1.2.4 PRIVATEMETRICS.TERMSTRUCTURE
TERMSTRUCTURE(country, date, maturitydate)
Query annualised risk-free rate for a given country and maturity date on the curve
Parameters
COUNTRY: Text
Three-letter ISO code. The possible values can be obtained by calling PRIVATEMETRICS.COUNTRIES()
DATE: Date
The date of the term structure
MATURITYDATE: Date
The maturity date on the term structure for which we want to query the rate
Returns
Number
Examples
CODE
=PRIVATEMETRICS.TERMSTRUCTURE(DATE(2022,12,31), DATE(2023,12,31), "GBR")Returns
3.88%
This can also be called by referencing values from the spreadsheet
