Get list of constituents of an issuer curve

Michael.Medvedovski
Michael.Medvedovski Newcomer
in Eikon Data APIs

Hi,

Does anyone know how I can get a list of constituents of an issuer curve like '0#DEAAAEURAGEBMK='?

In the Data Item Browser, I can only find "TR.IndexJLConstituentsName", which shows the last constituents that joined or left. Is there a way to obtain the full list of constituents?

Thanks.

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Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @Michael.Medvedovski ,


    Here is the equivalent code in RD:

    import refinitiv.data as rd
    from refinitiv.data.discovery import Chain
    rd.open_session()
    chain_rics = Chain(name="0#DEAAAEURAGENCY").constituents
    rd.get_data(chain_rics, ['OFFCL_CODE','DSPLY_NAME','COUPN_RATE','MATUR_DATE','CF_BID','CF_ASK','RT_YIELD_1'])


    screenshot-2023-12-13-at-095943.png


    Best regards,

    Haykaz

Answers

  • raksina.samasiri
    raksina.samasiri admin

    Hi @Michael.Medvedovski ,

    Is this what you're looking for?

    import refinitiv.data.eikon as ek

    ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

    df, err = ek.get_data(['0#DEAAAEURAGEBMK='], [ 'DSPLY_NAME'])
    df

    1700639681883.png

    However, I'd like to introduce the newer RD Library the provides a simplified Chain interface as below.

    import refinitiv.data as rd
    from refinitiv.data.discovery import Chain

    rd.open_session()

    c = Chain(name="0#DEAAAEURAGEBMK=")
    print(c.constituents)

    1700640314158.png

    You should have an access to the RD Library - desktop session if you are currently having an access to Eikon Data API, more detail can be found in the quick start guide

    To learn more about chain object, feel free to check this article

  • Michael.Medvedovski
    Michael.Medvedovski Newcomer

    Thank you very much @raksina.samasiri for your quick response.

    However, what I actually meant was that I want to generate a list of the constituents (especially their ISINs), which are the bonds that were used to construct this issuer curve. I hope you are able to help me.

    Bonds in the section "bond constituents":

    1700643937991.png

    Thank you!

  • raksina.samasiri
    raksina.samasiri admin

    Hi @Michael.Medvedovski ,

    Thank you for an information, is this what you're looking for

    df, e = ek.get_data(['0#DEAAAEURAGENCY'],['OFFCL_CODE','DSPLY_NAME','COUPN_RATE','MATUR_DATE','CF_BID','CF_ASK','RT_YIELD_1'])
    df

    1701422591168.png

  • Michael.Medvedovski
    Michael.Medvedovski Newcomer

    Thanks. Though this seems to work via eikon only currently. Does the refinitiv data library have that option as well?

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