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https://github.com/dharmatech/fed_net_liquidity.py


https://github.com/dharmatech/fed_net_liquidity.py

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# fed_net_liquidity.py

Library for calculating Fed Net Liquidity

Fed Net Liquidity = WALCL - RRP - TGA

Where:

WALCL = Federal Reserve balance sheet assets

pypi package:

https://pypi.org/project/fed-net-liquidity/