Lean  $LEAN_TAG$
All Classes Namespaces Functions Variables Enumerations Enumerator Properties Events Pages
QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys Class Reference

Moody's Investors Service More...

Static Public Attributes

const string SeasonedAaaCorporateBondYield = "$DAAA"
 Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity. These instruments are based on bonds with maturities 20 years and above. More...
 
const string SeasonedAaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity = "$AAA10Y"
 Series is calculated as the spread between Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity More...
 
const string SeasonedBaaCorporateBondYield = "$DBAA"
 Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity. These instruments are based on bonds with maturities 20 years and above. More...
 
const string SeasonedBaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity = "$BAA10Y"
 Series is calculated as the spread between Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity More...
 

Detailed Description

Moody's Investors Service

Definition at line 416 of file EconomicDataSources.cs.

Member Data Documentation

◆ SeasonedAaaCorporateBondYield

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys.SeasonedAaaCorporateBondYield = "$DAAA"
static

Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity. These instruments are based on bonds with maturities 20 years and above.

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

Definition at line 425 of file EconomicDataSources.cs.

◆ SeasonedAaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys.SeasonedAaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity = "$AAA10Y"
static

Series is calculated as the spread between Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity

Source: https://fred.stlouisfed.org/series/AAA10Y

Definition at line 434 of file EconomicDataSources.cs.

◆ SeasonedBaaCorporateBondYield

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys.SeasonedBaaCorporateBondYield = "$DBAA"
static

Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity. These instruments are based on bonds with maturities 20 years and above.

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

Definition at line 443 of file EconomicDataSources.cs.

◆ SeasonedBaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity

const string QuantConnect.Data.Custom.Intrinio.IntrinioEconomicDataSources.Moodys.SeasonedBaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity = "$BAA10Y"
static

Series is calculated as the spread between Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity

Source: https://fred.stlouisfed.org/series/BAA10Y

Definition at line 451 of file EconomicDataSources.cs.


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