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Fixed income

Bonds, curves, quotes, and yield analytics.

xbbg keeps fixed-income workflows on the same request engine as reference data, historical data, streaming, Python, and Node.js: typed requests in, Arrow-native output out.

WARNING

These examples require appropriate Bloomberg licenses, entitlements, and connectivity for the requested services and instruments.

Workflow map ​

Discover

Use bsrch, bgovts, bcurves, corporate bond, and preferred workflows to find instruments.

Quote

Use bqr / abqr for dealer quote workflows, broker attribution, spread price, yield fields, and date offsets.

Analyze

Use YAS and bond helpers for yield analysis, duration, convexity, DV01, spread measures, key-rate risk, and cashflows.

Output

Return pandas, Polars, PyArrow, DuckDB, Narwhals, or Arrow-backed results using the same backend model as the rest of xbbg.

Discover curves and government securities ​

python
from xbbg import blp

# List USD government curves
curves = blp.bcurves(currency='USD', curve_type='GOVERNMENT')

# Search for US Treasury securities
govts = blp.bgovts('T')

# Exact match only
specific = blp.bgovts('T 2.5 05/15/24', partial_match=False)

bcurves() searches yield curves by country, currency, curve type, subtype, curve ID, or Bloomberg Global ID. bgovts() searches government securities by ticker or name.

Request dealer quotes with BQR ​

python
from xbbg import blp

quotes = blp.bqr(
    'US037833FB15@MSG1 Corp',
    date_offset='-2d',
    include_broker_codes=True,
    include_spread_price=True,
    include_yield=True,
)

BQR retrieves dealer quote data using BID / ASK events by default and supports date offsets such as -2d, -1w, and -3h. Use start_date / end_date for explicit windows, or event_types=['TRADE'] when you only want trade events.

Use async variants for services ​

python
import asyncio
from xbbg import blp

async def main():
    curves, quotes = await asyncio.gather(
        blp.abcurves(currency='USD', curve_type='GOVERNMENT'),
        blp.abqr(
            'US037833FB15@MSG1 Corp',
            date_offset='-2d',
            include_broker_codes=True,
            include_spread_price=True,
            include_yield=True,
        ),
    )
    return curves, quotes

curves, quotes = asyncio.run(main())

The async variants use the same parameter shape as the blocking helpers and run through the shared Rust worker pool.

YAS and bond analytics ​

The generated Python API exposes Bloomberg request helpers such as bqr, bcurves, and bgovts. Higher-level fixed-income analytics live under xbbg.ext where available in the installed package.

python
from datetime import date
from xbbg.ext.fixed_income import yas
from xbbg.ext.bonds import bond_risk, bond_cashflows

yield_table = yas(
    'US912810TM69 Govt',
    'YAS_BOND_YLD',
    settle_dt=date(2024, 6, 15),
)

risk = bond_risk('T 4.5 05/15/38 Govt', settle_dt=date(2024, 6, 15))
cashflows = bond_cashflows('T 4.5 05/15/38 Govt')

Use these helpers when the workflow is about analytics rather than raw field retrieval: yield analysis, duration, convexity, DV01, spreads, cashflow schedules, and key-rate risk.

Corporate bonds and preferreds ​

python
from xbbg.ext import corporate_bonds, preferreds

issuer_bonds = corporate_bonds('AAPL US Equity')
issuer_preferreds = preferreds('BAC US Equity')

These helpers are useful for issuer-linked discovery workflows before requesting reference fields, quote history, or risk analytics for individual securities.

Output and middleware ​

Fixed-income helpers use the same production controls as the rest of xbbg:

  • pandas
  • Polars
  • PyArrow
  • DuckDB
  • Narwhals
  • request middleware
  • SDK logging
  • typed errors
python
from xbbg import blp

@blp.add_middleware
async def audit_fixed_income(context, call_next):
    context.metadata['desk'] = 'fixed-income'
    return await call_next(context)

Request middleware is the right place to attach desk tags, request IDs, tracing spans, metrics, entitlement checks, or policy decisions across all fixed-income calls.

Async Patterns

Run concurrent requests without changing the helper shape.

Configuration

Configure Terminal, B-PIPE, ZFP, TLS, failover, SOCKS5, and SDK logging.

API Reference

Browse generated signatures for BQR, BCURVES, BGOVTS, and more.

xbbg is independent open-source software and is not affiliated with, endorsed by, sponsored by, or approved by Bloomberg Finance L.P.

Bloomberg and related marks are trademarks or service marks of Bloomberg Finance L.P. or its affiliates. Use of Bloomberg data, APIs, and SDKs requires appropriate Bloomberg licenses and entitlements.