Fred Euro Short Term Rate
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FredEuroShortTermRate | FredEuroShortTermRateQueryParams | FredEuroShortTermRateData |
Import Statement
from openbb_core.provider.standard_models. import (
FredEuroShortTermRateData,
FredEuroShortTermRateQueryParams,
)
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.
frequency: str | None
Description
Frequency aggregation to convert daily data to lower frequency.
a = Annual
q = Quarterly
m = Monthly
w = Weekly
d = Daily
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.
rate: float
Volume-weighted trimmed mean rate.
percentile_25: float | None
Rate at 25th percentile of volume.
percentile_75: float | None
Rate at 75th percentile of volume.
volume: float | None
The trading volume. (Millions of €EUR).
transactions: int | None
Number of transactions.
number_of_banks: int | None
Number of active banks.
large_bank_share_of_volume: float | None
The percent of volume attributable to the 5 largest active banks.
date: date | str
The date of the data.
rate: float
Volume-weighted trimmed mean rate.
percentile_25: float | None
Rate at 25th percentile of volume.
percentile_75: float | None
Rate at 75th percentile of volume.
volume: float | None
The trading volume. (Millions of €EUR).
transactions: int | None
Number of transactions.
number_of_banks: int | None
Number of active banks.
large_bank_share_of_volume: float | None
The percent of volume attributable to the 5 largest active banks.