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
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
start_date: date | str
Start date of the data, in YYYY-MM-DD format.
end_date: date | str
End date of the data, in YYYY-MM-DD format.
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]]]
Default: all
Period of AMERIBOR rate. Multiple items allowed for provider(s): fred.
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
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
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
Returns
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
date: 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.
date: 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.