Skip to main content
Skip table of contents

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

CODE
response = await session.term_structure(country="GBR", date=date(2022, 12, 31), maturity_date=date(2023, 12, 31))
JavaScript errors detected

Please note, these errors can depend on your browser setup.

If this problem persists, please contact our support.