Euro Short Term Rate
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
EuroShortTermRate | EuroShortTermRateQueryParams | EuroShortTermRateData |
Import Statement
from openbb_core.provider.standard_models.euro_short_term_rate import (
EuroShortTermRateData,
EuroShortTermRateQueryParams,
)
Parameters
- standard
- fred
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
| end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
| provider | Literal['fred'] | The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred. | None | True |
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
| end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
| provider | Literal['fred'] | The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred. | None | True |
| frequency | Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem'] | Frequency aggregation to convert daily data to lower frequency. a = Annual q = Quarterly m = Monthly w = Weekly wef = Weekly, Ending Friday weth = Weekly, Ending Thursday wew = Weekly, Ending Wednesday wetu = Weekly, Ending Tuesday wem = Weekly, Ending Monday wesu = Weekly, Ending Sunday wesa = Weekly, Ending Saturday bwew = Biweekly, Ending Wednesday bwem = Biweekly, Ending Monday | None | True |
| aggregation_method | Literal['avg', 'sum', 'eop'] | A key that indicates the aggregation method used for frequency aggregation. avg = Average sum = Sum eop = End of Period | None | True |
| transform | Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log'] | Transformation type None = No transformation chg = Change ch1 = Change from Year Ago pch = Percent Change pc1 = Percent Change from Year Ago pca = Compounded Annual Rate of Change cch = Continuously Compounded Rate of Change cca = Continuously Compounded Annual Rate of Change log = Natural Log | None | True |
Data
- standard
- fred
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |
| rate | float | Volume-weighted trimmed mean rate. |
| percentile_25 | float | Rate at 25th percentile of volume. |
| percentile_75 | float | Rate at 75th percentile of volume. |
| volume | float | The trading volume. (Millions of €EUR). |
| transactions | int | Number of transactions. |
| number_of_banks | int | Number of active banks. |
| large_bank_share_of_volume | float | The percent of volume attributable to the 5 largest active banks. |
| Name | Type | Description |
|---|---|---|
| date | date | The date of the data. |
| rate | float | Volume-weighted trimmed mean rate. |
| percentile_25 | float | Rate at 25th percentile of volume. |
| percentile_75 | float | Rate at 75th percentile of volume. |
| volume | float | The trading volume. (Millions of €EUR). |
| transactions | int | Number of transactions. |
| number_of_banks | int | Number of active banks. |
| large_bank_share_of_volume | float | The percent of volume attributable to the 5 largest active banks. |