Fixed Income - finflux.bond()#

The bond() class does not require any input.

Functions#

sovereign_timeseries(display='table', period='5y', start=None, end=None, interval='1d', data='all', maturity='10y', country='US', show=True, save=False)#
Parameters:

  • display (str) – Specifies the output format; VALID VALUES: 'json' , 'table' , 'line'

  • period (str) – The duration of the timeseries; VALID VALUES: '6mo' , '1y' , '2y' , '5y' , '10y' , 'ytd' , 'max'

  • start (None or str) – Optional start date in 'YYYY-MM-DD' format. Overrides period parameter if both start and end parameters are set.

  • end (None or str) – Optional end date in 'YYYY-MM-DD' format. Overrides period parameter if both start and end parameters are set.

  • interval (str) – Data frequency; VALID VALUES: '1d' , '1wk' , '1mo'

  • data (str) – Type of OHLCV data to retrieve; VALID VALUES: 'open' , 'high' , 'low' , 'close' , 'all'

  • maturity (str) – The maturity of the sovereign bond; VALID VALUES: '6mo' , '1y' , '2y' , '3y' , '5y' , '7y' , '10y' , '20y' , '30y'

  • country (str) – The country for which data is requested inputted as ISO 3166-1 alpha-2 codes; VALID VALUES: 'AU' , 'AT' , 'BH' , 'BD' , 'BE' , 'BR' , 'BG' , 'CA' , 'CL' , 'CN' , 'CO' , 'CI' , 'HR' , 'CY' , 'CZ' , 'DK' , 'EG' , 'FI' , 'FR' , 'DE' , 'GR' , 'HK' , 'HU' , 'IS' , 'IN' , 'ID' , 'IE' , 'IL' , 'IT' , 'JP' , 'KZ' , 'KE' , 'LV' , 'LT' , 'MY' , 'MT' , 'MU' , 'MX' , 'MA' , 'NA' , 'NL' , 'NZ' , 'NG' , 'NO' , 'PK' , 'PE' , 'PH' , 'PL' , 'PT' , 'QA' , 'RO' , 'RU' , 'RS' , 'SG' , 'SK' , 'SI' , 'ZA' , 'KR' , 'ES' , 'LK' , 'SE' , 'CH' , 'TW' , 'TH' , 'TR' , 'UG' , 'UA' , 'GB' , 'US' , 'VN' , 'ZM'

  • show (bool) – Display the chart as an output if display == 'line'; VALID VALUES: True , False

  • save (bool) – Download the figure as a png if display == 'line'; VALID VALUES: True , False

Returns:

A pandas DataFrame, row oriented JSON formatted output, or simple matplotlib graph of an OHLC timeseries of a sovereign bond.

Source:

Investing.com (investpy)

bond_candle(period='6mo', start=None, end=None, interval='1d', sma=None, bollinger=None, o_label=True, h_label=True, l_label=True, c_label=True, legend=False, title=True, maturity='10y', country='US', show=True, save=False)#
Parameters:

  • period (str) – The duration of the timeseries; VALID VALUES: '6mo' , '1y' , '2y' , '5y' , '10y' , 'ytd' , 'max'

  • start (None or str) – Optional start date in 'YYYY-MM-DD' format. Overrides period parameter if both start and end parameters are set.

  • end (None or str) – Optional end date in 'YYYY-MM-DD' format. Overrides period parameter if both start and end parameters are set.

  • interval (str) – Data frequency; VALID VALUES: '1d' , '1wk' , '1mo'

  • sma (None or list) – Optional standard moving average line(s) generation (len(sma) capped at 5); VALID VALUES: None , list of int >=10 and <=300

  • bollinger (None or list) – Optional bollinger band standard deviation range(s) generation (len(bollinger) must equal len(sma)); VALID VALUES: None or list of int/float >=0.1 and <=3.0 or None

  • o_label (bool) – Optional plot open price label; VALID VALUES: True , False

  • h_label (bool) – Optional plot high price label; VALID VALUES: True , False

  • l_label (bool) – Optional plot low price label; VALID VALUES: True , False

  • c_label (bool) – Optional plot close price label; VALID VALUES: True , False

  • legend (bool) – Optional legend; VALID VALUES: True , False

  • title (bool) – Optional title; VALID VALUES: True , False

  • maturity (str) – The maturity of the sovereign bond; VALID VALUES: '6mo' , '1y' , '2y' , '3y' , '5y' , '7y' , '10y' , '20y' , '30y'

  • country (str) – The country for which data is requested inputted as ISO 3166-1 alpha-2 codes; VALID VALUES: 'AU' , 'AT' , 'BH' , 'BD' , 'BE' , 'BR' , 'BG' , 'CA' , 'CL' , 'CN' , 'CO' , 'CI' , 'HR' , 'CY' , 'CZ' , 'DK' , 'EG' , 'FI' , 'FR' , 'DE' , 'GR' , 'HK' , 'HU' , 'IS' , 'IN' , 'ID' , 'IE' , 'IL' , 'IT' , 'JP' , 'KZ' , 'KE' , 'LV' , 'LT' , 'MY' , 'MT' , 'MU' , 'MX' , 'MA' , 'NA' , 'NL' , 'NZ' , 'NG' , 'NO' , 'PK' , 'PE' , 'PH' , 'PL' , 'PT' , 'QA' , 'RO' , 'RU' , 'RS' , 'SG' , 'SK' , 'SI' , 'ZA' , 'KR' , 'ES' , 'LK' , 'SE' , 'CH' , 'TW' , 'TH' , 'TR' , 'UG' , 'UA' , 'GB' , 'US' , 'VN' , 'ZM'

  • show (bool) – Display the chart as an output; VALID VALUES: True , False

  • save (bool) – Download the figure as a png; VALID VALUES: True , False

Returns:

A matplotlib OHLC candlestick chart figure for the specified sovereign bond

Source:

Investing.com (investpy)

curve(display='line', country='US', eod_line=True, three_month_line=True, six_month_line=True, show=True, save=False)#
Parameters:

  • display (str) – Specifies the output format; VALID VALUES: 'json' , 'table' , 'line'

  • country (str) – The country for which data is requested inputted as ISO 3166-1 alpha-2 codes; VALID VALUES: 'AU' , 'AT' , 'BH' , 'BD' , 'BE' , 'BR' , 'BG' , 'CA' , 'CL' , 'CN' , 'CO' , 'CI' , 'HR' , 'CY' , 'CZ' , 'DK' , 'EG' , 'FI' , 'FR' , 'DE' , 'GR' , 'HK' , 'HU' , 'IS' , 'IN' , 'ID' , 'IE' , 'IL' , 'IT' , 'JP' , 'KZ' , 'KE' , 'LV' , 'LT' , 'MY' , 'MT' , 'MU' , 'MX' , 'MA' , 'NA' , 'NL' , 'NZ' , 'NG' , 'NO' , 'PK' , 'PE' , 'PH' , 'PL' , 'PT' , 'QA' , 'RO' , 'RU' , 'RS' , 'SG' , 'SK' , 'SI' , 'ZA' , 'KR' , 'ES' , 'LK' , 'SE' , 'CH' , 'TW' , 'TH' , 'TR' , 'UG' , 'UA' , 'GB' , 'US' , 'VN' , 'ZM'

  • eod_line (bool) – Optional latest yield curve; VALID VALUES: True , False

  • three_month_line (bool) – Optional yield curve 3 months ago; VALID VALUES: True , False

  • six_month_line (bool) – Optional yield curve 6 months ago; VALID VALUES: True , False

  • show (bool) – Display the chart as an output if display == 'line'; VALID VALUES: True , False

  • save (bool) – Download the figure as a png if display == 'line'; VALID VALUES: True , False

Returns:

The sovereign bond yield curve data, formatted as either a JSON output, a pandas DataFrame, or a matplotlib graph

Source:

Investing.com (investpy)

eod(display='json', maturity='10y', country='US')#
Parameters:

  • display (str) – Specifies the output format; VALID VALUES: 'json' , 'pretty'

  • maturity (str) – The maturity of the sovereign bond; VALID VALUES: '6mo' , '1y' , '2y' , '3y' , '5y' , '7y' , '10y' , '20y' , '30y'

  • country (str) – The country for which data is requested inputted as ISO 3166-1 alpha-2 codes; VALID VALUES: 'AU' , 'AT' , 'BH' , 'BD' , 'BE' , 'BR' , 'BG' , 'CA' , 'CL' , 'CN' , 'CO' , 'CI' , 'HR' , 'CY' , 'CZ' , 'DK' , 'EG' , 'FI' , 'FR' , 'DE' , 'GR' , 'HK' , 'HU' , 'IS' , 'IN' , 'ID' , 'IE' , 'IL' , 'IT' , 'JP' , 'KZ' , 'KE' , 'LV' , 'LT' , 'MY' , 'MT' , 'MU' , 'MX' , 'MA' , 'NA' , 'NL' , 'NZ' , 'NG' , 'NO' , 'PK' , 'PE' , 'PH' , 'PL' , 'PT' , 'QA' , 'RO' , 'RU' , 'RS' , 'SG' , 'SK' , 'SI' , 'ZA' , 'KR' , 'ES' , 'LK' , 'SE' , 'CH' , 'TW' , 'TH' , 'TR' , 'UG' , 'UA' , 'GB' , 'US' , 'VN' , 'ZM'

Returns:

A JSON- or string-formatted display of the specified sovereign bond’s latest end-of-day yield.

Source:

Investing.com (investpy)

bond_quote(display='json', maturity='10y', country='US')#
Parameters:

  • display (str) – Specifies the output format; VALID VALUES: 'json' , 'pretty'

  • maturity (str) – The maturity of the sovereign bond; VALID VALUES: '6mo' , '1y' , '2y' , '3y' , '5y' , '7y' , '10y' , '20y' , '30y'

  • country (str) – The country for which data is requested inputted as ISO 3166-1 alpha-2 codes; VALID VALUES: 'AU' , 'AT' , 'BH' , 'BD' , 'BE' , 'BR' , 'BG' , 'CA' , 'CL' , 'CN' , 'CO' , 'CI' , 'HR' , 'CY' , 'CZ' , 'DK' , 'EG' , 'FI' , 'FR' , 'DE' , 'GR' , 'HK' , 'HU' , 'IS' , 'IN' , 'ID' , 'IE' , 'IL' , 'IT' , 'JP' , 'KZ' , 'KE' , 'LV' , 'LT' , 'MY' , 'MT' , 'MU' , 'MX' , 'MA' , 'NA' , 'NL' , 'NZ' , 'NG' , 'NO' , 'PK' , 'PE' , 'PH' , 'PL' , 'PT' , 'QA' , 'RO' , 'RU' , 'RS' , 'SG' , 'SK' , 'SI' , 'ZA' , 'KR' , 'ES' , 'LK' , 'SE' , 'CH' , 'TW' , 'TH' , 'TR' , 'UG' , 'UA' , 'GB' , 'US' , 'VN' , 'ZM'

Returns:

The specified sovereign bond’s quote, including TTM high/low, percentage changes over various periods, and SMAs for yield, formatted as either JSON or a string.

Source:

Investing.com (investpy)

US_HQM_corporate(display='table', maturity='10y', period='5y', show=True, save=False)#
Parameters:

  • display (str) – Specifies the output format; VALID VALUES: 'json' , 'table' , 'line' , 'bar'

  • maturity (str) – The maturity of the US HQM corporate bond; VALID VALUES: '6mo' , '1y' , '2y' , '3y' , '5y' , '7y' , '10y' , '20y' , '30y'

  • period (str) – The duration of the timeseries; VALID VALUES: '6mo' , '1y' , '2y' , '5y' , '10y' , 'ytd' , 'max'

  • show (bool) – Display the chart as an output if display in ('line', 'bar'); VALID VALUES: True , False

  • save (bool) – Download the figure as a png if display in ('line', 'bar'); VALID VALUES: True , False

Returns:

A pandas DataFrame or row oriented JSON formatted output of the monthly timeseries of the high quality market (A, AA, AAA credit ratings) corporate bond yield

Source:

Federal Reserve Economic Data (US Department of Treasury)