How to translate adfin formula for previous coupon date in API?

Tim.Diego · March 2023

How to translate adfin formula for previous coupon date in API?

=CpnPrev(TODAY(),TR($B3,"TR.ADF_MATDATE"),TR($B3,"TR.ADF_BONDSTRUCTURE"))

B3 is the Bond e.g. XS1970549561

nick.zincone · March 2023

Hi @Tim.Diego

Try the following:

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond

# Open a session
rd.open_session()

# Using the Fundamental and Reference service
rd.get_data(['XS1970549561'], ['TR.ADF_MATDATE', 'TR.ADF_BONDSTRUCTURE'])

##############
# Alternatively
##############

# Using Instrument Pricing Analytics
response = bond.Definition(
    instrument_code = 'XS1970549561',
    fields = [
        "InstrumentCode",
        "BondType",
        "Structure",
        "RateStructure"
    ]
).get_data()
response.data.df

Tim.Diego · March 2023

nick.zincone

Mar 30, 2023

Hi @Tim.Diego

Try the following:

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond

# Open a session
rd.open_session()

# Using the Fundamental and Reference service
rd.get_data(['XS1970549561'], ['TR.ADF_MATDATE', 'TR.ADF_BONDSTRUCTURE'])

##############
# Alternatively
##############

# Using Instrument Pricing Analytics
response = bond.Definition(
    instrument_code = 'XS1970549561',
    fields = [
        "InstrumentCode",
        "BondType",
        "Structure",
        "RateStructure"
    ]
).get_data()
response.data.df

Hi @nick.zincone , thank you for this, it works however the output are the Bond Type, Structure and Rate Structure. The formula above displays the previous coupon date. Is it possible to add this function to the syntax above =CpnPrev(TODAY() ?

m.bunkowski · March 2023

Tim.Diego

Mar 31, 2023

Hi @nick.zincone , thank you for this, it works however the output are the Bond Type, Structure and Rate Structure. The formula above displays the previous coupon date. Is it possible to add this function to the syntax above =CpnPrev(TODAY() ?

Hi @Tim.Diego

Does it help?

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond
rd.open_session()

response = bond.Definition(
    instrument_code = 'XS1970549561',
    fields = [
        'PreviousCouponDate'
    ],
    pricing_parameters = bond.PricingParameters(
        valuation_date="2023-03-31",
    )
).get_data()
response.data.df

How to translate adfin formula for previous coupon date in API?

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