Ecb Eligible Assets
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
EcbEligibleAssets | EcbEligibleAssetsQueryParams | EcbEligibleAssetsData |
Import Statement
from openbb_core.provider.standard_models. import (
EcbEligibleAssetsData,
EcbEligibleAssetsQueryParams,
)
Parameters
- standard
- ecb
date: date | None | str
Snapshot date. Defaults to the latest available business day.
isin: str | None | list[str | None]
Filter by one or more ISIN codes. Multiple items allowed.
asset_type: str | None
Filter by asset type (e.g. 'Bond').
Choices
- Bond
- Medium-term note
- Treasury bill / commercial paper / certificate of deposit
- EEA legislative covered bond
- Asset-backed security (ABS)
- Multi-cédulas
- Non-EEA G10 legislative covered bond
haircut_category: str | None
Filter by Eurosystem haircut (liquidity) category.
Choices
- Category I – central government, EU, central banks
- Category II – regional/local govt, agencies, supranationals, covered bonds
- Category III – corporate and other issuers
- Category IV – unsecured credit-institution debt
- Category V – asset-backed securities
currency: str | None
Filter by denomination currency (e.g. 'EUR').
Choices
- EUR
- USD
- GBP
- JPY
- ATS
- DEM
- HRK
- SKK
issuer_group: str | None
Filter by issuer group (e.g. 'Central government').
Choices
- Central bank
- Central government
- Corporate and other issuers
- Credit institution (excluding agencies)
- Regional/local government
- Supranational issuer
- Agency – non-credit institution
- Agency – credit institution
- Financial corporation other than credit institution
- Public corporation
limit: int | None
Limit the number of assets returned.
use_cache: bool | None
Default: True
If true, cache the parsed list on disk for the dataset TTL.
Data
- standard
- ecb
isin: str
International Securities Identification Number.
asset_type: str | None
Asset type.
haircut_category: str | None
Eurosystem haircut (liquidity) category.
haircut: float | None
Valuation haircut, in percent.
haircut_own_use: float | None
Own-use valuation haircut, in percent.
reference_market: str | None
Reference market.
currency: str | None
Denomination currency.
coupon_rate: float | None
Coupon rate, percent.
coupon_definition: str | None
Coupon definition (Fixed, Variable, or Zero).
issuance_date: date | None
Issuance date.
maturity_date: date | None
Maturity date.
issuer_name: str | None
Issuer name.
issuer_residence: str | None
Issuer country of residence.
issuer_group: str | None
Issuer group.
guarantor_name: str | None
Guarantor name.
guarantor_residence: str | None
Guarantor country of residence.
covered_bond: str | None
Potentially own-usable covered bond flag.
climate_factor: float | None
Climate factor.
snapshot_date: date | None
The date of the eligible-assets snapshot.