SNB & SARON

The SNB class provides access to Swiss National Bank policy rates and SARON (Swiss Average Rate Overnight), the CHF risk-free reference rate.

from swiss_finance import SNB

Policy Rate

`SNB.get_policy_rate`

SNB.get_policy_rate(provider='snb_official') -> float

Get the current SNB policy rate.

Returns: Current policy rate in percent (e.g. 0.5 means 0.5%).

Raises: SNBAPIError if the API call fails.

Example:

rate = SNB.get_policy_rate()
print(f"SNB Policy Rate: {rate}%")
# SNB Policy Rate: 0.5%

`SNB.get_historical_rates`

SNB.get_historical_rates(start=None, end=None, provider='snb_official') -> pd.DataFrame

Get historical SNB policy rates.

Parameters:

Parameter	Type	Description
`start`	`str`	Start date `YYYY-MM` (optional)
`end`	`str`	End date `YYYY-MM` (optional)
`provider`	`str`	Data provider (default: `'snb_official'`)

Returns: DataFrame with DatetimeIndex and rate column (float, percent).

Raises: ValueError if start > end.

Example:

rates = SNB.get_historical_rates(start="2015-01", end="2025-12")
print(rates.head())

            rate
date
2015-01-01  0.00
2015-02-01 -0.75
2015-03-01 -0.75
...

# Plot
rates.plot(title="SNB Policy Rate")

SARON — Monthly average

`SNB.get_saron`

SNB.get_saron(provider='saron') -> float

Get the current SARON monthly average. The SARON is the CHF risk-free reference rate, replacing LIBOR CHF since 2021.

Returns: Current SARON monthly average in percent.

Raises: SNBAPIError, FetchError.

Example:

saron = SNB.get_saron()
print(f"SARON: {saron}%")
# SARON: 0.52%

# Use as annual risk-free rate for Sharpe ratio
rf_annual = saron / 100

`SNB.get_historical_saron`

SNB.get_historical_saron(start=None, end=None) -> pd.DataFrame

Get historical SARON monthly averages (data available from 2009).

Parameters:

Parameter	Type	Description
`start`	`str`	Start date `YYYY-MM` (optional)
`end`	`str`	End date `YYYY-MM` (optional)

Returns: DataFrame with DatetimeIndex and rate column.

Raises: ValueError if start > end, SNBAPIError.

Example:

saron = SNB.get_historical_saron(start="2021-01")
print(saron.tail(5))

              rate
date
2025-08-01    0.44
2025-09-01    0.42
2025-10-01    0.40
2025-11-01    0.52
2025-12-01    0.52

SARON — Daily fixing

`SNB.get_saron_daily`

SNB.get_saron_daily() -> float

Get the latest SARON daily fixing. Published at the close of each business day. More granular than the monthly average — use for daily risk calculations.

Returns: Latest SARON daily fixing in percent.

Example:

saron = SNB.get_saron_daily()
print(f"SARON daily: {saron}%")
# SARON daily: 0.515%

# Daily risk-free rate for Sharpe ratio
rf_daily = saron / 100 / 252
print(f"Daily rf: {rf_daily:.8f}")
# Daily rf: 0.00000204

`SNB.get_historical_saron_daily`

SNB.get_historical_saron_daily(start=None, end=None) -> pd.DataFrame

Get historical SARON daily fixings (business days only, data from 2009).

Parameters:

Parameter	Type	Description
`start`	`str`	Start date `YYYY-MM-DD` (optional)
`end`	`str`	End date `YYYY-MM-DD` (optional)

Returns: DataFrame with DatetimeIndex (business days) and rate column.

Raises: ValueError if start > end, SNBAPIError.

Example:

saron = SNB.get_historical_saron_daily(start="2024-01-01", end="2024-12-31")
print(saron.head(5))

              rate
date
2024-01-02    1.72
2024-01-03    1.72
2024-01-04    1.72
2024-01-05    1.72
2024-01-08    1.72

# Cumulative compounded risk-free return
rf_cumulative = ((1 + saron["rate"] / 100 / 252)).cumprod()

Provider utilities

`SNB.list_providers`

SNB.list_providers() -> list

List all registered SNB data providers.

Example:

SNB.list_providers()
# ['snb_official', 'saron']

Data source

All SNB data is fetched from the official SNB data portal (data.snb.ch).

Dataset	SNB Cube
Policy Rate	`snboffzisa`
SARON monthly	`zimoma`
SARON daily	`snbgwdzid`