1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
|
"""Treasury Prices Standard Model."""
from datetime import date as dateType
from typing import Optional
from pydantic import Field
from openbb_core.provider.abstract.data import Data
from openbb_core.provider.abstract.query_params import QueryParams
from openbb_core.provider.utils.descriptions import QUERY_DESCRIPTIONS
class TreasuryPricesQueryParams(QueryParams):
"""Treasury Prices Query."""
date: Optional[dateType] = Field(
description=QUERY_DESCRIPTIONS.get("date", "")
+ " Defaults to the last business day.",
default=None,
)
class TreasuryPricesData(Data):
"""Treasury Prices Data."""
issuer_name: Optional[str] = Field(
default=None,
description="Name of the issuing entity.",
)
cusip: Optional[str] = Field(
default=None,
description="CUSIP of the security.",
)
isin: Optional[str] = Field(
default=None,
description="ISIN of the security.",
)
security_type: Optional[str] = Field(
default=None,
description="The type of Treasury security - i.e., Bill, Note, Bond, TIPS, FRN.",
)
issue_date: Optional[dateType] = Field(
default=None,
description="The original issue date of the security.",
)
maturity_date: Optional[dateType] = Field(
default=None,
description="The maturity date of the security.",
)
call_date: Optional[dateType] = Field(
description="The call date of the security.", default=None
)
bid: Optional[float] = Field(
description="The bid price of the security.", default=None
)
offer: Optional[float] = Field(
description="The offer price of the security.", default=None
)
eod_price: Optional[float] = Field(
description="The end-of-day price of the security.", default=None
)
last_traded_date: Optional[dateType] = Field(
description="The last trade date of the security.", default=None
)
total_trades: Optional[int] = Field(
default=None,
description="Total number of trades on the last traded date.",
)
last_price: Optional[float] = Field(
description="The last price of the security.", default=None
)
highest_price: Optional[float] = Field(
default=None,
description="The highest price for the bond on the last traded date.",
)
lowest_price: Optional[float] = Field(
default=None,
description="The lowest price for the bond on the last traded date.",
)
rate: Optional[float] = Field(
description="The annualized interest rate or coupon of the security.",
default=None,
)
ytm: Optional[float] = Field(
default=None,
description="Yield to maturity (YTM) is the rate of return anticipated on a bond"
+ " if it is held until the maturity date. It takes into account"
+ " the current market price, par value, coupon rate and time to maturity. It is assumed that all"
+ " coupons are reinvested at the same rate.",
)
|
