diff --git a/docs/examples/credits.ipynb b/docs/examples/credits.ipynb
new file mode 100644
index 0000000..2f869c8
--- /dev/null
+++ b/docs/examples/credits.ipynb
@@ -0,0 +1,104 @@
+{
+ "cells": [
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "# Credit Fixed Income Examples\n",
+ "(c) 2024 Marek Ozana"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 1,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "from polars_bloomberg import BQuery\n"
+ ]
+ },
+ {
+ "cell_type": "markdown",
+ "metadata": {},
+ "source": [
+ "## Monthly Spreads, Spread diff and Return for HY Index"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": 23,
+ "metadata": {},
+ "outputs": [
+ {
+ "data": {
+ "text/html": [
+ "
\n",
+ "
shape: (3, 6)ID | #oas_s | DATE | #dOAS | #dur | #ret |
---|
str | f64 | date | f64 | f64 | f64 |
"LG30TRUU Index" | 363.0336 | 2024-10-31 | -19.6782 | 3.533628 | -0.630516 |
"LG30TRUU Index" | 347.1513 | 2024-11-29 | -15.8823 | 3.534758 | 0.820944 |
"LG30TRUU Index" | 349.5959 | 2024-12-23 | 2.4446 | 3.614952 | -0.622827 |
"
+ ],
+ "text/plain": [
+ "shape: (3, 6)\n",
+ "┌────────────────┬──────────┬────────────┬──────────┬──────────┬───────────┐\n",
+ "│ ID ┆ #oas_s ┆ DATE ┆ #dOAS ┆ #dur ┆ #ret │\n",
+ "│ --- ┆ --- ┆ --- ┆ --- ┆ --- ┆ --- │\n",
+ "│ str ┆ f64 ┆ date ┆ f64 ┆ f64 ┆ f64 │\n",
+ "╞════════════════╪══════════╪════════════╪══════════╪══════════╪═══════════╡\n",
+ "│ LG30TRUU Index ┆ 363.0336 ┆ 2024-10-31 ┆ -19.6782 ┆ 3.533628 ┆ -0.630516 │\n",
+ "│ LG30TRUU Index ┆ 347.1513 ┆ 2024-11-29 ┆ -15.8823 ┆ 3.534758 ┆ 0.820944 │\n",
+ "│ LG30TRUU Index ┆ 349.5959 ┆ 2024-12-23 ┆ 2.4446 ┆ 3.614952 ┆ -0.622827 │\n",
+ "└────────────────┴──────────┴────────────┴──────────┴──────────┴───────────┘"
+ ]
+ },
+ "execution_count": 23,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
+ "source": [
+ "# Get data\n",
+ "query = \"\"\"\n",
+ " let(\n",
+ " #oas_s=spread(spread_type=OAS_SWAP, universe_type=RETURNS);\n",
+ " #dOAS = diff(#oas_s);\n",
+ " #dur = duration(universe_type=RETURNS);\n",
+ " #ret = pct_diff(px_last());\n",
+ " )\n",
+ " get(#oas_s, #dOAS, #dur, #ret)\n",
+ " for('LG30TRUU Index')\n",
+ " with(dates=range(-3M, 0D), fill=PREV, per=M)\n",
+ "\"\"\"\n",
+ "\n",
+ "with BQuery() as bq:\n",
+ " df = bq.bql(query).combine().drop_nulls()\n",
+ "\n",
+ "df"
+ ]
+ }
+ ],
+ "metadata": {
+ "kernelspec": {
+ "display_name": ".venv",
+ "language": "python",
+ "name": "python3"
+ },
+ "language_info": {
+ "codemirror_mode": {
+ "name": "ipython",
+ "version": 3
+ },
+ "file_extension": ".py",
+ "mimetype": "text/x-python",
+ "name": "python",
+ "nbconvert_exporter": "python",
+ "pygments_lexer": "ipython3",
+ "version": "3.12.8"
+ }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}
diff --git a/mkdocs.yml b/mkdocs.yml
index 9e7af54..f0b49bc 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -25,4 +25,5 @@ nav:
- BQL: usage/bql.md
- Examples:
- Equity: examples/equity.ipynb
+ - Credits: examples/credits.ipynb
- API Reference: api.md
\ No newline at end of file