overnight_bank_funding

Overnight Bank Funding.

For the United States, the overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates.

Examples

from openbb import obb
obb.fixedincome.rate.overnight_bank_funding(provider='fred')

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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
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

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Returns

OBBject
    results : List[OvernightBankFundingRate]
        Serializable results.

    provider : Optional[Literal['federal_reserve', 'fred']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

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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 $).