Bond Screener¶

Screen government and corporate bonds.

Quick Start¶

from tvscreener import BondScreener, BondField

bs = BondScreener()
df = bs.get()

Field Count¶

The Bond Screener has access to ~201 fields covering:

Yield and price data
Maturity information
Credit ratings
Technical indicators

Common Fields¶

Price & Yield¶

BondField.CLOSE           # Current price
BondField.CURRENT_YIELD           # Current yield
BondField.CHANGE  # Daily change
BondField.OPEN            # Day open
BondField.HIGH            # Day high
BondField.LOW             # Day low

Risk¶

BondField.YIELD_TO_MATURITY       # Yield to maturity
BondField.MODIFIED_DURATION       # Modified duration
BondField.CONVEXITY               # Convexity
BondField.Z_SPREAD                # Z-spread
BondField.CURRENT_COUPON          # Coupon rate

Performance¶

Example Screens¶

All Bonds by Yield¶

bs = BondScreener()
bs.sort_by(BondField.CURRENT_YIELD, ascending=False)
bs.set_range(0, 50)
bs.select(
    BondField.NAME,
    BondField.CLOSE,
    BondField.CURRENT_YIELD,
    BondField.CHANGE
)

df = bs.get()

Top Movers¶

bs = BondScreener()
bs.sort_by(BondField.CHANGE, ascending=False)
bs.set_range(0, 20)
bs.select(
    BondField.NAME,
    BondField.CLOSE,
    BondField.CURRENT_YIELD,
    BondField.CHANGE
)

df = bs.get()

Long Duration, High Yield¶

bs = BondScreener()
bs.where(BondField.MODIFIED_DURATION > 10)
bs.where(BondField.YIELD_TO_MATURITY > 5)
bs.select(
    BondField.NAME,
    BondField.YIELD_TO_MATURITY,
    BondField.MODIFIED_DURATION
)

df = bs.get()

Government Benchmark Yields¶

BondScreener covers individual bonds. Benchmark government yields such as TVC:US10Y are in GovernmentBondScreener, with get_yield_curve("US") for a whole curve.

Common Benchmark Symbols (GovernmentBondScreener)¶

Bond	Symbol
US 10-Year	`TVC:US10Y`
US 2-Year	`TVC:US02Y`
US 30-Year	`TVC:US30Y`
US 5-Year	`TVC:US05Y`
German 10-Year	`TVC:DE10Y`
UK 10-Year	`TVC:GB10Y`
Japan 10-Year	`TVC:JP10Y`

All Fields¶

bs = BondScreener()
bs.select_all()
bs.set_range(0, 100)

df = bs.get()
print(f"Columns: {len(df.columns)}")

Notes¶

Bond yields move inversely to prices
Government bonds are often used as safe-haven indicators
Monitor yield spreads (e.g., 10Y-2Y) for economic signals