Federal Reserve San Francisco Term Premium
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FederalReserveSanFranciscoTermPremium | FederalReserveSanFranciscoTermPremiumQueryParams | FederalReserveSanFranciscoTermPremiumData |
Import Statement
from openbb_core.provider.standard_models. import (
FederalReserveSanFranciscoTermPremiumData,
FederalReserveSanFranciscoTermPremiumQueryParams,
)
Parameters
- standard
- federal_reserve
start_date: date | None | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | None | str
End date of the data, in YYYY-MM-DD format.
maturity: int | None
Default: 10
The Treasury maturity, in years. One of 2 or 10.
Data
- standard
- federal_reserve
date: date | str
The observation date.
yield_zero_coupon: float | None
The zero-coupon Treasury yield, in percent.
expected_short_rate: float | None
The average expected short-rate component, in percent.
term_premium: float | None
The term premium, in percent.