I'd like to clarify my use case further and seek advice on building a dynamic and parameterized search using Python.
My objective is to automate DCF discount rate derivation based on the issuer’s profile. Specifically, I want to:
1. Filter for credit curves based on:
• Credit rating (e.g., “BBB”)
• Currency (e.g., “USD”)
• Issuer country / HQ (e.g., Singapore → select “International” curves; US → select “Domestic” curves )
• Industry / sector (e.g., “Utilities”, “Real Estate”)
2. Retrieve the corresponding curve yield that matches these filters, ideally with a representative maturity (e.g., 5Y).
My questions are:
• What is the correct Python API interface or data layer to use for this kind of dynamic search?
• Are there generic curve RICs where I can query by rating, currency, and region directly from Python?
• Is there documentation or examples for programmatically constructing such queries, rather than exporting fixed queries from Advanced Search?
I want to use this as part of a repeatable valuation where the input parameters will vary depending on the issuer. Any guidance or templates would be greatly appreciated.