2.2.4 TERMSTRUCTURE

Description: Query annualised risk-free rate for a given country and maturity date on the curve.

Method: POST

Path: /data-service/v2/yields

Parameters:

countryName (string, required):
Three-letter ISO code representing the country. Possible values can be obtained by calling countries.
valueDate (string in date format, required):
The date for the term structure.
maturityDate (string in date format, optional):
The maturity date on the term structure for which we want to query the rate.

Request Body

CODE

{
    "countryName": "GBR",
    "valueDate": "2022-12-31",
    "maturityDate": "2023-12-31"
}

Response

CODE

{
    "data": {
        "results": [
            {
                "countryId": 826,
                "countryName": "GBR",
                "reportDate": "2023-09-28",
                "valueDate": "2022-12-31",
                "maturityDate": "2023-12-31",
                "value": 0.0387629694278233,
                "value3": 0.037286617588171,
                "version": "2024-06-14T11:07:51.818000"
            }
        ]
    },
    "metaData": [
        {
            "dataCount": 1
        }
    ]
}