PINE LIBRARY

NetLiquidityLibraryMacF

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Library "NetLiquidityLibraryMacF"
The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too.

get_net_liquidity(component)
  Gets the Net Liquidity time series for the last 250 trading days. Dates that are not present are represented as na.
  Parameters:
    component (simple string): The component of the Net Liquidity function to return. Possible values: 'fed', 'tga', and 'rrp'. (`Net Liquidity` is returned if no argument is supplied).
  Returns: The Net Liquidity time series or a component of the Net Liquidity function.
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