ameribor
AMERIBOR.
AMERIBOR (short for the American interbank offered rate) is a benchmark interest rate that reflects the true cost of short-term interbank borrowing. This rate is based on transactions in overnight unsecured loans conducted on the American Financial Exchange (AFX).
Examples
from openbb import obb
obb.fixedincome.rate.ameribor(provider='fred')
# The change from one year ago is applied with the transform parameter.
obb.fixedincome.rate.ameribor(maturity=all, transform=pc1, provider='fred')
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 |
maturity | Union[Union[Literal['all', 'overnight', 'average_30d', 'average_90d', 'term_30d', 'term_90d'], str], List[Union[Literal['all', 'overnight', 'average_30d', 'average_90d', 'term_30d', 'term_90d'], str]]] | Period of AMERIBOR rate. Multiple items allowed for provider(s): fred. | all | 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 |
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 |
Returns
OBBject
results : List[Ameribor]
Serializable results.
provider : Optional[Literal['fred']]
Provider name.
warnings : Optional[List[Warning_]]
List of warnings.
chart : Optional[Chart]
Chart object.
extra : Dict[str, Any]
Extra info.
Data
- standard
- fred
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
symbol | str | Symbol representing the entity requested in the data. |
maturity | str | Maturity length of the item. |
rate | float | Interest rate. |
title | str | Title of the series. |
Name | Type | Description |
---|---|---|
date | Union[date, str] | The date of the data. |
symbol | str | Symbol representing the entity requested in the data. |
maturity | str | Maturity length of the item. |
rate | float | Interest rate. |
title | str | Title of the series. |