Is there a way to source the preceeding interest accrual end date for fixed income securities via...

Is there a way to source the preceeding interest accrual end date for fixed income securities via Datascope Select? This is required when setting up a security master so that accrued interest can be calculating correctly.

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Accepted answers

Jirapongse

@manan.shah

You can refer to the Refinitiv DataScope Select Data Content Guide that lists all available content fields on DSS.

I found the "Accrual End Date" field in the Bond Schedules report template.

However, you can contact the Refinitiv DataScope Select support team directly MyRefinitiv to find the content for you.

All comments

Jirapongse

@manan.shah

You can refer to the Refinitiv DataScope Select Data Content Guide that lists all available content fields on DSS.

I found the "Accrual End Date" field in the Bond Schedules report template.

However, you can contact the Refinitiv DataScope Select support team directly MyRefinitiv to find the content for you.

manan.shah

@Jirapongse

Thank you for your resposne. I noticed this field, but it is only available for CMO/ABS asset types. I need a similar field that is available for Govt/Agency, Corporate, MBS, etc. Also, I noticed in the Composite report there is a field called Accrued Interest. When calculating the amount for that field, what date is Refinitiv leveraging and how can we access?

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