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[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 |
| maturity | Union[Union[float, str], List[Union[float, str]]] | Maturities in years. Multiple items allowed for provider(s): fred. | 10.0 | True |
| category | Union[str, List[str]] | Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred. | spot_rate | 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 |
| maturity | Union[Union[float, str], List[Union[float, str]]] | Maturities in years. Multiple items allowed for provider(s): fred. | 10.0 | True |
| category | Union[str, List[str]] | Rate category. Options: spot_rate, par_yield. Multiple items allowed for provider(s): fred. | spot_rate | 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 |
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. |