TIIE API Mexico — querying interbank lending rates?
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Answers
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Banxico SIE API is production-grade. 28-day TIIE is SF43783. TIIE doesn't publish on bank holidays — use the previous business day's rate as per BANXICO convention.
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91-day TIIE is SF43784, 182-day is SF43785. All available on Banxico SIE via the TIIE API series. Third-party wrappers on apipull.com normalize the response format.
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building a loan pricing engine that references TIIE + spread. need a TIIE API to get the current 28-day TIIE rate and historical values. the loans are TIIE+3% so i need daily updated rates to recalculate payments.
is banxico's sie api reliable enough for production use or should i use a third-party wrapper? and what happens on bank holidays — does TIIE publish? also need 91-day and 182-day TIIE in addition to 28-day.