Getting bond priced given CUSIP and given yield

Moti.Konak

Hello Team,

I am interested to get bond pricing for a given CUSIP and given yield hoping the backend can use the Bond terms in EJV(FI database). I tried the Bond_Pricing.ipynb examples and used different CUSIPs but none of the various examples(Bond Pricing, Single Bond, Individual Pricing Parameters) in CodeBook work(for those CUSIPs). I suspect this is because the given CUSIPs have no available RICs but not sure.

Can you please please provide any solution possible?

Some of the CUSIPs needed are:

06748F803, 06748H254, 06748J516, 17330X383, 17331M568, 17331M618, 4662AA760,4662AA786

I realize the bonds are categorized as Convertibles (with imbedded equity option) but I am interested only in the imbedded bond part.

as an example-06748F803. I am interested in an API that will return bond only price given yield of 5% and using the terms already in the database(e.i. CPN:12%, MAT:Feb 16th/2024 etc).

I realize I can use the "User Defined Bond example" but this will force me to extract the Bond terms first which already exist in MDS(duplicate work) and then push them back for a price.

Thanks

Moti

Jirapongse

@Moti.Konak

Thank you for reaching out to us.

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