How to translate adfin formula for previous coupon date in API?

How to translate adfin formula for previous coupon date in API?

=CpnPrev(TODAY(),TR($B3,"TR.ADF_MATDATE"),TR($B3,"TR.ADF_BONDSTRUCTURE"))

B3 is the Bond e.g. XS1970549561

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Accepted answers

nick.zincone

Hi @Tim.Diego

Try the following:

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond

# Open a session
rd.open_session()

# Using the Fundamental and Reference service
rd.get_data(['XS1970549561'], ['TR.ADF_MATDATE', 'TR.ADF_BONDSTRUCTURE'])

##############
# Alternatively
##############

# Using Instrument Pricing Analytics
response = bond.Definition(
    instrument_code = 'XS1970549561',
    fields = [
        "InstrumentCode",
        "BondType",
        "Structure",
        "RateStructure"
    ]
).get_data()
response.data.df

All comments

nick.zincone

Hi @Tim.Diego

Try the following:

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond

# Open a session
rd.open_session()

# Using the Fundamental and Reference service
rd.get_data(['XS1970549561'], ['TR.ADF_MATDATE', 'TR.ADF_BONDSTRUCTURE'])

##############
# Alternatively
##############

# Using Instrument Pricing Analytics
response = bond.Definition(
    instrument_code = 'XS1970549561',
    fields = [
        "InstrumentCode",
        "BondType",
        "Structure",
        "RateStructure"
    ]
).get_data()
response.data.df

Tim.Diego

Hi @nick.zincone , thank you for this, it works however the output are the Bond Type, Structure and Rate Structure. The formula above displays the previous coupon date. Is it possible to add this function to the syntax above =CpnPrev(TODAY() ?

m.bunkowski

Hi @Tim.Diego

Does it help?

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond
rd.open_session()

response = bond.Definition(
    instrument_code = 'XS1970549561',
    fields = [
        'PreviousCouponDate'
    ],
    pricing_parameters = bond.PricingParameters(
        valuation_date="2023-03-31",
    )
).get_data()
response.data.df

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