/cfets

Python interface for China Foreign Exchange Trade System (CFETS) API

Primary LanguagePythonMIT LicenseMIT

Python License: MIT Code style: black

cfets: Python interface for China Foreign Exchange Trade System (CFETS) API

Known CFETS data code (series) for API request:

  • LprChrtCSV - Lone Prime Rates (LPR)
  • RmbIdxHis - RMB Index
  • ShiborPriHis - SHIBOR history

Functions in cfets package

Loan Prime Rate time series:

  • get_lpr_1y() - one-year loan prime rate (LPR)
  • get_lpr_5y() - five-years loan prime rate (LPR)