sofr
The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR is calculated as a volume-weighted median of transaction-level tri-party repo data.
Usage
sofr [-p {overnight,30_day_average,90_day_average,180_day_average,index}] [-s START_DATE] [-e END_DATE]
Parameters
| Name | Parameter | Description | Default | Optional | Choices |
|---|---|---|---|---|---|
| parameter | -p --parameter | Specific SOFR data to retrieve | overnight | True | overnight, 30_day_average, 90_day_average, 180_day_average, index |
| start_date | -s --start | Starting date (YYYY-MM-DD) of data | 1980-01-01 | True | None |
| end_date | -e --end | Ending date (YYYY-MM-DD) of data | None | True | None |