openapi: 3.2.0
info:
  title: EODHD Financial Data Interest Rates API
  description: Comprehensive API for retrieving financial data including stock prices, fundamentals, calendar events, news, and more from EOD Historical Data (eodhd.com)
  version: 2.0.0
  contact:
    name: EODHD Support
    url: https://eodhd.com
    email: supportlevel1@eodhistoricaldata.com
  termsOfService: https://eodhd.com/financial-apis/terms-conditions
  license:
    name: Proprietary
    url: https://eodhd.com/financial-apis/terms-conditions
servers:
- url: https://eodhd.com/api
  description: Primary API path
- url: https://eodhistoricaldata.com/api
  description: Alternative API path
security:
- EODHDQueryKey: []
tags:
- name: Interest Rates
  description: Reference rates, central bank policy rates, and funding-stress spreads
paths:
  /rates/reference-rates:
    get:
      summary: Get reference interest rates
      description: Returns benchmark reference interest rates (e.g., SOFR, SONIA, ESTR) by code and currency.
      operationId: GetReferenceRates
      parameters:
      - name: filter[code]
        in: query
        required: false
        description: Filter by reference rate code (e.g., 'SOFR').
        schema:
          type: string
      - name: filter[currency]
        in: query
        required: false
        description: Filter by currency.
        schema:
          type: string
          enum:
          - USD
          - GBP
          - EUR
      - name: filter[from]
        in: query
        required: false
        description: Start date (YYYY-MM-DD).
        schema:
          type: string
          format: date
      - name: filter[to]
        in: query
        required: false
        description: End date (YYYY-MM-DD).
        schema:
          type: string
          format: date
      - name: page[offset]
        in: query
        required: false
        description: Pagination offset (records to skip).
        schema:
          type: integer
          minimum: 0
          default: 0
      - name: page[limit]
        in: query
        required: false
        description: Number of records per page. Default 20, maximum 100.
        schema:
          type: integer
          minimum: 1
          maximum: 100
          default: 20
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved reference rates.
          content:
            application/json:
              schema:
                type: object
                required:
                - meta
                - data
                - links
                properties:
                  meta:
                    type: object
                    description: Pagination and field metadata.
                    required:
                    - total
                    - fields
                    properties:
                      offset:
                        type: integer
                        minimum: 0
                      limit:
                        type: integer
                        minimum: 1
                      total:
                        type: integer
                        minimum: 0
                      fields:
                        type: array
                        items:
                          type: string
                      compact:
                        type:
                        - boolean
                        - 'null'
                    additionalProperties: false
                  data:
                    type: array
                    items:
                      type: object
                      properties:
                        date:
                          type: string
                          format: date
                          description: Observation date.
                        code:
                          type: string
                          description: Reference rate code.
                        currency:
                          type: string
                          description: Currency of the rate.
                        rate_type:
                          type: string
                          description: Type of rate.
                        rate:
                          type: number
                          description: Rate value.
                        source:
                          type: string
                          description: Data source.
                        source_series_id:
                          type: string
                          description: Source series identifier.
                  links:
                    type: object
                    required:
                    - next
                    properties:
                      next:
                        type:
                        - string
                        - 'null'
                        description: URL to fetch the next page, or null if last page.
                    additionalProperties: false
                additionalProperties: false
        '401':
          description: Unauthorized
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '403':
          description: Forbidden
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '404':
          description: Not Found
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '422':
          description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.

            '
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '429':
          description: Too Many Requests
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
      tags:
      - Interest Rates
  /rates/policy-rates:
    get:
      summary: Get central bank policy rates
      description: Returns central bank policy (target) interest rates by code, country, and central bank.
      operationId: GetPolicyRates
      parameters:
      - name: filter[code]
        in: query
        required: false
        description: Filter by policy rate code.
        schema:
          type: string
      - name: filter[country]
        in: query
        required: false
        description: Filter by country.
        schema:
          type: string
      - name: filter[central_bank]
        in: query
        required: false
        description: Filter by central bank (e.g., 'FED', 'ECB').
        schema:
          type: string
      - name: filter[from]
        in: query
        required: false
        description: Start date (YYYY-MM-DD).
        schema:
          type: string
          format: date
      - name: filter[to]
        in: query
        required: false
        description: End date (YYYY-MM-DD).
        schema:
          type: string
          format: date
      - name: page[offset]
        in: query
        required: false
        description: Pagination offset (records to skip).
        schema:
          type: integer
          minimum: 0
          default: 0
      - name: page[limit]
        in: query
        required: false
        description: Number of records per page. Default 20, maximum 100.
        schema:
          type: integer
          minimum: 1
          maximum: 100
          default: 20
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved policy rates.
          content:
            application/json:
              schema:
                type: object
                required:
                - meta
                - data
                - links
                properties:
                  meta:
                    type: object
                    description: Pagination and field metadata.
                    required:
                    - total
                    - fields
                    properties:
                      offset:
                        type: integer
                        minimum: 0
                      limit:
                        type: integer
                        minimum: 1
                      total:
                        type: integer
                        minimum: 0
                      fields:
                        type: array
                        items:
                          type: string
                      compact:
                        type:
                        - boolean
                        - 'null'
                    additionalProperties: false
                  data:
                    type: array
                    items:
                      type: object
                      properties:
                        date:
                          type: string
                          format: date
                          description: Observation date.
                        code:
                          type: string
                          description: Policy rate code.
                        country:
                          type: string
                          description: Country.
                        central_bank:
                          type: string
                          description: Central bank.
                        rate:
                          type: number
                          description: Policy rate value.
                        source:
                          type: string
                          description: Data source.
                        source_series_id:
                          type: string
                          description: Source series identifier.
                  links:
                    type: object
                    required:
                    - next
                    properties:
                      next:
                        type:
                        - string
                        - 'null'
                        description: URL to fetch the next page, or null if last page.
                    additionalProperties: false
                additionalProperties: false
        '401':
          description: Unauthorized
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '403':
          description: Forbidden
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '404':
          description: Not Found
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '422':
          description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.

            '
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '429':
          description: Too Many Requests
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
      tags:
      - Interest Rates
  /spreads/funding-stress:
    get:
      summary: Get funding-stress spreads
      description: Returns funding-stress spread series (in basis points) computed as the difference between two rate legs, with the underlying formula and leg values.
      operationId: GetFundingStressSpreads
      parameters:
      - name: filter[code]
        in: query
        required: false
        description: Filter by spread code (e.g., 'SOFR_OIS').
        schema:
          type: string
      - name: filter[from]
        in: query
        required: false
        description: Start date (YYYY-MM-DD).
        schema:
          type: string
          format: date
      - name: filter[to]
        in: query
        required: false
        description: End date (YYYY-MM-DD).
        schema:
          type: string
          format: date
      - name: fmt
        in: query
        required: false
        description: Output format.
        schema:
          type: string
          enum:
          - json
          - csv
          default: json
      responses:
        '200':
          description: Successfully retrieved funding-stress spreads.
          content:
            application/json:
              schema:
                type: object
                required:
                - meta
                - data
                - links
                properties:
                  meta:
                    type: object
                    description: Pagination and field metadata.
                    required:
                    - total
                    - fields
                    properties:
                      offset:
                        type: integer
                        minimum: 0
                      limit:
                        type: integer
                        minimum: 1
                      total:
                        type: integer
                        minimum: 0
                      fields:
                        type: array
                        items:
                          type: string
                      compact:
                        type:
                        - boolean
                        - 'null'
                    additionalProperties: false
                  data:
                    type: array
                    items:
                      type: object
                      properties:
                        date:
                          type: string
                          format: date
                          description: Observation date.
                        code:
                          type: string
                          description: Spread code.
                        value_bps:
                          type: number
                          description: Spread value in basis points.
                        formula:
                          type: string
                          description: Formula used to compute the spread.
                        leg_a:
                          type: string
                          description: First rate leg code.
                        leg_b:
                          type: string
                          description: Second rate leg code.
                        leg_a_rate:
                          type: number
                          description: Rate value of the first leg.
                        leg_b_rate:
                          type: number
                          description: Rate value of the second leg.
                  links:
                    type: object
                    required:
                    - next
                    properties:
                      next:
                        type:
                        - string
                        - 'null'
                        description: URL to fetch the next page, or null if last page.
                    additionalProperties: false
                additionalProperties: false
        '401':
          description: Unauthorized
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '403':
          description: Forbidden
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '404':
          description: Not Found
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '422':
          description: 'Validation error. Returned when a parameter is malformed or a filter value is invalid.

            '
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
        '429':
          description: Too Many Requests
          content:
            application/json:
              schema:
                type: object
                properties:
                  status:
                    type: integer
                  error:
                    type: string
                  message:
                    type: string
      tags:
      - Interest Rates
components:
  securitySchemes:
    EODHDQueryKey:
      type: apiKey
      in: query
      name: api_token
      description: EODHD API key (stored as a secret in ChatGPT).