def load_gbp():
""" Return cash rate for GBP """
libor = DataReader(CashFile.GBP_3M_LIBOR.value, 'fred', START_DATE)
libor_m = DataReader(CashFile.GBP_3M_LIBOR_M.value, "fred", START_DATE)
policy_rate = DataReader(CashFile.GBP_POLICY_RATE.value, "fred",
START_DATE)
data = (pd.concat((policy_rate[:"1969-12"].fillna(method="pad"),
libor_m['1970':"1985"].fillna(method="pad"),
libor.fillna(method="pad")),
axis=1).sum(axis=1).rename("cash_rate_gbp"))
return data
def load_gbp():
""" Return cash rate for GBP """
libor = DataReader(CashFile.GBP_3M_LIBOR.value, 'fred', START_DATE)
libor_m = DataReader(CashFile.GBP_3M_LIBOR_M.value, "fred", START_DATE)
policy_rate = DataReader(CashFile.GBP_POLICY_RATE.value, "fred", START_DATE)
data = (pd.concat((policy_rate[:"1969-12"].fillna(method="pad"),
libor_m['1970':"1985"].fillna(method="pad"),
libor.fillna(method="pad")),
axis=1)
.sum(axis=1).rename("cash_rate_gbp"))
return data
def get_fx_rates(currency):
fx_rates_info = FxRatesInfo[currency].value
if fx_rates_info.data_source == 'quandl':
fx_rates = quandl.get(fx_rates_info.data_name, api_key=quandl_token)
fx_rates = fx_rates['Rate']
else:
fx_rates = DataReader(fx_rates_info.data_name,
fx_rates_info.data_source, START_DATE)
fx_rates = fx_rates.squeeze()
fx_rates = (fx_rates.fillna(method='pad').rename(
fx_rates_info.fx_rates_name))
return fx_rates
