List of all active and non active Bonds filtering for Maturity Date

Giorgio Cozzolino

I am looking to get a list of Bonds (Active and Matured) for a series of entities, within the last twenty years. At the moment I am using the following to gather a list of active fixed income securities issued by a particular entity:

    fi_fields = ['BondRatingLatest', 'IssuerOAPermid','IssuerOrgid','IssuerID','IssuerCommonName','ParentIssuerName', 'ParentOAPermID','IssueRating','IssueRatingSourceCode','BondRatingLatestSourceCode',
                 'AssetTypeDescription','DebtTypeDescription','ISIN','MainSuperRIC','DBSTicker','IsGreenBond','IssueDate', 'Currency', 'RCSCurrencyLeaf','FaceIssuedTotal',
                 'EOMAmountOutstanding', 'NextCallDate','CouponRate','IsPerpetualSecurity','MaturityDate','CdsSeniorityEquivalentDescription','Price', 'DTSimpleType']

    for org in orgids_list:
        query = "IssuerOAPermID eq '" + str(org) + "' and IsActive eq true and not(AssetStatus in ('MAT'))"
        df = rdp.search(view = rdp.SearchViews.GovCorpInstruments, 
                     filter = query,
                     top = 10000,
                     select = ','.join(fi_fields),
                     navigators = "Currency")

I have slightly amended the code to turn IsActive into False which can work - nevertheless I was wondering if there is perhaps a better way to filter the dataset already in the query? Would you please help me for example in structuring the code if I want for example to:

- Option1. Filter for anything from 2000 onwards via 'MaturityDate' field (I am having troubles here since the datatype is date)

- Option 2. Filter for AssetState being different from 'AC' (stands for Active)

Lastly, is there a field in the GovCorpInstruments RDP view whereby I can clearly select for Bonds? At the moment I am bringing in all securities issued by an entity, and that includes commercial papers which I suspect cannot be ran for Ownership? If you could confirm this last two points that would be great.

Thank you so much!

nick.zincone

Hi @Giorgio Cozzolino

Within this Search Article, you can find a number of things that can help you here.

Bond Status

Instead of using the boolean flag 'IsActive', I would suggest you use the AssetStatus as a guide to filter out specifically what you want. For example, within the Common Properties section of the article, you can see the available values for AssetStatus

For example: not(AssetStatus in ('DC' 'ST'))

Asset Type

Within that same section, there is a property called: 'SearchAllCategoryv3' that will allow you to filter out all non-bonds.

For example: SearchAllCategoryv3 xeq 'Bonds'

Date filter

Within the Examples Section of the article, contain links to a number of Notebooks that demonstrate a number of very useful examples. Within the Filter example reference, you can see a few examples of using date within filters. For example:

For example:

import datetime as dt
...
f"MaturityDate ge {dt.datetime.today().strftime('%Y-%m-%d')}"

'MaturityDate ge 2021-09-30'