2.2.4 Term Structure

Purpose

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

Endpoint

POST

/data-service/v2/yields

Parameters

• countryName (string, required):
  Three-letter ISO code representing the country.
  Supported value can be obtained by referring to Inframetrics® Country Codes.

• valueDate (string, required):
  The date for the term structure, formatted as YYYY-MM-DD.

• maturityDate (string, required):
  The maturity date on the term structure for which we want to query the rate, formatted as YYYY-MM-DD.

Example

• Request

  JSON

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

• Response

  JSON

  {
      "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
          }
      ]
  }

Please kindly ignore “value3” in the result - this may be removed in the future.