diff options
Diffstat (limited to 'openbb_platform/providers/econdb/openbb_econdb/utils/yield_curves.py')
-rw-r--r-- | openbb_platform/providers/econdb/openbb_econdb/utils/yield_curves.py | 219 |
1 files changed, 219 insertions, 0 deletions
diff --git a/openbb_platform/providers/econdb/openbb_econdb/utils/yield_curves.py b/openbb_platform/providers/econdb/openbb_econdb/utils/yield_curves.py new file mode 100644 index 00000000000..d8d546eca8e --- /dev/null +++ b/openbb_platform/providers/econdb/openbb_econdb/utils/yield_curves.py @@ -0,0 +1,219 @@ +"""EconDB Yield Curve Utilities""" + +from typing import Literal + +DAILY = { + "australia": { + "RBA_F02D.FCMYGBAG2D.D.AU": "year_2", + "RBA_F02D.FCMYGBAG3D.D.AU": "year_3", + "RBA_F02D.FCMYGBAG5D.D.AU": "year_5", + "RBA_F02D.FCMYGBAG10D.D.AU": "year_10", + }, + "canada": { + "BOC_MONEY_MARKET.TB_CDN_30D_MID.D.CA": "month_1", + "BOC_MONEY_MARKET.TB_CDN_60D_MID.D.CA": "month_2", + "BOC_MONEY_MARKET.TB_CDN_90D_MID.D.CA": "month_3", + "BOC_MONEY_MARKET.TB_CDN_180D_MID.D.CA": "month_6", + "BOC_MONEY_MARKET.TB_CDN_1Y_MID.D.CA": "year_1", + "BOC_BOND_YIELDS_ALL.BD_CDN_2YR_DQ_YLD.D.CA": "year_2", + "BOC_BOND_YIELDS_ALL.BD_CDN_3YR_DQ_YLD.D.CA": "year_3", + "BOC_BOND_YIELDS_ALL.BD_CDN_5YR_DQ_YLD.D.CA": "year_5", + "BOC_BOND_YIELDS_ALL.BD_CDN_7YR_DQ_YLD.D.CA": "year_7", + "BOC_BOND_YIELDS_ALL.BD_CDN_10YR_DQ_YLD.D.CA": "year_10", + "BOC_BOND_YIELDS_ALL.BD_CDN_LONG_DQ_YLD.D.CA": "long_term", + }, + "china": { + "CCDC_CGB.CHB_3M.D.CN": "month_3", + "CCDC_CGB.CHB_6M.D.CN": "month_6", + "CCDC_CGB.CHB_1Y.D.CN": "year_1", + "CCDC_CGB.CHB_3Y.D.CN": "year_3", + "CCDC_CGB.CHB_5Y.D.CN": "year_5", + "CCDC_CGB.CHB_7Y.D.CN": "year_7", + "CCDC_CGB.CHB_10Y.D.CN": "year_10", + "CCDC_CGB.CHB_30Y.D.CN": "year_30", + }, + "hong_kong": { + "HK_YLD.Y2YD.D.HK": "year_2", + "HK_YLD.Y3YD.D.HK": "year_3", + "HK_YLD.Y5YD.D.HK": "year_5", + "HK_YLD.Y10YD.D.HK": "year_10", + "HK_YLD.Y15YD.D.HK": "year_15", + "HK_YLD.Y20YD.D.HK": "year_20", + }, + "india": { + "RBI_RATES.M3.D.IN": "month_3", + "RBI_RATES.M6.D.IN": "month_6", + "RBI_RATES.Y1.D.IN": "year_1", + "RBI_RATES.Y10.D.IN": "year_10", + }, + "japan": { + "MFJP_IR.1Y.D.JP": "year_1", + "MFJP_IR.2Y.D.JP": "year_2", + "MFJP_IR.3Y.D.JP": "year_3", + "MFJP_IR.4Y.D.JP": "year_4", + "MFJP_IR.5Y.D.JP": "year_5", + "MFJP_IR.6Y.D.JP": "year_6", + "MFJP_IR.7Y.D.JP": "year_7", + "MFJP_IR.8Y.D.JP": "year_8", + "MFJP_IR.9Y.D.JP": "year_9", + "MFJP_IR.10Y.D.JP": "year_10", + "MFJP_IR.15Y.D.JP": "year_15", + "MFJP_IR.20Y.D.JP": "year_20", + "MFJP_IR.25Y.D.JP": "year_25", + "MFJP_IR.30Y.D.JP": "year_30", + "MFJP_IR.40Y.D.JP": "year_40", + }, + "russia": { + "CBR_BONDS.M3YD.D.RU": "month_3", + "CBR_BONDS.M6YD.D.RU": "month_6", + "CBR_BONDS.M9YD.D.RU": "month_9", + "CBR_BONDS.Y1YD.D.RU": "year_1", + "CBR_BONDS.Y2YD.D.RU": "year_2", + "CBR_BONDS.Y3YD.D.RU": "year_3", + "CBR_BONDS.Y5YD.D.RU": "year_5", + "CBR_BONDS.Y7YD.D.RU": "year_7", + "CBR_BONDS.Y10YD.D.RU": "year_10", + "CBR_BONDS.Y15YD.D.RU": "year_15", + "CBR_BONDS.Y20YD.D.RU": "year_20", + "CBR_BONDS.Y30YD.D.RU": "year_30", + }, + "saudi_arabia": { + "EXSA_YLD.Y1.D.SA": "year_1", + "EXSA_YLD.Y2.D.SA": "year_2", + "EXSA_YLD.Y3.D.SA": "year_3", + "EXSA_YLD.Y5.D.SA": "year_5", + "EXSA_YLD.Y10.D.SA": "year_10", + "EXSA_YLD.Y15.D.SA": "year_15", + }, + "south_africa": { + "RBZA_YLD.M3YD.D.ZA": "month_3", + "RBZA_YLD.Y10YD.D.ZA": "year_10", + }, + "south_korea": { + "BOK_IR.KORIBOR_3M.D.KR": "month_3", + "BOK_IR.KORIBOR_6M.D.KR": "month_6", + "BOK_IR.TB1Y.D.KR": "year_1", + "BOK_IR.TB2Y.D.KR": "year_2", + "BOK_IR.TB3Y.D.KR": "year_3", + "BOK_IR.TB5Y.D.KR": "year_5", + "BOK_IR.TB10Y.D.KR": "year_10", + "BOK_IR.TB20Y.D.KR": "year_20", + "BOK_IR.TB30Y.D.KR": "year_30", + "BOK_IR.TB50Y.D.KR": "year_50", + }, + "taiwan": { + "TWSE_YLD.2.D.TW": "year_2", + "TWSE_YLD.5.D.TW": "year_5", + "TWSE_YLD.10.D.TW": "year_10", + "TWSE_YLD.20.D.TW": "year_20", + "TWSE_YLD.30.D.TW": "year_30", + }, + "united_kingdom": { + "BOE_YLD.6M.D.UK": "month_6", + "BOE_YLD.9M.D.UK": "month_9", + "BOE_YLD.1Y.D.UK": "year_1", + "BOE_YLD.2Y.D.UK": "year_2", + "BOE_YLD.3Y.D.UK": "year_3", + "BOE_YLD.5Y.D.UK": "year_5", + "BOE_YLD.7Y.D.UK": "year_7", + "BOE_YLD.10Y.D.UK": "year_10", + "BOE_YLD.15Y.D.UK": "year_15", + "BOE_YLD.20Y.D.UK": "year_20", + "BOE_YLD.30Y.D.UK": "year_30", + }, + "united_states": { + "FRB_H15.45E95.D.US": "month_1", + "FRB_H15.FE7E7.D.US": "month_3", + "FRB_H15.29909.D.US": "month_6", + "FRB_H15.C6F60.D.US": "year_1", + "FRB_H15.B0E4B.D.US": "year_2", + "FRB_H15.B279A.D.US": "year_3", + "FRB_H15.3E1BD.D.US": "year_5", + "FRB_H15.D7F32.D.US": "year_7", + "FRB_H15.37BF6.D.US": "year_10", + "FRB_H15.C279E.D.US": "year_20", + "FRB_H15.F5280.D.US": "year_30", + }, +} +MONTHLY = { + "thailand": { + "BOTFM_RT_001_S2.36.M.TH": "month_1", + "BOTFM_RT_001_S2.37.M.TH": "month_3", + "BOTFM_RT_001_S2.38.M.TH": "month_6", + "BOTFM_RT_001_S2.39.M.TH": "year_1", + "BOTFM_RT_001_S2.40.M.TH": "year_2", + "BOTFM_RT_001_S2.41.M.TH": "year_3", + "BOTFM_RT_001_S2.42.M.TH": "year_4", + "BOTFM_RT_001_S2.43.M.TH": "year_5", + "BOTFM_RT_001_S2.44.M.TH": "year_6", + "BOTFM_RT_001_S2.45.M.TH": "year_7", + "BOTFM_RT_001_S2.46.M.TH": "year_8", + "BOTFM_RT_001_S2.47.M.TH": "year_9", + "BOTFM_RT_001_S2.48.M.TH": "year_10", + "BOTFM_RT_001_S2.49.M.TH": "year_11", + "BOTFM_RT_001_S2.50.M.TH": "year_12", + "BOTFM_RT_001_S2.51.M.TH": "year_13", + "BOTFM_RT_001_S2.52.M.TH": "year_14", + "BOTFM_RT_001_S2.53.M.TH": "year_15", + "BOTFM_RT_001_S2.54.M.TH": "year_16", + "BOTFM_RT_001_S2.55.M.TH": "year_17", + "BOTFM_RT_001_S2.56.M.TH": "year_18", + "BOTFM_RT_001_S2.57.M.TH": "year_19", + "BOTFM_RT_001_S2.58.M.TH": "year_20", + }, + "new_zealand": { + "RBNZ_IR.MB01N.M.NZ": "month_1", + "RBNZ_IR.MB02N.M.NZ": "month_2", + "RBNZ_IR.MB03N.M.NZ": "month_3", + "RBNZ_IR.MG101N.M.NZ": "year_1", + "RBNZ_IR.MG102N.M.NZ": "year_2", + "RBNZ_IR.MG105N.M.NZ": "year_5", + "RBNZ_IR.MG110N.M.NZ": "year_10", + }, + "mexico": { + "BXC_PS.SF4830.M.MX": "month_1", + "BXC_PS.SF4831.M.MX": "month_3", + "BXC_PS.SF4832.M.MX": "month_6", + "BXC_PS.SF4833.M.MX": "year_1", + "BXC_PS.SF17990.M.MX": "year_3", + "BXC_PS.SF98793.M.MX": "year_5", + "BXC_PS.SF33229.M.MX": "year_7", + "BXC_PS.SF30057.M.MX": "year_10", + "BXC_PS.SF41841.M.MX": "year_20", + "BXC_PS.SF60719.M.MX": "year_30", + }, + "singapore": { + "SSG_IR.M70007118.M.SG": "year_1", + "SSG_IR.M70007113.M.SG": "year_2", + "SSG_IR.M70007110.M.SG": "year_5", + "SSG_IR.M70007115.M.SG": "year_10", + "SSG_IR.M70007119.M.SG": "year_15", + "SSG_IR.M70007120.M.SG": "year_20", + }, +} +DAILY_COUNTRIES = list(DAILY.keys()) +MONTHLY_COUNTRIES = list(MONTHLY.keys()) +COUNTRIES_LIST = sorted(DAILY_COUNTRIES + MONTHLY_COUNTRIES) +COUNTRIES_DICT = { + **DAILY, + **MONTHLY, +} +COUNTRIES = Literal[ + "australia", + "canada", + "china", + "hong_kong", + "india", + "japan", + "mexico", + "new_zealand", + "russia", + "saudi_arabia", + "singapore", + "south_africa", + "south_korea", + "taiwan", + "thailand", + "united_kingdom", + "united_states", +] |