SOFR

---

Implementation details

Class names

Model name	Parameters class	Data class
SOFR	SOFRQueryParams	SOFRData

Import Statement

from openbb_core.provider.standard_models.sofr import (
SOFRData,
SOFRQueryParams,
)

---

Parameters

• standard
• federal_reserve
• 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['federal_reserve', 'fred']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, 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['federal_reserve', 'fred']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, 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['federal_reserve', 'fred']	The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, 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
• federal_reserve
• fred

Name	Type	Description
date	date	The date of the data.
rate	float	Effective federal funds rate.
percentile_1	float	1st percentile of the distribution.
percentile_25	float	25th percentile of the distribution.
percentile_75	float	75th percentile of the distribution.
percentile_99	float	99th percentile of the distribution.
volume	float	The trading volume.The notional volume of transactions (Billions of $).

Name	Type	Description
date	date	The date of the data.
rate	float	Effective federal funds rate.
percentile_1	float	1st percentile of the distribution.
percentile_25	float	25th percentile of the distribution.
percentile_75	float	75th percentile of the distribution.
percentile_99	float	99th percentile of the distribution.
volume	float	The trading volume.The notional volume of transactions (Billions of $).

Name	Type	Description
date	date	The date of the data.
rate	float	Effective federal funds rate.
percentile_1	float	1st percentile of the distribution.
percentile_25	float	25th percentile of the distribution.
percentile_75	float	75th percentile of the distribution.
percentile_99	float	99th percentile of the distribution.
volume	float	The trading volume.The notional volume of transactions (Billions of $).
average_30d	float	30-Day Average SOFR
average_90d	float	90-Day Average SOFR
average_180d	float	180-Day Average SOFR
index	float	SOFR index as 2018-04-02 = 1