2.3.4 term_structure

Purpose
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.
Supported value can be obtained by referring to Inframetrics® Country Codes.
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

PY

response = await service.term_structure(
    country="GBR", 
    date=datetime.date(2022, 12, 31), 
    maturity_date=datetime.date(2023, 12, 31)
)

#Sample Response
#{
#    "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.