
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extra_params=kwargs, |
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info={ |
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"index": { |
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"fred": { |
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"multiple_items_allowed": True, |
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"choices": [ |
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"a", |
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"aa", |
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"aaa", |
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"asia", |
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"b", |
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"bb", |
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"bbb", |
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"ccc", |
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"corporate", |
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"crossover", |
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"emea", |
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"high_grade", |
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"high_yield", |
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"latam", |
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"liquid_aaa", |
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"liquid_asia", |
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"liquid_bbb", |
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"liquid_corporate", |
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"liquid_emea", |
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"liquid_latam", |
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"non_financial", |
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"private_sector", |
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"public_sector", |
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"seasoned_corporate", |
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"yield_curve", |
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], |
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} |
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} |
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}, |
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) |
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) |
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@property |
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def corporate(self): |
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from . import fixedincome_corporate |
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return fixedincome_corporate.ROUTER_fixedincome_corporate( |
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command_runner=self._command_runner |
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) |
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@property |
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def government(self): |
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from . import fixedincome_government |
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return fixedincome_government.ROUTER_fixedincome_government( |
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command_runner=self._command_runner |
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) |
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@exception_handler |
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@validate |
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def mortgage_indices( |
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self, |
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start_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."), |
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] = None, |
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end_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."), |
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] = None, |
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provider: Annotated[ |
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Optional[Literal["fred"]], |
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OpenBBField( |
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred." |
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), |
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] = None, |
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**kwargs |
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) -> OBBject: |
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"""Mortgage Indices. |
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Parameters |
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred. |
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start_date : Union[date, None, str] |
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Start date of the data, in YYYY-MM-DD format. |
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end_date : Union[date, None, str] |
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End date of the data, in YYYY-MM-DD format. |
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index : 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] |
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The specific index, or index group, to query. Default is the 'primary' group. Multiple comma separated items allowed. (provider: fred) |
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frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']] |
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|
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Frequency aggregation to convert daily data to lower frequency. |
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None = No change |
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a = Annual |
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q = Quarterly |
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m = Monthly |
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w = Weekly |
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d = Daily |
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wef = Weekly, Ending Friday |
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weth = Weekly, Ending Thursday |
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wew = Weekly, Ending Wednesday |
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wetu = Weekly, Ending Tuesday |
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wem = Weekly, Ending Monday |
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wesu = Weekly, Ending Sunday |
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wesa = Weekly, Ending Saturday |
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bwew = Biweekly, Ending Wednesday |
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bwem = Biweekly, Ending Monday |
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(provider: fred) |
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aggregation_method : Literal['avg', 'sum', 'eop'] |
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A key that indicates the aggregation method used for frequency aggregation. |
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This parameter has no affect if the frequency parameter is not set, default is 'avg'. |
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avg = Average |
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sum = Sum |
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eop = End of Period |
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(provider: fred) |
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transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']] |
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Transformation type |
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None = No transformation |
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chg = Change |
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ch1 = Change from Year Ago |
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pch = Percent Change |
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pc1 = Percent Change from Year Ago |
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pca = Compounded Annual Rate of Change |
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cch = Continuously Compounded Rate of Change |
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cca = Continuously Compounded Annual Rate of Change |
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log = Natural Log |
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(provider: fred) |
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Returns |
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------- |
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OBBject |
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results : list[MortgageIndices] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
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Extra info. |
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MortgageIndices |
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--------------- |
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date : date |
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The date of the data. |
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symbol : Optional[str] |
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Symbol representing the entity requested in the data. |
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name : Optional[str] |
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Name of the index. |
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rate : float |
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Mortgage rate. |
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Examples |
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-------- |
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>>> from openbb import obb |
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>>> # The default state for FRED are the primary mortgage indices from Optimal Blue. |
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>>> obb.fixedincome.mortgage_indices(provider='fred') |
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>>> # Multiple indices can be requested. |
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>>> obb.fixedincome.mortgage_indices(index='jumbo_30y,conforming_30y,conforming_15y', provider='fred') |
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""" |
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return self._run( |
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"/fixedincome/mortgage_indices", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"fixedincome.mortgage_indices", |
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("fred",), |
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) |
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}, |
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standard_params={ |
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"start_date": start_date, |
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"end_date": end_date, |
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}, |
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extra_params=kwargs, |
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info={ |
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"index": { |
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"fred": { |
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"multiple_items_allowed": True, |
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"choices": [ |
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"primary", |
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"ltv_lte_80", |
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"ltv_gt_80", |
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"conforming_30y", |
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"conforming_30y_na", |
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"jumbo_30y", |
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"fha_30y", |
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"va_30y", |
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"usda_30y", |
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"conforming_15y", |
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"ltv_lte80_fico_ge740", |
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"ltv_lte80_fico_a720b739", |
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"ltv_lte80_fico_a700b719", |
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"ltv_lte80_fico_a680b699", |
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"ltv_lte80_fico_lt680", |
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"ltv_gt80_fico_ge740", |
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"ltv_gt80_fico_a720b739", |
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"ltv_gt80_fico_a700b719", |
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"ltv_gt80_fico_a680b699", |
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"ltv_gt80_fico_lt680", |
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], |
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} |
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} |
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}, |
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) |
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) |
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@property |
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def rate(self): |
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from . import fixedincome_rate |
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return fixedincome_rate.ROUTER_fixedincome_rate( |
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command_runner=self._command_runner |
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) |
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|
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@exception_handler |
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@validate |
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@deprecated( |
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"This endpoint is deprecated; use `/fixedincome/rate/sofr` instead. Deprecated in OpenBB Platform V4.2 to be removed in V4.5.", |
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category=OpenBBDeprecationWarning, |
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) |
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def sofr( |
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self, |
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start_date: Annotated[ |
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Union[datetime.date, None, str], |
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."), |
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] = None, |
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end_date: Annotated[ |
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Union[datetime.date, None, str], |
|
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."), |
|
|
] = None, |
|
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provider: Annotated[ |
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Optional[Literal["federal_reserve", "fred"]], |
|
|
OpenBBField( |
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred." |
|
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), |
|
|
] = None, |
|
|
**kwargs |
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) -> OBBject: |
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"""Secured Overnight Financing Rate. |
|
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|
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|
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of |
|
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borrowing cash overnight collateralizing by Treasury securities. |
|
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|
|
|
|
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|
Parameters |
|
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---------- |
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provider : str |
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred. |
|
|
start_date : Union[date, None, str] |
|
|
Start date of the data, in YYYY-MM-DD format. |
|
|
end_date : Union[date, None, str] |
|
|
End date of the data, in YYYY-MM-DD format. |
|
|
frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']] |
|
|
|
|
|
Frequency aggregation to convert daily data to lower frequency. |
|
|
a = Annual |
|
|
q = Quarterly |
|
|
m = Monthly |
|
|
w = Weekly |
|
|
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 |
|
|
(provider: fred) |
|
|
aggregation_method : Optional[Literal['avg', 'sum', 'eop']] |
|
|
|
|
|
A key that indicates the aggregation method used for frequency aggregation. |
|
|
avg = Average |
|
|
sum = Sum |
|
|
eop = End of Period |
|
|
(provider: fred) |
|
|
transform : Optional[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 |
|
|
(provider: fred) |
|
|
|
|
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Returns |
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------- |
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OBBject |
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results : list[SOFR] |
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Serializable results. |
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provider : Optional[str] |
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Provider name. |
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warnings : Optional[list[Warning_]] |
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list of warnings. |
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chart : Optional[Chart] |
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Chart object. |
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extra : Dict[str, Any] |
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Extra info. |
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SOFR |
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---- |
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date : date |
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The date of the data. |
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rate : float |
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Effective federal funds rate. |
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percentile_1 : Optional[float] |
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1st percentile of the distribution. |
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percentile_25 : Optional[float] |
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25th percentile of the distribution. |
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percentile_75 : Optional[float] |
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75th percentile of the distribution. |
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percentile_99 : Optional[float] |
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99th percentile of the distribution. |
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volume : Optional[float] |
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The trading volume.The notional volume of transactions (Billions of $). |
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average_30d : Optional[float] |
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30-Day Average SOFR (provider: fred) |
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average_90d : Optional[float] |
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90-Day Average SOFR (provider: fred) |
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average_180d : Optional[float] |
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|
180-Day Average SOFR (provider: fred) |
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index : Optional[float] |
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SOFR index as 2018-04-02 = 1 (provider: fred) |
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Examples |
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-------- |
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>>> from openbb import obb |
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>>> obb.fixedincome.sofr(provider='fred') |
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""" |
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simplefilter("always", DeprecationWarning) |
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warn( |
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"This endpoint is deprecated; use `/fixedincome/rate/sofr` instead. Deprecated in OpenBB Platform V4.2 to be removed in V4.5.", |
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category=DeprecationWarning, |
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stacklevel=2, |
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) |
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return self._run( |
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"/fixedincome/sofr", |
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**filter_inputs( |
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provider_choices={ |
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"provider": self._get_provider( |
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provider, |
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"fixedincome.sofr", |
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("federal_reserve", "fred"), |
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) |
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}, |
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standard_params={ |
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"start_date": start_date, |
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"end_date": end_date, |
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}, |
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extra_params=kwargs, |
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) |
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) |
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@property |
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def spreads(self): |
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from . import fixedincome_spreads |
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return fixedincome_spreads.ROUTER_fixedincome_spreads( |
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command_runner=self._command_runner |
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) |
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|
