Federal Funds Rate
Implementation details
Class names
| Model name | Parameters class | Data class |
|---|---|---|
FederalFundsRate | FederalFundsRateQueryParams | FederalFundsRateData |
Import Statement
from openbb_core.provider.standard_models.federal_funds_rate import (
FederalFundsRateData,
FederalFundsRateQueryParams,
)
Parameters
- standard
- federal_reserve
- fred
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
start_date: Union[date, str]
Start date of the data, in YYYY-MM-DD format.
• Optional: True
end_date: Union[date, str]
End date of the data, in YYYY-MM-DD format.
• Optional: True
frequency: Literal['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']
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
• Optional: True
aggregation_method: Literal['avg', 'sum', 'eop']
Description
A key that indicates the aggregation method used for frequency aggregation.
avg = Average
sum = Sum
eop = End of Period
• Optional: True
transform: Literal['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']
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
• Optional: True
effr_only: bool
Return data without quantiles, target ranges, and volume.
• Default: False
• Optional: True
Data
- standard
- federal_reserve
- fred
date: Union[date, str]
The date of the data.
rate: float
Effective federal funds rate.
target_range_upper: float
Upper bound of the target range.
target_range_lower: float
Lower bound of the target range.
percentile_1: float
1st percentile of the distribution.
percentile_25: float
25th percentile of the distribution.
percentile_75: float
75th percentile of the distribution.
percentile_99: float
99th percentile of the distribution.
volume: float
The trading volume.The notional volume of transactions (Billions of $).
date: Union[date, str]
The date of the data.
rate: float
Effective federal funds rate.
target_range_upper: float
Upper bound of the target range.
target_range_lower: float
Lower bound of the target range.
percentile_1: float
1st percentile of the distribution.
percentile_25: float
25th percentile of the distribution.
percentile_75: float
75th percentile of the distribution.
percentile_99: float
99th percentile of the distribution.
volume: float
The trading volume.The notional volume of transactions (Billions of $).
intraday_low: float
Intraday low. This field is only present for data before 2016.
intraday_high: float
Intraday high. This field is only present for data before 2016.
standard_deviation: float
Standard deviation. This field is only present for data before 2016.
revision_indicator: str
Indicates a revision of the data for that date.
date: Union[date, str]
The date of the data.
rate: float
Effective federal funds rate.
target_range_upper: float
Upper bound of the target range.
target_range_lower: float
Lower bound of the target range.
percentile_1: float
1st percentile of the distribution.
percentile_25: float
25th percentile of the distribution.
percentile_75: float
75th percentile of the distribution.
percentile_99: float
99th percentile of the distribution.
volume: float
The trading volume.The notional volume of transactions (Billions of $).