Yield Curves

Yield curves

sources: https://www.ccilindia.com http://treasury.gov https://www.ecb.europa.eu

class plutoPy.model.YieldCurve.EuroArea(**kwargs)

Bases: sqlalchemy.ext.declarative.api.Base, plutoPy.model.Db.StockViz

Query Euro area yield curves published by the ECB

CURVE_ID

G_N_A for AAA rated only. G_N_C for all (including AAA) rated.

TENOR_M

month

TENOR_Y

year

TIME_STAMP

VALUE

yield

class plutoPy.model.YieldCurve.IndiaZeroCoupon(**kwargs)

Bases: sqlalchemy.ext.declarative.api.Base, plutoPy.model.Db.StockViz

Query the Indian Zero Coupon Yield Curve published by CCIL

MATURITY

TIME_STAMP

YIELD

class plutoPy.model.YieldCurve.UsTreasury(**kwargs)

Bases: sqlalchemy.ext.declarative.api.Base, plutoPy.model.Db.StockViz

Query the Daily Treasury Yield Curve Rates published by US Treasury

M1

‘M’ implies month

M3

M6

TIME_STAMP

Y1

‘Y’ implies year

Y10

Y2

Y20

Y3

Y30

Y5

Y7