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))