Spot Rate
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
SpotRate | SpotRateQueryParams | SpotRateData |
Import Statement
from openbb_core.provider.standard_models.spot import (
SpotRateData,
SpotRateQueryParams,
)
Parameters
- standard
- fred
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| start_date | Union[str, date] | Start date of the data, in YYYY-MM-DD format. | None | True |
| end_date | Union[str, date] | End date of the data, in YYYY-MM-DD format. | None | True |
| maturity | List[float] | The maturities in years. | [10.0] | True |
| category | List[Literal['par_yield', 'spot_rate']] | The category. | ['spot_rate'] | True |
| provider | Literal['fred'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. | fred | True |
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| start_date | Union[str, date] | Start date of the data, in YYYY-MM-DD format. | None | True |
| end_date | Union[str, date] | End date of the data, in YYYY-MM-DD format. | None | True |
| maturity | List[float] | The maturities in years. | [10.0] | True |
| category | List[Literal['par_yield', 'spot_rate']] | The category. | ['spot_rate'] | True |
| provider | Literal['fred'] | The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. | fred | True |
Data
- standard
- fred
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |
| rate | float | Spot Rate. |
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |
| rate | float | Spot Rate. |