SOFR
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
SOFR | SOFRQueryParams | SOFRData |
Import Statement
from openbb_core.provider.standard_models.sofr_rates import (
SOFRData,
SOFRQueryParams,
)
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 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[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 for the query, by default None. If None, the provider specified in defaults is selected or 'fred' if there is no default. | fred | True |
period | Literal['overnight', '30_day', '90_day', '180_day', 'index'] | Period of SOFR rate. | overnight | True |
Data
- standard
- fred
Name | Type | Description |
---|---|---|
date | date | The date of the data. |
rate | float | SOFR rate. |
Name | Type | Description |
---|---|---|
date | date | The date of the data. |
rate | float | SOFR rate. |