aatj887/call-implied-price-distribution-framework

1from openbb import obb # In charge of the collection of SOFR data we will use to calculate risk free.2import pandas as pd # Used to interact with the data as dataframes 3import numpy as np4from datetime import date, timedelta5 6def load_sofr_history(start:str, end:str):7    """8    Obtains the SOFR data from FRED on the defined start and end dates.9    start and end must be in format YYYY-MM-DD.10    """11    df = obb.economy.fred_series("SOFR", start_date=start, end_date=end).to_dataframe()12    s = df/10013    s = s['SOFR']14    return s15 16def risk_free_value():17    """18    Returns the most recent risk-free rate (SOFR) as a decimal.19    """20    sofr_history = load_sofr_history((date.today()-timedelta(days=7)).strftime("%Y-%m-%d"), date.today().strftime("%Y-%m-%d"))21    r = sofr_history.tail(1).iloc[0]22    return r23 24 25 26 27 28 29