Our client is currently working on the government bond curve for the European region. However, using the method below, He is unable to retrieve EUR-denominated French government bonds (while major countries such as Germany and Belgium are returned correctly).
If you happen to know a way to obtain them, I would greatly appreciate it if you could kindly share your insights.
———-
rd.open_session()
gov_bond_list = rd.discovery.search(
view = rd.discovery.Views.GOV_CORP_INSTRUMENTS,
filter = f"RCSCurrencyLeaf eq 'Euro' and RCSTRBC2012Leaf eq 'Government & Government Finance' and AssetState eq 'AC'",
select = "DTSubjectName, RIC, ISIN, RCSAssetCategoryLeaf, AssetState, RCSCurrencyLeaf, DocumentTitle, MaturityDate, Identifier",
top=10000,
)
———-Is it OK to add IssuerCountryName eq 'France' to this filter instead of
RCSTRBC2012Leaf eq 'Government & Government Finance'
?
※For example, when he query the following ISIN in Workspace, it appears to fall under the category specified in the Python code above:
ISIN
FR0000187635