2.3.4 SIPAMETRICS - TERMSTRUCTURE
Description: Query annualised risk-free rate for a given country and maturity date on the curve.
Parameters:
country (string, required):
Three-letter ISO code representing the country.
Acceptable values can be obtained by calling countries.date (date, required):
The date for the term structure.maturity_date (date, required):
The maturity date on the term structure for which we want to query the rate.
Example
response = await session.term_structure(country="GBR", date=date(2022, 12, 31), maturity_date=date(2023, 12, 31))