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1122 lines
42 KiB
Python
1122 lines
42 KiB
Python
### THIS FILE IS AUTO-GENERATED. DO NOT EDIT. ###
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import datetime
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from typing import Literal, Optional, Union
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from openbb_core.app.model.field import OpenBBField
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from openbb_core.app.model.obbject import OBBject
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from openbb_core.app.static.container import Container
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from openbb_core.app.static.utils.decorators import exception_handler, validate
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from openbb_core.app.static.utils.filters import filter_inputs
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from typing_extensions import Annotated
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class ROUTER_fixedincome_rate(Container):
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"""/fixedincome/rate
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ameribor
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dpcredit
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ecb
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effr
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effr_forecast
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estr
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iorb
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overnight_bank_funding
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sofr
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sonia
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"""
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def __repr__(self) -> str:
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return self.__doc__ or ""
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@exception_handler
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@validate
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def ameribor(
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self,
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start_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
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] = None,
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end_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
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] = None,
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provider: Annotated[
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Optional[Literal["fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""AMERIBOR.
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AMERIBOR (short for the American interbank offered rate) is a benchmark interest rate that reflects the true cost of
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short-term interbank borrowing. This rate is based on transactions in overnight unsecured loans conducted on the
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American Financial Exchange (AFX).
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Parameters
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----------
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start_date : Union[datetime.date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None, str]
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End date of the data, in YYYY-MM-DD format.
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provider : Optional[Literal['fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
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maturity : Union[Literal['all', 'overnight', 'average_30d', 'average_90d', 'term_30d', 'term_90d'], str]
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Period of AMERIBOR rate. Multiple comma separated items allowed. (provider: fred)
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frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
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Frequency aggregation to convert daily data to lower frequency.
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a = Annual
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q = Quarterly
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m = Monthly
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w = Weekly
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wef = Weekly, Ending Friday
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weth = Weekly, Ending Thursday
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wew = Weekly, Ending Wednesday
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wetu = Weekly, Ending Tuesday
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wem = Weekly, Ending Monday
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wesu = Weekly, Ending Sunday
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wesa = Weekly, Ending Saturday
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bwew = Biweekly, Ending Wednesday
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bwem = Biweekly, Ending Monday
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(provider: fred)
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aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
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A key that indicates the aggregation method used for frequency aggregation.
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avg = Average
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sum = Sum
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eop = End of Period
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(provider: fred)
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transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
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Transformation type
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None = No transformation
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chg = Change
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ch1 = Change from Year Ago
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pch = Percent Change
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pc1 = Percent Change from Year Ago
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pca = Compounded Annual Rate of Change
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cch = Continuously Compounded Rate of Change
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cca = Continuously Compounded Annual Rate of Change
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log = Natural Log
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(provider: fred)
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Returns
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-------
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OBBject
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results : List[Ameribor]
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Serializable results.
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provider : Optional[Literal['fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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Ameribor
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--------
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date : date
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The date of the data.
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symbol : Optional[str]
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Symbol representing the entity requested in the data.
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maturity : str
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Maturity length of the item.
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rate : float
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Interest rate.
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title : Optional[str]
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Title of the series.
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.rate.ameribor(provider='fred')
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>>> # The change from one year ago is applied with the transform parameter.
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>>> obb.fixedincome.rate.ameribor(maturity='all', transform='pc1', provider='fred')
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""" # noqa: E501
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return self._run(
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"/fixedincome/rate/ameribor",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.rate.ameribor",
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("fred",),
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)
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},
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standard_params={
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"start_date": start_date,
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"end_date": end_date,
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},
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extra_params=kwargs,
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info={"maturity": {"fred": {"multiple_items_allowed": True}}},
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)
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)
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@exception_handler
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@validate
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def dpcredit(
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self,
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start_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
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] = None,
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end_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
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] = None,
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provider: Annotated[
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Optional[Literal["fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""Discount Window Primary Credit Rate.
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A bank rate is the interest rate a nation's central bank charges to its domestic banks to borrow money.
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The rates central banks charge are set to stabilize the economy.
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In the United States, the Federal Reserve System's Board of Governors set the bank rate,
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also known as the discount rate.
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Parameters
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----------
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start_date : Union[datetime.date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None, str]
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End date of the data, in YYYY-MM-DD format.
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provider : Optional[Literal['fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
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parameter : Literal['daily_excl_weekend', 'monthly', 'weekly', 'daily', 'annual']
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FRED series ID of DWPCR data. (provider: fred)
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Returns
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-------
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OBBject
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results : List[DiscountWindowPrimaryCreditRate]
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Serializable results.
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provider : Optional[Literal['fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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DiscountWindowPrimaryCreditRate
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-------------------------------
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date : date
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The date of the data.
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rate : Optional[float]
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Discount Window Primary Credit Rate.
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.rate.dpcredit(provider='fred')
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>>> obb.fixedincome.rate.dpcredit(start_date='2023-02-01', end_date='2023-05-01', provider='fred')
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""" # noqa: E501
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return self._run(
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"/fixedincome/rate/dpcredit",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.rate.dpcredit",
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("fred",),
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)
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},
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standard_params={
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"start_date": start_date,
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"end_date": end_date,
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},
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extra_params=kwargs,
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)
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)
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@exception_handler
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@validate
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def ecb(
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self,
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start_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
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] = None,
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end_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
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] = None,
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interest_rate_type: Annotated[
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Literal["deposit", "lending", "refinancing"],
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OpenBBField(description="The type of interest rate."),
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] = "lending",
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provider: Annotated[
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Optional[Literal["fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""European Central Bank Interest Rates.
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The Governing Council of the ECB sets the key interest rates for the euro area:
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- The interest rate on the main refinancing operations (MRO), which provide
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the bulk of liquidity to the banking system.
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- The rate on the deposit facility, which banks may use to make overnight deposits with the Eurosystem.
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- The rate on the marginal lending facility, which offers overnight credit to banks from the Eurosystem.
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Parameters
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----------
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start_date : Union[datetime.date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None, str]
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End date of the data, in YYYY-MM-DD format.
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interest_rate_type : Literal['deposit', 'lending', 'refinancing']
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The type of interest rate.
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provider : Optional[Literal['fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
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Returns
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-------
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OBBject
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results : List[EuropeanCentralBankInterestRates]
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Serializable results.
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provider : Optional[Literal['fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
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Extra info.
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EuropeanCentralBankInterestRates
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--------------------------------
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date : date
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The date of the data.
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rate : Optional[float]
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European Central Bank Interest Rate.
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Examples
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--------
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>>> from openbb import obb
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>>> obb.fixedincome.rate.ecb(provider='fred')
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>>> obb.fixedincome.rate.ecb(interest_rate_type='refinancing', provider='fred')
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""" # noqa: E501
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return self._run(
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"/fixedincome/rate/ecb",
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**filter_inputs(
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provider_choices={
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"provider": self._get_provider(
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provider,
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"fixedincome.rate.ecb",
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("fred",),
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)
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},
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standard_params={
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"start_date": start_date,
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"end_date": end_date,
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"interest_rate_type": interest_rate_type,
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},
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extra_params=kwargs,
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)
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)
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@exception_handler
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@validate
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def effr(
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self,
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start_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
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] = None,
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end_date: Annotated[
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Union[datetime.date, None, str],
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OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
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] = None,
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provider: Annotated[
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Optional[Literal["federal_reserve", "fred"]],
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OpenBBField(
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description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred."
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),
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] = None,
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**kwargs
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) -> OBBject:
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"""Fed Funds Rate.
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Get Effective Federal Funds Rate data. A bank rate is the interest rate a nation's central bank charges to its
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domestic banks to borrow money. The rates central banks charge are set to stabilize the economy.
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Parameters
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----------
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start_date : Union[datetime.date, None, str]
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Start date of the data, in YYYY-MM-DD format.
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end_date : Union[datetime.date, None, str]
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End date of the data, in YYYY-MM-DD format.
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provider : Optional[Literal['federal_reserve', 'fred']]
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred.
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frequency : Optional[Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']]
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|
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Frequency aggregation to convert daily data to lower frequency.
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a = Annual
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q = Quarterly
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m = Monthly
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w = Weekly
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wef = Weekly, Ending Friday
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weth = Weekly, Ending Thursday
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wew = Weekly, Ending Wednesday
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wetu = Weekly, Ending Tuesday
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wem = Weekly, Ending Monday
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wesu = Weekly, Ending Sunday
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wesa = Weekly, Ending Saturday
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bwew = Biweekly, Ending Wednesday
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bwem = Biweekly, Ending Monday
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(provider: fred)
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aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
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A key that indicates the aggregation method used for frequency aggregation.
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avg = Average
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sum = Sum
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eop = End of Period
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(provider: fred)
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transform : Optional[Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']]
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Transformation type
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|
None = No transformation
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chg = Change
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ch1 = Change from Year Ago
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pch = Percent Change
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pc1 = Percent Change from Year Ago
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pca = Compounded Annual Rate of Change
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cch = Continuously Compounded Rate of Change
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cca = Continuously Compounded Annual Rate of Change
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log = Natural Log
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(provider: fred)
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effr_only : bool
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Return data without quantiles, target ranges, and volume. (provider: fred)
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Returns
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-------
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OBBject
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results : List[FederalFundsRate]
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Serializable results.
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provider : Optional[Literal['federal_reserve', 'fred']]
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Provider name.
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warnings : Optional[List[Warning_]]
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List of warnings.
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chart : Optional[Chart]
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Chart object.
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extra : Dict[str, Any]
|
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Extra info.
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FederalFundsRate
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----------------
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date : date
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The date of the data.
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rate : float
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Effective federal funds rate.
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target_range_upper : Optional[float]
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Upper bound of the target range.
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target_range_lower : Optional[float]
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Lower bound of the target range.
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percentile_1 : Optional[float]
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1st percentile of the distribution.
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percentile_25 : Optional[float]
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25th percentile of the distribution.
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percentile_75 : Optional[float]
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75th percentile of the distribution.
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percentile_99 : Optional[float]
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99th percentile of the distribution.
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volume : Optional[float]
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The trading volume.The notional volume of transactions (Billions of $).
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intraday_low : Optional[float]
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Intraday low. This field is only present for data before 2016. (provider: federal_reserve)
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intraday_high : Optional[float]
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|
Intraday high. This field is only present for data before 2016. (provider: federal_reserve)
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standard_deviation : Optional[float]
|
|
Standard deviation. This field is only present for data before 2016. (provider: federal_reserve)
|
|
revision_indicator : Optional[str]
|
|
Indicates a revision of the data for that date. (provider: federal_reserve)
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.effr(provider='fred')
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|
>>> obb.fixedincome.rate.effr(effr_only=True, provider='fred')
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|
""" # noqa: E501
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|
|
|
return self._run(
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|
"/fixedincome/rate/effr",
|
|
**filter_inputs(
|
|
provider_choices={
|
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"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.effr",
|
|
("federal_reserve", "fred"),
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|
)
|
|
},
|
|
standard_params={
|
|
"start_date": start_date,
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|
"end_date": end_date,
|
|
},
|
|
extra_params=kwargs,
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|
)
|
|
)
|
|
|
|
@exception_handler
|
|
@validate
|
|
def effr_forecast(
|
|
self,
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|
provider: Annotated[
|
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Optional[Literal["fred"]],
|
|
OpenBBField(
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
|
|
),
|
|
] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Fed Funds Rate Projections.
|
|
|
|
The projections for the federal funds rate are the value of the midpoint of the
|
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projected appropriate target range for the federal funds rate or the projected
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|
appropriate target level for the federal funds rate at the end of the specified
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calendar year or over the longer run.
|
|
|
|
|
|
Parameters
|
|
----------
|
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provider : Optional[Literal['fred']]
|
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The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
|
|
long_run : bool
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|
Flag to show long run projections (provider: fred)
|
|
|
|
Returns
|
|
-------
|
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OBBject
|
|
results : List[PROJECTIONS]
|
|
Serializable results.
|
|
provider : Optional[Literal['fred']]
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Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra : Dict[str, Any]
|
|
Extra info.
|
|
|
|
PROJECTIONS
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-----------
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date : date
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The date of the data.
|
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range_high : Optional[float]
|
|
High projection of rates.
|
|
central_tendency_high : Optional[float]
|
|
Central tendency of high projection of rates.
|
|
median : Optional[float]
|
|
Median projection of rates.
|
|
range_midpoint : Optional[float]
|
|
Midpoint projection of rates.
|
|
central_tendency_midpoint : Optional[float]
|
|
Central tendency of midpoint projection of rates.
|
|
range_low : Optional[float]
|
|
Low projection of rates.
|
|
central_tendency_low : Optional[float]
|
|
Central tendency of low projection of rates.
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.effr_forecast(provider='fred')
|
|
>>> obb.fixedincome.rate.effr_forecast(long_run=True, provider='fred')
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/fixedincome/rate/effr_forecast",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.effr_forecast",
|
|
("fred",),
|
|
)
|
|
},
|
|
standard_params={},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|
|
|
|
@exception_handler
|
|
@validate
|
|
def estr(
|
|
self,
|
|
start_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
end_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
provider: Annotated[
|
|
Optional[Literal["fred"]],
|
|
OpenBBField(
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
|
|
),
|
|
] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Euro Short-Term Rate.
|
|
|
|
The euro short-term rate (€STR) reflects the wholesale euro unsecured overnight borrowing costs of banks located in
|
|
the euro area. The €STR is published on each TARGET2 business day based on transactions conducted and settled on
|
|
the previous TARGET2 business day (the reporting date “T”) with a maturity date of T+1 which are deemed to have been
|
|
executed at arm's length and thus reflect market rates in an unbiased way.
|
|
|
|
|
|
Parameters
|
|
----------
|
|
start_date : Union[datetime.date, None, str]
|
|
Start date of the data, in YYYY-MM-DD format.
|
|
end_date : Union[datetime.date, None, str]
|
|
End date of the data, in YYYY-MM-DD format.
|
|
provider : Optional[Literal['fred']]
|
|
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
|
|
frequency : Optional[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
|
|
(provider: fred)
|
|
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
|
|
|
|
A key that indicates the aggregation method used for frequency aggregation.
|
|
avg = Average
|
|
sum = Sum
|
|
eop = End of Period
|
|
(provider: fred)
|
|
transform : Optional[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
|
|
(provider: fred)
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[EuroShortTermRate]
|
|
Serializable results.
|
|
provider : Optional[Literal['fred']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra : Dict[str, Any]
|
|
Extra info.
|
|
|
|
EuroShortTermRate
|
|
-----------------
|
|
date : date
|
|
The date of the data.
|
|
rate : float
|
|
Volume-weighted trimmed mean rate.
|
|
percentile_25 : Optional[float]
|
|
Rate at 25th percentile of volume.
|
|
percentile_75 : Optional[float]
|
|
Rate at 75th percentile of volume.
|
|
volume : Optional[float]
|
|
The trading volume. (Millions of €EUR).
|
|
transactions : Optional[int]
|
|
Number of transactions.
|
|
number_of_banks : Optional[int]
|
|
Number of active banks.
|
|
large_bank_share_of_volume : Optional[float]
|
|
The percent of volume attributable to the 5 largest active banks.
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.estr(provider='fred')
|
|
>>> obb.fixedincome.rate.estr(transform='ch1', provider='fred')
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/fixedincome/rate/estr",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.estr",
|
|
("fred",),
|
|
)
|
|
},
|
|
standard_params={
|
|
"start_date": start_date,
|
|
"end_date": end_date,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|
|
|
|
@exception_handler
|
|
@validate
|
|
def iorb(
|
|
self,
|
|
start_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
end_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
provider: Annotated[
|
|
Optional[Literal["fred"]],
|
|
OpenBBField(
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
|
|
),
|
|
] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Interest on Reserve Balances.
|
|
|
|
Get Interest Rate on Reserve Balances data A bank rate is the interest rate a nation's central bank charges to its
|
|
domestic banks to borrow money. The rates central banks charge are set to stabilize the economy. In the
|
|
United States, the Federal Reserve System's Board of Governors set the bank rate, also known as the discount rate.
|
|
|
|
|
|
Parameters
|
|
----------
|
|
start_date : Union[datetime.date, None, str]
|
|
Start date of the data, in YYYY-MM-DD format.
|
|
end_date : Union[datetime.date, None, str]
|
|
End date of the data, in YYYY-MM-DD format.
|
|
provider : Optional[Literal['fred']]
|
|
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[IORB]
|
|
Serializable results.
|
|
provider : Optional[Literal['fred']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra : Dict[str, Any]
|
|
Extra info.
|
|
|
|
IORB
|
|
----
|
|
date : date
|
|
The date of the data.
|
|
rate : Optional[float]
|
|
IORB rate.
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.iorb(provider='fred')
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/fixedincome/rate/iorb",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.iorb",
|
|
("fred",),
|
|
)
|
|
},
|
|
standard_params={
|
|
"start_date": start_date,
|
|
"end_date": end_date,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|
|
|
|
@exception_handler
|
|
@validate
|
|
def overnight_bank_funding(
|
|
self,
|
|
start_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
end_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
provider: Annotated[
|
|
Optional[Literal["federal_reserve", "fred"]],
|
|
OpenBBField(
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred."
|
|
),
|
|
] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Overnight Bank Funding.
|
|
|
|
For the United States, the overnight bank funding rate (OBFR) is calculated as a volume-weighted median of
|
|
overnight federal funds transactions and Eurodollar transactions reported in the
|
|
FR 2420 Report of Selected Money Market Rates.
|
|
|
|
|
|
Parameters
|
|
----------
|
|
start_date : Union[datetime.date, None, str]
|
|
Start date of the data, in YYYY-MM-DD format.
|
|
end_date : Union[datetime.date, None, str]
|
|
End date of the data, in YYYY-MM-DD format.
|
|
provider : Optional[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.
|
|
frequency : Optional[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
|
|
(provider: fred)
|
|
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
|
|
|
|
A key that indicates the aggregation method used for frequency aggregation.
|
|
avg = Average
|
|
sum = Sum
|
|
eop = End of Period
|
|
(provider: fred)
|
|
transform : Optional[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
|
|
(provider: fred)
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[OvernightBankFundingRate]
|
|
Serializable results.
|
|
provider : Optional[Literal['federal_reserve', 'fred']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra : Dict[str, Any]
|
|
Extra info.
|
|
|
|
OvernightBankFundingRate
|
|
------------------------
|
|
date : date
|
|
The date of the data.
|
|
rate : float
|
|
Overnight Bank Funding Rate.
|
|
percentile_1 : Optional[float]
|
|
1st percentile of the distribution.
|
|
percentile_25 : Optional[float]
|
|
25th percentile of the distribution.
|
|
percentile_75 : Optional[float]
|
|
75th percentile of the distribution.
|
|
percentile_99 : Optional[float]
|
|
99th percentile of the distribution.
|
|
volume : Optional[float]
|
|
The trading volume.The notional volume of transactions (Billions of $).
|
|
revision_indicator : Optional[str]
|
|
Indicates a revision of the data for that date. (provider: federal_reserve)
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.overnight_bank_funding(provider='fred')
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/fixedincome/rate/overnight_bank_funding",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.overnight_bank_funding",
|
|
("federal_reserve", "fred"),
|
|
)
|
|
},
|
|
standard_params={
|
|
"start_date": start_date,
|
|
"end_date": end_date,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|
|
|
|
@exception_handler
|
|
@validate
|
|
def sofr(
|
|
self,
|
|
start_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
end_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
provider: Annotated[
|
|
Optional[Literal["federal_reserve", "fred"]],
|
|
OpenBBField(
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: federal_reserve, fred."
|
|
),
|
|
] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Secured Overnight Financing Rate.
|
|
|
|
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of
|
|
borrowing cash overnight collateralizing by Treasury securities.
|
|
|
|
|
|
Parameters
|
|
----------
|
|
start_date : Union[datetime.date, None, str]
|
|
Start date of the data, in YYYY-MM-DD format.
|
|
end_date : Union[datetime.date, None, str]
|
|
End date of the data, in YYYY-MM-DD format.
|
|
provider : Optional[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.
|
|
frequency : Optional[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
|
|
(provider: fred)
|
|
aggregation_method : Optional[Literal['avg', 'sum', 'eop']]
|
|
|
|
A key that indicates the aggregation method used for frequency aggregation.
|
|
avg = Average
|
|
sum = Sum
|
|
eop = End of Period
|
|
(provider: fred)
|
|
transform : Optional[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
|
|
(provider: fred)
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[SOFR]
|
|
Serializable results.
|
|
provider : Optional[Literal['federal_reserve', 'fred']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra : Dict[str, Any]
|
|
Extra info.
|
|
|
|
SOFR
|
|
----
|
|
date : date
|
|
The date of the data.
|
|
rate : float
|
|
Effective federal funds rate.
|
|
percentile_1 : Optional[float]
|
|
1st percentile of the distribution.
|
|
percentile_25 : Optional[float]
|
|
25th percentile of the distribution.
|
|
percentile_75 : Optional[float]
|
|
75th percentile of the distribution.
|
|
percentile_99 : Optional[float]
|
|
99th percentile of the distribution.
|
|
volume : Optional[float]
|
|
The trading volume.The notional volume of transactions (Billions of $).
|
|
average_30d : Optional[float]
|
|
30-Day Average SOFR (provider: fred)
|
|
average_90d : Optional[float]
|
|
90-Day Average SOFR (provider: fred)
|
|
average_180d : Optional[float]
|
|
180-Day Average SOFR (provider: fred)
|
|
index : Optional[float]
|
|
SOFR index as 2018-04-02 = 1 (provider: fred)
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.sofr(provider='fred')
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/fixedincome/rate/sofr",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.sofr",
|
|
("federal_reserve", "fred"),
|
|
)
|
|
},
|
|
standard_params={
|
|
"start_date": start_date,
|
|
"end_date": end_date,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|
|
|
|
@exception_handler
|
|
@validate
|
|
def sonia(
|
|
self,
|
|
start_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="Start date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
end_date: Annotated[
|
|
Union[datetime.date, None, str],
|
|
OpenBBField(description="End date of the data, in YYYY-MM-DD format."),
|
|
] = None,
|
|
provider: Annotated[
|
|
Optional[Literal["fred"]],
|
|
OpenBBField(
|
|
description="The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred."
|
|
),
|
|
] = None,
|
|
**kwargs
|
|
) -> OBBject:
|
|
"""Sterling Overnight Index Average.
|
|
|
|
SONIA (Sterling Overnight Index Average) is an important interest rate benchmark. SONIA is based on actual
|
|
transactions and reflects the average of the interest rates that banks pay to borrow sterling overnight from other
|
|
financial institutions and other institutional investors.
|
|
|
|
|
|
Parameters
|
|
----------
|
|
start_date : Union[datetime.date, None, str]
|
|
Start date of the data, in YYYY-MM-DD format.
|
|
end_date : Union[datetime.date, None, str]
|
|
End date of the data, in YYYY-MM-DD format.
|
|
provider : Optional[Literal['fred']]
|
|
The provider to use, by default None. If None, the priority list configured in the settings is used. Default priority: fred.
|
|
parameter : Literal['rate', 'index', '10th_percentile', '25th_percentile', '75th_percentile', '90th_percentile', 'total_nominal_value']
|
|
Period of SONIA rate. (provider: fred)
|
|
|
|
Returns
|
|
-------
|
|
OBBject
|
|
results : List[SONIA]
|
|
Serializable results.
|
|
provider : Optional[Literal['fred']]
|
|
Provider name.
|
|
warnings : Optional[List[Warning_]]
|
|
List of warnings.
|
|
chart : Optional[Chart]
|
|
Chart object.
|
|
extra : Dict[str, Any]
|
|
Extra info.
|
|
|
|
SONIA
|
|
-----
|
|
date : date
|
|
The date of the data.
|
|
rate : Optional[float]
|
|
SONIA rate.
|
|
|
|
Examples
|
|
--------
|
|
>>> from openbb import obb
|
|
>>> obb.fixedincome.rate.sonia(provider='fred')
|
|
>>> obb.fixedincome.rate.sonia(parameter='total_nominal_value', provider='fred')
|
|
""" # noqa: E501
|
|
|
|
return self._run(
|
|
"/fixedincome/rate/sonia",
|
|
**filter_inputs(
|
|
provider_choices={
|
|
"provider": self._get_provider(
|
|
provider,
|
|
"fixedincome.rate.sonia",
|
|
("fred",),
|
|
)
|
|
},
|
|
standard_params={
|
|
"start_date": start_date,
|
|
"end_date": end_date,
|
|
},
|
|
extra_params=kwargs,
|
|
)
|
|
)
|