Euro Short Term Rate
Implementation details
Class names
Model name | Parameters class | Data class |
---|---|---|
EuroShortTermRate | EuroShortTermRateQueryParams | EuroShortTermRateData |
Import Statement
from openbb_core.provider.standard_models.euro_short_term_rate import (
EuroShortTermRateData,
EuroShortTermRateQueryParams,
)
Parameters
- standard
- fred
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
Name | Type | Description | Default | Optional |
---|---|---|---|---|
start_date | Union[date, str] | Start date of the data, in YYYY-MM-DD format. | None | True |
end_date | Union[date, str] | End date of the data, in YYYY-MM-DD format. | None | True |
frequency | Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem'] | 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 | None | True |
aggregation_method | Literal['avg', 'sum', 'eop'] | A key that indicates the aggregation method used for frequency aggregation. ; avg = Average; ; sum = Sum; ; eop = End of Period | None | True |
transform | Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log'] | 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 | None | True |
Data
- standard
- fred
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
rate | float | Volume-weighted trimmed mean rate. |
percentile_25 | float | Rate at 25th percentile of volume. |
percentile_75 | float | Rate at 75th percentile of volume. |
volume | float | The trading volume. (Millions of €EUR). |
transactions | int | Number of transactions. |
number_of_banks | int | Number of active banks. |
large_bank_share_of_volume | float | The percent of volume attributable to the 5 largest active banks. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
rate | float | Volume-weighted trimmed mean rate. |
percentile_25 | float | Rate at 25th percentile of volume. |
percentile_75 | float | Rate at 75th percentile of volume. |
volume | float | The trading volume. (Millions of €EUR). |
transactions | int | Number of transactions. |
number_of_banks | int | Number of active banks. |
large_bank_share_of_volume | float | The percent of volume attributable to the 5 largest active banks. |