spot
The spot rate for any maturity is the yield on a bond that provides a single payment at that maturity. This is a zero coupon bond. Because each spot rate pertains to a single cashflow, it is the relevant interest rate concept for discounting a pension liability at the same maturity.
Usage
spot [-m MATURITY] [-c CATEGORY] [-d] [-s START_DATE] [-e END_DATE]
Parameters
Name | Parameter | Description | Default | Optional | Choices |
---|---|---|---|---|---|
maturity | -m --maturity | What maturity you'd like to collect data for | 10y | True | None |
category | -c --category | What category you'd like to collect data for | spot_rate | True | None |
description | -d --description | Whether to provide a description of the data. | False | True | None |
start_date | -s --start | Starting date (YYYY-MM-DD) of data | 1980-01-01 | True | None |
end_date | -e --end | Ending date (YYYY-MM-DD) of data | None | True | None |