Cftc Swap Summary
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
CftcSwapSummary | CftcSwapSummaryQueryParams | CftcSwapSummaryData |
Import Statement
from openbb_core.provider.standard_models. import (
CftcSwapSummaryData,
CftcSwapSummaryQueryParams,
)
Parameters
- standard
- cftc
currency: str | None
Default: USD
Currency of the swap, priced off that currency's reported rate curve - its OIS, or its fixed-vs-floating IRS when it has no OIS (CNY, TWD, MYR, ...).
dissemination_identifier: str | None
The disseminated trade to value, as printed on the Swap Transactions tape. Any non-matured print is valuable by its own identifier. Default is the day's largest standalone par print; a package leg or off-par print's rate may reflect a package structure rather than a market level, flagged is_vanilla_par in the metadata rather than excluded.
trade_date: date | None
Dissemination date the trade printed on (UTC). Default is the curve date, today's tape; an older print is looked up on the day it was disseminated and valued on its remaining life against the current curve. Slices are retained for 366 days.
side: str | None
Default: pay
Whether the position pays or receives the fixed rate. The net present value is signed to this side; dissemination does not say which side either counterparty took.
min_notional: float | None
Default: 0.0
Only consider prints at least this large when defaulting to the day's largest. Ignored when a dissemination identifier is given.
date: date | None
Dissemination date (UTC) of the trades and the rate curve. Default is the most recent published. History is retained for 366 days.
min_trades: int | None
Default: 1
Minimum trades for a curve node. The default keeps every traded tenor, because thin EM curves would otherwise lose their pillars.
use_cache: bool | None
Default: True
Cache the source data locally, revalidating against the source ETag.
Data
- standard
- cftc
metric: str
Name of the summary metric.
value: str
Value of the summary metric, formatted in its own unit.
detail: str | None
Context the metric carries beyond its value.