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¶