Market Yield Data

Bond Yield Data

get_bond_yield(start_date, end_date)

中国债券信息网-国债及其他债券收益率曲线 Warning: end_date - start dateutils < one year

Parameters:

• start_date (str, 'yyyymmdd') – start dateutils

• end_date (str, 'yyyymmdd') – end dateutils

Returns:

Bond yield data with term structure given start dateutils and end dateutils

Return type:

pandas.DataFrame

Shibor and Lpr Data

get_lpr(start_date, end_date)

target website: https://www.shibor.org/shibor/ Warning: end_date - start dateutils < one year

Parameters:

• start_date (str, 'yyyymmdd') – start dateutils

• end_date (str, 'yyyymmdd') – end dateutils

Returns:

LPR market_yield data with term structure given start dateutils and end dateutils

Return type:

pandas.DataFrame

get_shibor(start_date, end_date)

target website: https://www.shibor.org/shibor/ Warning: end_date - start dateutils < one year

Parameters:

• start_date (str, 'yyyymmdd') – start dateutils

• end_date (str, 'yyyymmdd') – end dateutils

Returns:

shibor market_yield data with term structure given start dateutils and end dateutils

Return type:

pandas.DataFrame