PolicyRatesReader

PolicyRatesReader

Reader class for central bank policy rates data.

This class handles reading and processing of policy rates from various central banks. It supports special cases for certain countries and provides default rates where necessary.

Parameters:

Name	Type	Description	Default
path	Path | str	Path to the main policy rates CSV file	required
country_code_path	Path | str	Path to the country code mappings CSV file	required

Attributes:

Name	Type	Description
path	Path	Path to the policy rates data
df	DataFrame	Main policy rates DataFrame
c_map	DataFrame	Country code mapping DataFrame

path = path instance-attribute

df = pd.read_csv(path, engine='pyarrow') instance-attribute

c_map = pd.read_csv(country_code_path) instance-attribute

__init__(path: Path | str, country_code_path: Path | str)

Initialize the PolicyRatesReader with data and country code paths.

get_policy_rates(country: Country | str | Region) -> pd.DataFrame

Get policy rates for a specific country.

Parameters:

Name	Type	Description	Default
country	Country | str	Country to get rates for, either as Country object or ISO 3-letter code	required

Returns:

Type	Description
DataFrame	pd.DataFrame: DataFrame with dates as index and policy rates as values, rates are in decimal form

Note

• For EU countries, returns ECB rates
• Special handling for Costa Rica and Singapore
• Uses default rates for certain countries
• Returns quarterly data

singapore_rates()

Get Singapore policy rates from a separate data file.

Returns:

Type	Description
	pd.DataFrame: DataFrame with dates as index and Singapore policy rates as values, rates are in decimal form

Note

Uses SORA (Singapore Overnight Rate Average) data

costa_rica_rates()

Get Costa Rica policy rates from a separate data file.

Returns:

Type	Description
	pd.DataFrame: DataFrame with dates as index and Costa Rica policy rates as values, rates are in decimal form

country_code_switch(codes)

Convert country codes from Alpha-2 to Alpha-3 format.

Parameters:

Name	Type	Description	Default
codes	list[str]	List of Alpha-2 country codes	required

Returns:

Type	Description
	list[str]: List of corresponding Alpha-3 country codes

get_dates() -> list[pd.Timestamp] staticmethod

Generate list of quarterly dates from 2000 to 2024.

Returns:

Type	Description
list[Timestamp]	list[pd.Timestamp]: List of first days of each quarter

prune(prune_date: date)

Prune policy rate data to only include entries after specified date.

Parameters:

Name	Type	Description	Default
prune_date	date	Date to prune data from	required

Note

Modifies the data in place