[Enhancement] Fixed Income Enhancements (#6490)

* improve effr and move sofr to fixedincome.rate

* federal_reserve default start date

* fred cassette

* commercial paper

* cp series map

* update sofr and add federal_reserve to endpoint

* examples

* update ameribor

* maturity_dict

* add overnight bank funding rate

* add federal reserve to obfr

* pop footnoteId

* central bank holdings descriptions

* move moody's bond indices to the bond_indices endpoint

* add it to the INDEX_CHOICES

* improve hqm

* handle none

* add treasury minus fed funds to yield curve

* static assets

* estr

* description

* missed file in commit

* second return statement

openbb_platform/core/openbb_core/provider/standard_models/ameribor_rates.py → openbb_platform/core/openbb_core/provider/standard_models/ameribor.py

@@ -13,7 +13,7 @@
 )
 
 
-class AMERIBORQueryParams(QueryParams):
+class AmeriborQueryParams(QueryParams):
     """AMERIBOR Query."""
 
     start_date: Optional[dateType] = Field(
@@ -26,8 +26,19 @@ class AMERIBORQueryParams(QueryParams):
     )
 
 
-class AMERIBORData(Data):
+class AmeriborData(Data):
     """AMERIBOR Data."""
 
     date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
-    rate: Optional[float] = Field(description="AMERIBOR rate.")
+    symbol: Optional[str] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("symbol", "")
+    )
+    maturity: str = Field(description="Maturity length of the item.")
+    rate: float = Field(
+        description="Interest rate.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    title: Optional[str] = Field(
+        default=None,
+        description="Title of the series.",
+    )

openbb_platform/core/openbb_core/provider/standard_models/cp.py → openbb_platform/core/openbb_core/provider/standard_models/commercial_paper.py

@@ -3,9 +3,9 @@
 from datetime import (
     date as dateType,
 )
-from typing import Literal, Optional
+from typing import Optional
 
-from pydantic import Field, field_validator
+from pydantic import Field
 
 from openbb_core.provider.abstract.data import Data
 from openbb_core.provider.abstract.query_params import QueryParams
@@ -26,28 +26,21 @@ class CommercialPaperParams(QueryParams):
         default=None,
         description=QUERY_DESCRIPTIONS.get("end_date", ""),
     )
-    maturity: Literal["overnight", "7d", "15d", "30d", "60d", "90d"] = Field(
-        default="30d",
-        description="The maturity.",
-    )
-    category: Literal["asset_backed", "financial", "nonfinancial"] = Field(
-        default="financial",
-        description="The category.",
-    )
-    grade: Literal["aa", "a2_p2"] = Field(
-        default="aa",
-        description="The grade.",
-    )
-
-    @field_validator("maturity", "category", "grade", mode="before", check_fields=False)
-    @classmethod
-    def to_lower(cls, v: Optional[str]) -> Optional[str]:
-        """Convert field to lowercase."""
-        return v.lower() if v else v
 
 
 class CommercialPaperData(Data):
     """Commercial Paper Data."""
 
     date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
-    rate: Optional[float] = Field(description="Commercial Paper Rate.")
+    symbol: Optional[str] = Field(
+        default=None, description=DATA_DESCRIPTIONS.get("symbol", "")
+    )
+    maturity: str = Field(description="Maturity length of the item.")
+    rate: float = Field(
+        description="Interest rate.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    title: Optional[str] = Field(
+        default=None,
+        description="Title of the series.",
+    )

openbb_platform/core/openbb_core/provider/standard_models/euro_short_term_rate.py

@@ -0,0 +1,67 @@
+"""Euro Short Term Rate Standard Model."""
+
+from datetime import date as dateType
+from typing import Optional
+
+from pydantic import Field
+
+from openbb_core.provider.abstract.data import Data
+from openbb_core.provider.abstract.query_params import QueryParams
+from openbb_core.provider.utils.descriptions import (
+    DATA_DESCRIPTIONS,
+    QUERY_DESCRIPTIONS,
+)
+
+
+class EuroShortTermRateQueryParams(QueryParams):
+    """Euro Short Term Rate Query."""
+
+    start_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("start_date", ""),
+    )
+    end_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("end_date", ""),
+    )
+
+
+class EuroShortTermRateData(Data):
+    """Euro Short Term Rate Data."""
+
+    date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    rate: float = Field(
+        description="Volume-weighted trimmed mean rate.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_25: Optional[float] = Field(
+        default=None,
+        description="Rate at 25th percentile of volume.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_75: Optional[float] = Field(
+        default=None,
+        description="Rate at 75th percentile of volume.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    volume: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("volume", "")+ " (Millions of €EUR).",
+        json_schema_extra={
+            "x-unit_measurement": "currency",
+            "x-frontend_multiply": 1e6,
+        },
+    )
+    transactions: Optional[int] = Field(
+        default=None,
+        description="Number of transactions.",
+    )
+    number_of_banks: Optional[int] = Field(
+        default=None,
+        description="Number of active banks.",
+    )
+    large_bank_share_of_volume: Optional[float] = Field(
+        default=None,
+        description="The percent of volume attributable to the 5 largest active banks.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )

openbb_platform/core/openbb_core/provider/standard_models/federal_funds_rate.py

@@ -0,0 +1,75 @@
+"""Federal Funds Rate Standard Model."""
+
+from datetime import date as dateType
+from typing import Optional
+
+from pydantic import Field
+
+from openbb_core.provider.abstract.data import Data
+from openbb_core.provider.abstract.query_params import QueryParams
+from openbb_core.provider.utils.descriptions import (
+    DATA_DESCRIPTIONS,
+    QUERY_DESCRIPTIONS,
+)
+
+
+class FederalFundsRateQueryParams(QueryParams):
+    """Federal Funds Rate Query."""
+
+    start_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("start_date", ""),
+    )
+    end_date: Optional[dateType] = Field(
+        default=None,
+        description=QUERY_DESCRIPTIONS.get("end_date", ""),
+    )
+
+
+class FederalFundsRateData(Data):
+    """Federal Funds Rate Data."""
+
+    date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
+    rate: float = Field(
+        description="Effective federal funds rate.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    target_range_upper: Optional[float] = Field(
+        default=None,
+        description="Upper bound of the target range.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    target_range_lower: Optional[float] = Field(
+        default=None,
+        description="Lower bound of the target range.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_1: Optional[float] = Field(
+        default=None,
+        description="1st percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_25: Optional[float] = Field(
+        default=None,
+        description="25th percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_75: Optional[float] = Field(
+        default=None,
+        description="75th percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    percentile_99: Optional[float] = Field(
+        default=None,
+        description="99th percentile of the distribution.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
+    volume: Optional[float] = Field(
+        default=None,
+        description=DATA_DESCRIPTIONS.get("volume", "")
+        + "The notional volume of transactions (Billions of $).",
+        json_schema_extra={
+            "x-unit_measurement": "currency",
+            "x-frontend_multiply": 1e9,
+        },
+    )

openbb_platform/core/openbb_core/provider/standard_models/hqm.py → openbb_platform/core/openbb_core/provider/standard_models/high_quality_market.py

@@ -3,9 +3,9 @@
 from datetime import (
     date as dateType,
 )
-from typing import Literal, Optional
+from typing import Optional, Union
 
-from pydantic import Field, field_validator
+from pydantic import Field
 
 from openbb_core.provider.abstract.data import Data
 from openbb_core.provider.abstract.query_params import QueryParams
@@ -18,26 +18,18 @@
 class HighQualityMarketCorporateBondQueryParams(QueryParams):
     """High Quality Market Corporate Bond Query."""
 
-    date: Optional[dateType] = Field(
+    date: Optional[Union[dateType, str]] = Field(
         default=None,
         description=QUERY_DESCRIPTIONS.get("date", ""),
     )
-    yield_curve: Literal["spot", "par"] = Field(
-        default="spot",
-        description="The yield curve type.",
-    )
-
-    @field_validator("yield_curve", mode="before", check_fields=False)
-    @classmethod
-    def to_lower(cls, v: Optional[str]) -> Optional[str]:
-        """Convert field to lowercase."""
-        return v.lower() if v else v
 
 
 class HighQualityMarketCorporateBondData(Data):
     """High Quality Market Corporate Bond Data."""
 
     date: dateType = Field(description=DATA_DESCRIPTIONS.get("date", ""))
-    rate: Optional[float] = Field(description="HighQualityMarketCorporateBond Rate.")
+    rate: float = Field(
+        description="Interest rate.",
+        json_schema_extra={"x-unit_measurement": "percent", "x-frontend_multiply": 100},
+    )
     maturity: str = Field(description="Maturity.")
-    yield_curve: Literal["spot", "par"] = Field(description="The yield curve type.")