Tushare库之Libor拆借利率

接口:libor
描述:Libor拆借利率
限量:单次最大4000行数据,总量不限制,可通过设置开始和结束日期分段获取
积分:用户积累120积分可以调取,具体请参阅积分获取办法


 

Libor(London Interbank Offered Rate ),即伦敦同业拆借利率,是指伦敦的第一流银行之间短期资金借贷的利率,是国际金融市场中大多数浮动利率的基础利率。作为银行从市场上筹集资金进行转贷的融资成本,贷款协议中议定的LIBOR通常是由几家指定的参考银行,在规定的时间(一般是伦敦时间上午11:00)报价的平均利率。

 

输入参数

名称 类型 必选 描述
date str N 日期 (日期输入格式:YYYYMMDD,下同)
start_date str N 开始日期
end_date str N 结束日期
curr_type str N 货币代码 (USD美元 EUR欧元 JPY日元 GBP英镑 CHF瑞郎,默认是USD)

 

输出参数

名称 类型 默认显示 描述
date str Y 日期
curr_type str Y 货币
on float Y 隔夜
1w float Y 1周
1m float Y 1个月
2m float Y 2个月
3m float Y 3个月
6m float Y 6个月
12m float Y 12个月

 

接口调用


pro = ts.pro_api()

df = pro.libor(curr_type='USD', start_date='20190101', end_date='20191111')

结果:

In [21]: df
Out[21]:
         date curr_type       on       1w       1m       2m       3m       6m      12m
0    20190730       USD  2.34700  2.19625  2.22975  2.25250  2.25313  2.19163  2.18850
1    20190729       USD  2.34863  2.23225  2.23438  2.25800  2.25550  2.19625  2.19800
2    20190726       USD  2.35038  2.27313  2.23700  2.24700  2.26575  2.20488  2.19663
3    20190725       USD  2.34900  2.30688  2.24113  2.25263  2.25575  2.17750  2.17888
4    20190724       USD  2.35225  2.34913  2.26175  2.28050  2.26663  2.18313  2.17950
5    20190723       USD  2.35375  2.37413  2.26600  2.28600  2.27550  2.18488  2.19125
6    20190722       USD  2.35963  2.37425  2.26913  2.29363  2.28275  2.18075  2.18838
7    20190719       USD  2.36200  2.36938  2.26113  2.25975  2.25938  2.14425  2.15775
8    20190718       USD  2.36063  2.37700  2.27150  2.27988  2.27763  2.17425  2.19213
9    20190717       USD  2.36275  2.37013  2.29788  2.29538  2.30250  2.19875  2.21700
10   20190716       USD  2.35663  2.37925  2.30038  2.30188  2.29963  2.20700  2.21088
11   20190715       USD  2.35713  2.37475  2.31413  2.30838  2.30325  2.21713  2.21050
12   20190712       USD  2.35913  2.38175  2.33200  2.33375  2.32225  2.22925  2.23113
13   20190711       USD  2.35900  2.37475  2.32500  2.32475  2.30338  2.21263  2.19325
14   20190710       USD  2.35475  2.38425  2.36913  2.36363  2.33950  2.26238  2.28575
15   20190709       USD  2.35013  2.38038  2.36863  2.35788  2.34075  2.25675  2.27350
16   20190708       USD  2.35688  2.37713  2.37938  2.36475  2.33775  2.25650  2.26150
17   20190705       USD  2.34825  2.37700  2.36650  2.33738  2.31138  2.20975  2.19163
18   20190704       USD      NaN  2.39563  2.36413  2.33475  2.30263  2.20063  2.17938
19   20190703       USD  2.35638  2.39575  2.36000  2.33550  2.28850  2.20888  2.18038
20   20190702       USD  2.35138  2.38813  2.37950  2.33838  2.31300  2.22638  2.20313
21   20190701       USD  2.35975  2.38250  2.38775  2.33900  2.33188  2.21850  2.20188
22   20190628       USD  2.37038  2.37238  2.39800  2.33088  2.31988  2.20050  2.17813
23   20190627       USD  2.35488  2.37188  2.40238  2.34088  2.31888  2.21338  2.18463
24   20190626       USD  2.35400  2.38538  2.40238  2.34538  2.32988  2.19975  2.18325
25   20190625       USD  2.34475  2.37175  2.40413  2.34125  2.31125  2.18275  2.14738
26   20190624       USD  2.34925  2.37600  2.40175  2.34950  2.33288  2.20988  2.17875
27   20190621       USD  2.34750  2.36875  2.40438  2.37663  2.34925  2.22013  2.20213
28   20190620       USD  2.34150  2.38188  2.40363  2.38100  2.34313  2.21675  2.16150
29   20190619       USD  2.34088  2.35675  2.38338  2.39538  2.38613  2.30000  2.29775
..        ...       ...      ...      ...      ...      ...      ...      ...      ...
115  20190212       USD  2.38350  2.41850  2.49375  2.59113  2.69288  2.74050  2.91525
116  20190211       USD  2.38625  2.40813  2.49788  2.58550  2.68800  2.73363  2.92425
117  20190208       USD  2.38575  2.40788  2.50413  2.59388  2.69775  2.74188  2.93575
118  20190207       USD  2.38313  2.40975  2.51688  2.61013  2.69700  2.76500  2.94825
119  20190206       USD  2.38325  2.41238  2.51263  2.60925  2.73763  2.77625  2.96200
120  20190205       USD  2.38238  2.41063  2.51225  2.62013  2.73850  2.77750  2.98575
121  20190204       USD  2.38413  2.40800  2.51313  2.63775  2.73438  2.79575  2.98013
122  20190201       USD  2.37400  2.40838  2.51400  2.62850  2.73263  2.79000  2.96163
123  20190131       USD  2.38350  2.40888  2.51375  2.62525  2.73750  2.79950  2.98350
124  20190130       USD  2.38388  2.41475  2.50913  2.61925  2.73625  2.81150  3.02063
125  20190129       USD  2.38438  2.41388  2.49888  2.63363  2.74438  2.82338  3.02375
126  20190128       USD  2.38488  2.40650  2.50175  2.64613  2.75050  2.82988  3.03000
127  20190125       USD  2.38475  2.40275  2.50000  2.64638  2.75163  2.83225  3.03150
128  20190124       USD  2.38450  2.40950  2.50188  2.62500  2.76475  2.85013  3.02913
129  20190123       USD  2.38413  2.41438  2.51000  2.62700  2.77063  2.85363  3.03500
130  20190122       USD  2.37563  2.40888  2.51900  2.64188  2.77925  2.85363  3.03713
131  20190121       USD      NaN  2.40925  2.51225  2.63438  2.77238  2.85475  3.03988
132  20190118       USD  2.38388  2.40613  2.50600  2.62963  2.76100  2.85188  3.03013
133  20190117       USD  2.38463  2.40663  2.50300  2.63313  2.77575  2.85250  3.01188
134  20190116       USD  2.38488  2.40719  2.51325  2.64225  2.78031  2.86163  3.03013
135  20190115       USD  2.38675  2.40200  2.50750  2.63963  2.77344  2.84581  3.00838
136  20190114       USD  2.39013  2.39613  2.51006  2.63700  2.77894  2.85344  3.01088
137  20190111       USD  2.38938  2.40700  2.50894  2.64800  2.78731  2.86463  3.01869
138  20190110       USD  2.39413  2.40788  2.51419  2.65275  2.79694  2.86044  3.01900
139  20190109       USD  2.39075  2.41400  2.51875  2.65288  2.79888  2.86975  3.03900
140  20190108       USD  2.39125  2.40875  2.51550  2.64638  2.78250  2.85256  3.01613
141  20190107       USD  2.39275  2.40513  2.51113  2.63388  2.79681  2.84875  2.99475
142  20190104       USD  2.39400  2.40975  2.52056  2.62313  2.80388  2.85575  2.96488
143  20190103       USD  2.39188  2.41325  2.51275  2.62038  2.79500  2.85888  3.00500
144  20190102       USD  2.38675  2.41475  2.50713  2.61738  2.79388  2.87394  3.00200

[145 rows x 9 columns]

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