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### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
import datetime
from typing import Literal, Optional, Union
from openbb_core.app.model.field import OpenBBField
from openbb_core.app.model.obbject import OBBject
from openbb_core.app.static.container import Container
from openbb_core.app.static.utils.decorators import exception_handler, validate
from openbb_core.app.static.utils.filters import filter_inputs
from typing_extensions import Annotated
class ROUTER_fixedincome(Container):
"""/fixedincome
bond_indices
/corporate
/government
mortgage_indices
/rate
sofr
/spreads
"""
def __repr__(self) -> str:
return self.__doc__ or ""
@exception_handler
@validate
def bond_indices(
self,
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
] = None,
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
] = None,
index_type: Annotated[
Literal["yield", "yield_to_worst", "total_return", "oas"],
OpenBBField(
description="The type of series. OAS is the option-adjusted spread. Default is yield.",
choices=["yield", "yield_to_worst", "total_return", "oas"],
),
] = "yield",
provider: Annotated[
Optional[Literal["fred"]],
OpenBBField(
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
),
] = None,
**kwargs
) -> OBBject:
"""Bond Indices.
Parameters
----------
start_date : Union[datetime.date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None, str]
End date of the data, in YYYY-MM-DD format.
index_type : Literal['yield', 'yield_to_worst', 'total_return', 'oas']
The type of series. OAS is the option-adjusted spread. Default is yield.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
category : Literal['high_yield', 'us', 'emerging_markets']
The type of index category. Used in conjunction with 'index', default is 'us'. (provider: fred)
index : str
The specific index to query. Used in conjunction with 'category' and 'index_type', default is 'yield_curve'. Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
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 : Literal['avg', 'sum', 'eop']
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
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)
Returns
-------
OBBject
results : List[BondIndices]
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.
BondIndices
-----------
date : date
The date of the data.
symbol : Optional[str]
Symbol representing the entity requested in the data.
value : float
Index values.
maturity : Optional[str]
The maturity range of the bond index. Only applicable when 'index' is 'yield_curve'. (provider: fred)
title : Optional[str]
The title of the index. (provider: fred)
Examples
--------
>>> from openbb import obb
>>> # The default state for FRED are series for constructing the US Corporate Bond Yield Curve.
>>> obb.fixedincome.bond_indices(provider='fred')
>>> # Multiple indices, from within the same 'category', can be requested.
>>> obb.fixedincome.bond_indices(category='high_yield', index='us,europe,emerging', index_type='total_return', provider='fred')
>>> # From FRED, there are three main categories, 'high_yield', 'us', and 'emerging_markets'. Emerging markets is a broad category.
>>> obb.fixedincome.bond_indices(category='emerging_markets', index='corporate,private_sector,public_sector', provider='fred')
""" # noqa: E501
return self._run(
"/fixedincome/bond_indices",
**filter_inputs(
provider_choices={
"provider": self._get_provider(
provider,
"fixedincome.bond_indices",
("fred",),
)
},
standard_params={
"start_date": start_date,
"end_date": end_date,
"index_type": index_type,
},
extra_params=kwargs,
info={"index": {"fred": {"multiple_items_allowed": True}}},
)
)
@property
def corporate(self):
# pylint: disable=import-outside-toplevel
from . import fixedincome_corporate
return fixedincome_corporate.ROUTER_fixedincome_corporate(
command_runner=self._command_runner
)
@property
def government(self):
# pylint: disable=import-outside-toplevel
from . import fixedincome_government
return fixedincome_government.ROUTER_fixedincome_government(
command_runner=self._command_runner
)
@exception_handler
@validate
def mortgage_indices(
self,
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
] = None,
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
] = None,
provider: Annotated[
Optional[Literal["fred"]],
OpenBBField(
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
),
] = None,
**kwargs
) -> OBBject:
"""Mortgage Indices.
Parameters
----------
start_date : Union[datetime.date, None, str]
Start date of the data, in YYYY-MM-DD format.
end_date : Union[datetime.date, None, str]
End date of the data, in YYYY-MM-DD format.
provider : Optional[Literal['fred']]
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
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]
The specific index, or index group, to query. Default is the 'primary' group. Multiple comma separated items allowed. (provider: fred)
frequency : Optional[Literal['a', 'q', 'm', 'w', 'd', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
Frequency aggregation to convert daily data to lower frequency.
None = No change
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
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 : Literal['avg', 'sum', 'eop']
A key that indicates the aggregation method used for frequency aggregation.
This parameter has no affect if the frequency parameter is not set, default is 'avg'.
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)
Returns
-------
OBBject
results : List[MortgageIndices]
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.
MortgageIndices
---------------
date : date
The date of the data.
symbol : Optional[str]
Symbol representing the entity requested in the data.
name : Optional[str]
Name of the index.
rate : float
Mortgage rate.
Examples
--------
>>> from openbb import obb
>>> # The default state for FRED are the primary mortgage indices from Optimal Blue.
>>> obb.fixedincome.mortgage_indices(provider='fred')
>>> # Multiple indices can be requested.
>>> obb.fixedincome.mortgage_indices(index='jumbo_30y,conforming_30y,conforming_15y', provider='fred')
""" # noqa: E501
return self._run(
"/fixedincome/mortgage_indices",
**filter_inputs(
provider_choices={
"provider": self._get_provider(
provider,
"fixedincome.mortgage_indices",
("fred",),
)
},
standard_params={
"start_date": start_date,
"end_date": end_date,
},
extra_params=kwargs,
info={"index": {"fred": {"multiple_items_allowed": True}}},
)
)
@property
def rate(self):
# pylint: disable=import-outside-toplevel
from . import fixedincome_rate
return fixedincome_rate.ROUTER_fixedincome_rate(
command_runner=self._command_runner
)
@exception_handler
@validate
def sofr(
self,
start_date: Annotated[
Union[datetime.date, None, str],
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
] = None,
end_date: Annotated[
Union[datetime.date, None, str],
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
] = None,
provider: Annotated[
Optional[Literal[
|
