constituent bonds of a certain CDS

How to retrieve the constituent bonds of a certain CDS through python API?
Best Answer
-
Hi @oriana.xfu ,
Please check the following workflow to get ref obligations for the singe name CDS
1. get constituent bond ISINs:
df, err = ek.get_data('AAPL5YUSAX=R', fields = ["TR.BondISIN"])
df2. Request CDS related fields and filter the results to show the bonds with Metrkit ref Obligation name:
ref_obligations, err = ek.get_data(df['Bond ISIN'].to_list(), fields = ["TR.CDSRED9", "TR.FiCurrency", "TR.CPTYPE", "TR.ADF_COUPON", "TR.FIMaturityDate", "TR.FiIsConvertible", "TR.CDSMarkitOBName", "TR.CDSMarkitSeniority"])
ref_obligations[ref_obligations['Markit Ref Oblig. Name'] != 'NA']Best regards,
Haykaz
0
Answers
-
Hi @oriana.xfu ,
If I got your question right and ITAIG5Y40= is a type of CDS RIC you might be after, then you can perhaps use the following code:
df, err = ek.get_data('ITAIG5Y40=', fields = [ "TR.CDSConstWeight", "TR.CDSConstFITIID", "TR.CDSConstOrgName", "TR.CDSConstCUSIP", "TR.CDSConstRED6"])
dfHope this helps.
Best regards,
Haykaz
0 -
Thank you for your help @aramyan.h. I note that your example (ITAIG5Y40=) refers to an index CDS. What I'm trying to retrieve are the reference obligations of specific single-name CDS instruments (e.g., AAPL5YUSAX=R), while Eikon returns nothing on the above-mentioned code. Is there any way to achieve this?
0 -
Hi @aramyan.h, the code works well, thanks for your help.
0
Categories
- All Categories
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 613 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 248 ETA
- 552 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 630 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 26 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 191 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 86 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛