EODHD Credit & Sovereign Risk API
Sovereign risk premiums, credit ratings, CDS spreads, and corporate credit metrics
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OpenAPI Specification
openapi: 3.2.0
info:
title: EODHD Financial Data Credit & Sovereign Risk API
description: Comprehensive API for retrieving financial data including stock prices, fundamentals, calendar events, news, and more from EOD Historical Data (eodhd.com)
version: 2.0.0
contact:
name: EODHD Support
url: https://eodhd.com
email: supportlevel1@eodhistoricaldata.com
termsOfService: https://eodhd.com/financial-apis/terms-conditions
license:
name: Proprietary
url: https://eodhd.com/financial-apis/terms-conditions
servers:
- url: https://eodhd.com/api
description: Primary API path
- url: https://eodhistoricaldata.com/api
description: Alternative API path
security:
- EODHDQueryKey: []
tags:
- name: Credit & Sovereign Risk
description: Sovereign risk premiums, credit ratings, CDS spreads, and corporate credit metrics
paths:
/credit-risk/sovereign/risk-premium:
get:
summary: Get sovereign country risk premiums
description: Returns country-level default spreads, country risk premiums, equity risk premiums, corporate tax rates, and related sovereign credit metrics.
operationId: GetSovereignRiskPremium
parameters:
- name: filter[country]
in: query
required: false
description: Filter by country name or ISO Alpha-3 code (e.g., 'USA' or 'Germany').
schema:
type: string
- name: filter[region]
in: query
required: false
description: Filter by region name.
schema:
type: string
- name: filter[as_of]
in: query
required: false
description: Filter by the as-of date (YYYY-MM-DD).
schema:
type: string
format: date
- name: page[offset]
in: query
required: false
description: Pagination offset (records to skip).
schema:
type: integer
minimum: 0
default: 0
- name: page[limit]
in: query
required: false
description: Number of records per page. Default 20, maximum 100.
schema:
type: integer
minimum: 1
maximum: 100
default: 20
- name: fmt
in: query
required: false
description: Output format.
schema:
type: string
enum:
- json
- csv
default: json
responses:
'200':
description: Successfully retrieved sovereign risk premium data.
content:
application/json:
schema:
type: object
required:
- meta
- data
- links
properties:
meta:
type: object
description: Pagination and field metadata.
required:
- total
- fields
properties:
offset:
type: integer
minimum: 0
limit:
type: integer
minimum: 1
total:
type: integer
minimum: 0
fields:
type: array
items:
type: string
compact:
type:
- boolean
- 'null'
additionalProperties: false
data:
type: array
items:
type: object
properties:
country_iso3:
type: string
description: ISO Alpha-3 country code.
country_name:
type: string
description: Country name.
as_of_date:
type: string
format: date-time
description: As-of timestamp for the values.
moodys_rating:
type: string
description: Moody's sovereign credit rating.
adj_default_spread:
type: number
description: Adjusted default spread.
country_risk_premium:
type: number
description: Country risk premium.
equity_risk_premium:
type: number
description: Total equity risk premium.
corporate_tax_rate:
type: number
description: Corporate tax rate.
sovereign_cds:
type:
- number
- 'null'
description: Sovereign CDS spread, if available.
source:
type: string
description: Data source.
links:
type: object
required:
- next
properties:
next:
type:
- string
- 'null'
description: URL to fetch the next page, or null if last page.
additionalProperties: false
additionalProperties: false
'401':
description: Unauthorized
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'403':
description: Forbidden
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'404':
description: Not Found
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'422':
description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.
'
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'429':
description: Too Many Requests
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
tags:
- Credit & Sovereign Risk
/credit-risk/sovereign/credit-ratings:
get:
summary: Get sovereign credit ratings
description: Returns sovereign credit ratings by country from Moody's, S&P, and Fitch.
operationId: GetSovereignCreditRatings
parameters:
- name: filter[country]
in: query
required: false
description: Filter by country name or ISO Alpha-3 code (e.g., 'USA' or 'Germany').
schema:
type: string
- name: filter[as_of]
in: query
required: false
description: Filter by the as-of date (YYYY-MM-DD).
schema:
type: string
format: date
- name: page[offset]
in: query
required: false
description: Pagination offset (records to skip).
schema:
type: integer
minimum: 0
default: 0
- name: page[limit]
in: query
required: false
description: Number of records per page. Default 20, maximum 100.
schema:
type: integer
minimum: 1
maximum: 100
default: 20
- name: fmt
in: query
required: false
description: Output format.
schema:
type: string
enum:
- json
- csv
default: json
responses:
'200':
description: Successfully retrieved sovereign credit ratings.
content:
application/json:
schema:
type: object
required:
- meta
- data
- links
properties:
meta:
type: object
description: Pagination and field metadata.
required:
- total
- fields
properties:
offset:
type: integer
minimum: 0
limit:
type: integer
minimum: 1
total:
type: integer
minimum: 0
fields:
type: array
items:
type: string
compact:
type:
- boolean
- 'null'
additionalProperties: false
data:
type: array
items:
type: object
properties:
country_iso3:
type: string
description: ISO Alpha-3 country code.
country_name:
type: string
description: Country name.
as_of_date:
type: string
format: date-time
description: As-of timestamp for the ratings.
moodys_rating:
type: string
description: Moody's sovereign credit rating.
sp_rating:
type: string
description: S&P sovereign credit rating.
fitch_rating:
type: string
description: Fitch sovereign credit rating.
source:
type: string
description: Data source.
links:
type: object
required:
- next
properties:
next:
type:
- string
- 'null'
description: URL to fetch the next page, or null if last page.
additionalProperties: false
additionalProperties: false
'401':
description: Unauthorized
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'403':
description: Forbidden
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'404':
description: Not Found
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'422':
description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.
'
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'429':
description: Too Many Requests
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
tags:
- Credit & Sovereign Risk
/credit-risk/sovereign/cds-spreads:
get:
summary: Get sovereign CDS spreads
description: Returns sovereign credit default swap (CDS) spreads by country, including spreads net of Switzerland.
operationId: GetSovereignCdsSpreads
parameters:
- name: filter[country]
in: query
required: false
description: Filter by country name or ISO Alpha-3 code (e.g., 'USA' or 'Germany').
schema:
type: string
- name: filter[as_of]
in: query
required: false
description: Filter by the as-of date (YYYY-MM-DD).
schema:
type: string
format: date
- name: page[offset]
in: query
required: false
description: Pagination offset (records to skip).
schema:
type: integer
minimum: 0
default: 0
- name: page[limit]
in: query
required: false
description: Number of records per page. Default 20, maximum 100.
schema:
type: integer
minimum: 1
maximum: 100
default: 20
- name: fmt
in: query
required: false
description: Output format.
schema:
type: string
enum:
- json
- csv
default: json
responses:
'200':
description: Successfully retrieved sovereign CDS spreads.
content:
application/json:
schema:
type: object
required:
- meta
- data
- links
properties:
meta:
type: object
description: Pagination and field metadata.
required:
- total
- fields
properties:
offset:
type: integer
minimum: 0
limit:
type: integer
minimum: 1
total:
type: integer
minimum: 0
fields:
type: array
items:
type: string
compact:
type:
- boolean
- 'null'
additionalProperties: false
data:
type: array
items:
type: object
properties:
country_iso3:
type: string
description: ISO Alpha-3 country code.
country_name:
type: string
description: Country name.
as_of_date:
type: string
format: date-time
description: As-of timestamp for the spreads.
moodys_rating:
type: string
description: Moody's sovereign credit rating.
cds_spread:
type:
- number
- 'null'
description: Sovereign CDS spread.
cds_spread_net_of_switzerland:
type:
- number
- 'null'
description: CDS spread net of Switzerland.
source:
type: string
description: Data source.
links:
type: object
required:
- next
properties:
next:
type:
- string
- 'null'
description: URL to fetch the next page, or null if last page.
additionalProperties: false
additionalProperties: false
'401':
description: Unauthorized
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'403':
description: Forbidden
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'404':
description: Not Found
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'422':
description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.
'
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'429':
description: Too Many Requests
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
tags:
- Credit & Sovereign Risk
/credit-risk/sovereign/default-spreads:
get:
summary: Get default spreads by rating
description: Returns default spreads mapped to credit rating buckets.
operationId: GetSovereignDefaultSpreads
parameters:
- name: filter[rating]
in: query
required: false
description: Filter by credit rating bucket (e.g., 'Aaa', 'Baa2').
schema:
type: string
- name: filter[as_of]
in: query
required: false
description: Filter by the as-of date (YYYY-MM-DD).
schema:
type: string
format: date
- name: page[offset]
in: query
required: false
description: Pagination offset (records to skip).
schema:
type: integer
minimum: 0
default: 0
- name: page[limit]
in: query
required: false
description: Number of records per page. Default 20, maximum 100.
schema:
type: integer
minimum: 1
maximum: 100
default: 20
- name: fmt
in: query
required: false
description: Output format.
schema:
type: string
enum:
- json
- csv
default: json
responses:
'200':
description: Successfully retrieved default spreads by rating.
content:
application/json:
schema:
type: object
required:
- meta
- data
- links
properties:
meta:
type: object
description: Pagination and field metadata.
required:
- total
- fields
properties:
offset:
type: integer
minimum: 0
limit:
type: integer
minimum: 1
total:
type: integer
minimum: 0
fields:
type: array
items:
type: string
compact:
type:
- boolean
- 'null'
additionalProperties: false
data:
type: array
items:
type: object
properties:
rating:
type: string
description: Credit rating bucket.
as_of_date:
type: string
format: date-time
description: As-of timestamp for the spread.
default_spread:
type: number
description: Default spread for the rating bucket.
source:
type: string
description: Data source.
links:
type: object
required:
- next
properties:
next:
type:
- string
- 'null'
description: URL to fetch the next page, or null if last page.
additionalProperties: false
additionalProperties: false
'401':
description: Unauthorized
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'403':
description: Forbidden
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'404':
description: Not Found
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'422':
description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.
'
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'429':
description: Too Many Requests
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
tags:
- Credit & Sovereign Risk
/credit-risk/corporate/cmdi:
get:
summary: Get corporate market debt indices (CMDI)
description: Returns the Corporate Market Debt Index series, including overall market, investment-grade, and high-yield sub-indices.
operationId: GetCorporateCmdi
parameters:
- name: filter[from]
in: query
required: false
description: Start date (YYYY-MM-DD).
schema:
type: string
format: date
- name: filter[to]
in: query
required: false
description: End date (YYYY-MM-DD).
schema:
type: string
format: date
- name: page[offset]
in: query
required: false
description: Pagination offset (records to skip).
schema:
type: integer
minimum: 0
default: 0
- name: page[limit]
in: query
required: false
description: Number of records per page. Default 20, maximum 100.
schema:
type: integer
minimum: 1
maximum: 100
default: 20
- name: fmt
in: query
required: false
description: Output format.
schema:
type: string
enum:
- json
- csv
default: json
responses:
'200':
description: Successfully retrieved corporate CMDI data.
content:
application/json:
schema:
type: object
required:
- meta
- data
- links
properties:
meta:
type: object
description: Pagination and field metadata.
required:
- total
- fields
properties:
offset:
type: integer
minimum: 0
limit:
type: integer
minimum: 1
total:
type: integer
minimum: 0
fields:
type: array
items:
type: string
compact:
type:
- boolean
- 'null'
additionalProperties: false
data:
type: array
items:
type: object
properties:
as_of_date:
type: string
format: date-time
description: As-of timestamp for the index values.
market_cmdi:
type: number
description: Overall market CMDI value.
ig_cmdi:
type: number
description: Investment-grade CMDI value.
hy_cmdi:
type: number
description: High-yield CMDI value.
source:
type: string
description: Data source.
links:
type: object
required:
- next
properties:
next:
type:
- string
- 'null'
description: URL to fetch the next page, or null if last page.
additionalProperties: false
additionalProperties: false
'401':
description: Unauthorized
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'403':
description: Forbidden
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'404':
description: Not Found
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'422':
description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.
'
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
'429':
description: Too Many Requests
content:
application/json:
schema:
type: object
properties:
status:
type: integer
error:
type: string
message:
type: string
tags:
- Credit & Sovereign Risk
/credit-risk/corporate/hqm-yields:
get:
summary: Get high quality market (HQM) corporate bond yields
description: Returns High Quality Market corporate bond yield curve values (par and spot) across standard tenors.
operationId: GetCorporateHqmYields
parameters:
- name: filter[tenor]
in: query
required: false
description: Filter by tenor in years, single value or comma-separated list (e.g., '10' or '2,5,10'). Allowed values 1, 2, 3, 5, 7, 10, 15, 20, 25, 30.
schema:
type: string
example: 2,5,10
- name: filter[type]
in: query
required: false
description: Yield curve type, single value or comma-separated list (e.g., 'par' or 'par,spot'). Allowed values par, spot (case-insensitive).
schema:
type: string
example: par
- name: filter[from]
in: query
required: false
description: Start date (YYYY-MM-DD).
schema:
type: string
format: date
- name: filter[to]
in: query
required: false
description: End date (YYYY-MM-DD).
schema:
type: string
format: date
- name: page[offset]
in: query
required: false
description: Pagination offset (records to skip).
schema:
type: integer
minimum: 0
default: 0
- name: page[limit]
in: query
required: false
description: Number of records per page. Default 20, maximum 10
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# Full source: https://raw.githubusercontent.com/api-evangelist/eodhd/refs/heads/main/openapi/eodhd-credit-sovereign-risk-api-openapi.yml