EUR Risk Free Rate
Complete yield curve with one query. Iinput for options calculations other pricing stuff. It was cumbersome for me to do multiple queries to get every strip of maturity via the ECB data warehouse for a single day. I don't blame anyone. Stuff just does get big with time. I created a solution which worked for me and would like to share it. Data is derived from sovereign bonds rated with triple A…
101 subscribers
2 endpoints
The in-depth APIMemo review for this API hasn't been published yet —
the data below comes straight from the public marketplace listing.
EUR Risk Free Rate endpoints
| Method | Endpoint | Description |
|---|---|---|
| time series | ||
| GET |
Time Series - Single maturity /euro/curve/single |
single maturity for a date range |
| GET |
Time Series - Yield Curve /euro/curve |
yield curve for a date range |
EUR Risk Free Rate pricing
| Plan | Price | Rate limit | Quotas |
|---|---|---|---|
| BASIC Recommended | Free | — |
|
