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QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch Class Reference

Bank of America Merrill Lynch More...

Static Public Attributes

const string USCorporateBBBEffectiveYield = "$BAMLC0A4CBBBEY"
 This data represents the effective yield of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. More...
 
const string USCorporateBBBOptionAdjustedSpread = "$BAMLC0A4CBBB"
 This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. More...
 
const string USCorporateMasterOptionAdjustedSpread = "$BAMLC0A0CM"
 The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. More...
 
const string USHighYieldBBOptionAdjustedSpread = "$BAMLH0A1HYBB"
 This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BB Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. More...
 
const string USHighYieldBOptionAdjustedSpread = "$BAMLH0A2HYB"
 This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate B Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating B. More...
 
const string USHighYieldCCCorBelowOptionAdjustedSpread = "$BAMLH0A3HYC"
 This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate C Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. More...
 
const string USHighYieldEffectiveYield = "$BAMLH0A0HYM2EY"
 This data represents the effective yield of the BofA Merrill Lynch US High Yield Master II Index, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2EY More...
 
const string USHighYieldMasterIITotalReturnIndexValue = "$BAMLHYH0A0HYM2TRIV"
 This data represents the BofA Merrill Lynch US High Yield Master II Index value, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. More...
 
const string USHighYieldOptionAdjustedSpread = "$BAMLH0A0HYM2"
 The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2 More...
 

Detailed Description

Bank of America Merrill Lynch

Definition at line 26 of file EconomicDataSources.cs.

Member Data Documentation

◆ USCorporateBBBEffectiveYield

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USCorporateBBBEffectiveYield = "$BAMLC0A4CBBBEY"
static

This data represents the effective yield of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market.

Source: https://fred.stlouisfed.org/series/BAMLC0A4CBBBEY

Definition at line 36 of file EconomicDataSources.cs.

◆ USCorporateBBBOptionAdjustedSpread

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USCorporateBBBOptionAdjustedSpread = "$BAMLC0A4CBBB"
static

This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market.

Source: https://fred.stlouisfed.org/series/BAMLC0A4CBBB

Definition at line 46 of file EconomicDataSources.cs.

◆ USCorporateMasterOptionAdjustedSpread

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USCorporateMasterOptionAdjustedSpread = "$BAMLC0A0CM"
static

The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization.

Source: https://fred.stlouisfed.org/series/BAMLC0A0CM

Definition at line 56 of file EconomicDataSources.cs.

◆ USHighYieldBBOptionAdjustedSpread

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USHighYieldBBOptionAdjustedSpread = "$BAMLH0A1HYBB"
static

This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BB Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.

Source: https://fred.stlouisfed.org/series/BAMLH0A1HYBB

Definition at line 66 of file EconomicDataSources.cs.

◆ USHighYieldBOptionAdjustedSpread

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USHighYieldBOptionAdjustedSpread = "$BAMLH0A2HYB"
static

This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate B Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating B.

Source: https://fred.stlouisfed.org/series/BAMLH0A2HYB

Definition at line 77 of file EconomicDataSources.cs.

◆ USHighYieldCCCorBelowOptionAdjustedSpread

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USHighYieldCCCorBelowOptionAdjustedSpread = "$BAMLH0A3HYC"
static

This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate C Index, a subset of the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.

Source: https://fred.stlouisfed.org/series/BAMLH0A3HYC

Definition at line 87 of file EconomicDataSources.cs.

◆ USHighYieldEffectiveYield

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USHighYieldEffectiveYield = "$BAMLH0A0HYM2EY"
static

This data represents the effective yield of the BofA Merrill Lynch US High Yield Master II Index, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market. Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2EY

Definition at line 95 of file EconomicDataSources.cs.

◆ USHighYieldMasterIITotalReturnIndexValue

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USHighYieldMasterIITotalReturnIndexValue = "$BAMLHYH0A0HYM2TRIV"
static

This data represents the BofA Merrill Lynch US High Yield Master II Index value, which tracks the performance of US dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.

Source: https://fred.stlouisfed.org/series/BAMLHYH0A0HYM2TRIV

Definition at line 104 of file EconomicDataSources.cs.

◆ USHighYieldOptionAdjustedSpread

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.BofAMerrillLynch.USHighYieldOptionAdjustedSpread = "$BAMLH0A0HYM2"
static

The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond’s OAS, weighted by market capitalization. Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2

Definition at line 112 of file EconomicDataSources.cs.

The documentation for this class was generated from the following file: