Fred Commercial Paper
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FredCommercialPaper | FredCommercialPaperQueryParams | FredCommercialPaperData |
Import Statement
from openbb_core.provider.standard_models. import (
FredCommercialPaperData,
FredCommercialPaperQueryParams,
)
Parameters
- standard
- fred
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.
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: str | None | list[str | None]
Default: all
A target maturity. Multiple items allowed.
Choices
- all
- overnight
- 7d
- 15d
- 30d
- 60d
- 90d
category: str | None | list[str | None]
Default: all
The category of asset. Multiple items allowed.
Choices
- all
- asset_backed
- financial
- nonfinancial
- a2p2
frequency: str | None
Description
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
Choices
- a
- q
- m
- w
- wef
- weth
- wew
- wetu
- wem
- wesu
- wesa
- bwew
- bwem
aggregation_method: str | None
Description
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
Choices
- avg
- sum
- eop
transform: str | None
Description
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
Choices
- chg
- ch1
- pch
- pc1
- pca
- cch
- cca
- log
use_cache: bool | None
Default: True
When True, the request is served from, and written to, the FRED response cache.
Data
- standard
- fred
date: date | str
The date of the data.
date: date | str
The date of the data.
asset_backed_overnight: float | None
Overnight AA Asset-Backed Commercial Paper Interest Rate.
asset_backed_day_7: float | None
7-Day AA Asset-Backed Commercial Paper Interest Rate.
asset_backed_day_15: float | None
15-Day AA Asset-Backed Commercial Paper Interest Rate.
asset_backed_day_30: float | None
30-Day AA Asset-Backed Commercial Paper Interest Rate.
asset_backed_day_60: float | None
60-Day AA Asset-Backed Commercial Paper Interest Rate.
asset_backed_day_90: float | None
90-Day AA Asset-Backed Commercial Paper Interest Rate.
financial_overnight: float | None
Overnight AA Financial Commercial Paper Interest Rate.
financial_day_7: float | None
7-Day AA Financial Commercial Paper Interest Rate.
financial_day_15: float | None
15-Day AA Financial Commercial Paper Interest Rate.
financial_day_30: float | None
30-Day AA Financial Commercial Paper Interest Rate.
financial_day_60: float | None
60-Day AA Financial Commercial Paper Interest Rate.
financial_day_90: float | None
90-Day AA Financial Commercial Paper Interest Rate.
nonfinancial_overnight: float | None
Overnight AA Nonfinancial Commercial Paper Interest Rate.
nonfinancial_day_7: float | None
7-Day AA Nonfinancial Commercial Paper Interest Rate.
nonfinancial_day_15: float | None
15-Day AA Nonfinancial Commercial Paper Interest Rate.
nonfinancial_day_30: float | None
30-Day AA Nonfinancial Commercial Paper Interest Rate.
nonfinancial_day_60: float | None
60-Day AA Nonfinancial Commercial Paper Interest Rate.
nonfinancial_day_90: float | None
90-Day AA Nonfinancial Commercial Paper Interest Rate.
a2p2_overnight: float | None
Overnight A2/P2 Nonfinancial Commercial Paper Interest Rate.
a2p2_day_7: float | None
7-Day A2/P2 Nonfinancial Commercial Paper Interest Rate.
a2p2_day_15: float | None
15-Day A2/P2 Nonfinancial Commercial Paper Interest Rate.
a2p2_day_30: float | None
30-Day A2/P2 Nonfinancial Commercial Paper Interest Rate.
a2p2_day_60: float | None
60-Day A2/P2 Nonfinancial Commercial Paper Interest Rate.
a2p2_day_90: float | None
90-Day A2/P2 Nonfinancial Commercial Paper Interest Rate.