102 lines
3.6 KiB
Markdown
102 lines
3.6 KiB
Markdown
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## Libor拆借利率
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----
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接口：libor
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描述：Libor拆借利率
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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
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积分：用户积累120积分可以调取，具体请参阅[积分获取办法](https://tushare.pro/document/1?doc_id=13)
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<br>
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<br>
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> 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。
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<br>
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**输入参数**
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名称 | 类型 | 必选 | 描述
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---- | ----- | ---- | ----
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date | str | N | 日期 (日期输入格式：YYYYMMDD，下同)
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start_date | str | N | 开始日期
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end_date | str | N | 结束日期
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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)
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<br>
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**输出参数**
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名称 | 类型 | 默认显示 | 描述
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--- | ---- | ---- | ----
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date | str | Y | 日期
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curr_type | str | Y | 货币
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on | float | Y | 隔夜
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1w | float | Y | 1周
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1m | float | Y | 1个月
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2m | float | Y | 2个月
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3m | float | Y | 3个月
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6m | float | Y | 6个月
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12m | float | Y | 12个月
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<br>
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**接口调用**
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```python
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pro = ts.pro_api()
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df = pro.libor(curr_type='USD', start_date='20180101', end_date='20181130')
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```
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<br>
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**数据样例**
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date curr_type on 1w 1m 2m 3m 6m \
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0 20181130 USD 2.17750 2.22131 2.34694 2.51006 2.73613 2.89463
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1 20181129 USD 2.18275 2.22881 2.34925 2.51125 2.73813 2.88519
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2 20181128 USD 2.18250 2.22450 2.34463 2.49500 2.70663 2.88663
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3 20181127 USD 2.17850 2.23494 2.34931 2.49900 2.70600 2.88444
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4 20181126 USD 2.18300 2.21900 2.33675 2.49525 2.70681 2.89275
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5 20181123 USD 2.17700 2.22188 2.32188 2.49538 2.69119 2.88625
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6 20181122 USD NaN 2.22213 2.31488 2.48013 2.68925 2.88725
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7 20181121 USD 2.18050 2.22100 2.31513 2.47313 2.67694 2.88588
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8 20181120 USD 2.17288 2.21638 2.30550 2.45850 2.65313 2.86325
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9 20181119 USD 2.18075 2.21725 2.30025 2.45769 2.64581 2.86575
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10 20181116 USD 2.17538 2.21225 2.30088 2.45213 2.64450 2.86263
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11 20181115 USD 2.17938 2.21125 2.30250 2.44913 2.64000 2.86019
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12 20181114 USD 2.17575 2.20963 2.31038 2.44531 2.62900 2.86344
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13 20181113 USD 2.17788 2.21613 2.30650 2.44413 2.61613 2.85500
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14 20181112 USD NaN 2.21550 2.30663 2.44525 2.61413 2.85538
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15 20181109 USD 2.17500 2.21913 2.31438 2.45513 2.61813 2.85800
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16 20181108 USD 2.17988 2.21619 2.31844 2.45863 2.61463 2.85763
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17 20181107 USD 2.17725 2.21588 2.31531 2.44550 2.60113 2.84350
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18 20181106 USD 2.17663 2.21138 2.31688 2.42863 2.59125 2.84150
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19 20181105 USD 2.17525 2.21425 2.31600 2.42950 2.58925 2.83575
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20 20181102 USD 2.17463 2.21400 2.31788 2.42625 2.59238 2.82888
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12m
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0 3.12025
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1 3.11869
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2 3.13413
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3 3.13075
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4 3.12838
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5 3.12075
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6 3.10950
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7 3.11038
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8 3.09713
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9 3.10738
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10 3.12363
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11 3.11838
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12 3.12963
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13 3.13206
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14 3.13475
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15 3.14413
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16 3.14075
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17 3.12513
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18 3.11638
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19 3.11688
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20 3.10488
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