Bond.Pricing Cross Currency

sje

Hi All,

Is it possible to get cross currency spreads for example to ZSpreadBp in Euro terms, either via fields or pricing parameters?

And secondly, is it possible to retrieve and issuer curve as universe instead of adding bonds manually to the universe via bond.Definition. ?

Best,

Jirapongse

@sje

Thank you for reaching out to us.

Please check the output fields and parameters from the IPA Financial Contracts: Bond Contracts guide.

As this forum is more for programming type queries, rather than content queries - I would recommend you raise a 'I need help using the product' ticket with our helpdesk (Instrument Pricing Analytics - Delivery Platform). That way a Content specialist can work closely with you and answer the questions.