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.