Overnight Bank Funding Rate

---

Implementation details

Class names

Model name	Parameters class	Data class
OvernightBankFundingRate	OvernightBankFundingRateQueryParams	OvernightBankFundingRateData

Import Statement

from openbb_core.provider.standard_models.overnight_bank_funding_rate import (
OvernightBankFundingRateData,
OvernightBankFundingRateQueryParams,
)

---

Parameters

• standard
• federal_reserve
• 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

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
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	['a', 'q', 'm', 'w', 'wef', 'weth', 'wew', 'wetu', 'wem', 'wesu', 'wesa', 'bwew', 'bwem']
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	['avg', 'sum', 'eop']
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	['chg', 'ch1', 'pch', 'pc1', 'pca', 'cch', 'cca', 'log']

---

Data

• standard
• federal_reserve
• fred

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Overnight Bank Funding Rate.
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 $).

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Overnight Bank Funding Rate.
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 $).
revision_indicator	str	Indicates a revision of the data for that date.

Name	Type	Description
date	Union[date, str]	The date of the data.
rate	float	Overnight Bank Funding Rate.
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 $).