How to get "Accrued Interest Truncation"

KA27
KA27 Newcomer
in Eikon Data APIs

accruedtruncation.png

Please find the attachments.

Let me know how to get "Accrued Interest Truncation" Filed.

I can not found "Accrued Interest Truncation" from Data Item Browser.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓
    @KA27

    Accrued interest truncation value in your screenshot comes from ARND keyword in the string returned by TR.ADF_BONDSTRUCTURE field. This field returns a string containing various parameters of the bond's terms & conditions defined through a set of keywords. This string can be directly used in Adfin Analytics functions providing standard calculations for fixed income instruments such as calculating yield from price and vice versa.

Answers

  • nick.zincone
    nick.zincone admin

    Hi @KA27,

    It is usually best when asking content-specific questions such as this one to direct them to the Refinitiv Helpdesk, which you can reach by either using Contact Us capability in your Eikon application or by calling the Helpdesk number in your country. The moderators on this forum do not have deep expertise in every type of content available through Eikon. The Helpdesk will research your question and will get back to you.

    That being said, I looked into the Data Item Browser and did not specifically find this field. When I looked at the accrued interest value, I can see it rounded to 7 decimals, i.e.

    image

    It might be possible the display you provided in your screenshot may be a calculated value based on the accrued interest. But I would confirm with the helpdesk.

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Additional information to @Alex Putkov.1 answer.

    1. Get ARND

    image

    2. get number and string

    string = NEAR

    number = 1E-7, calculate log(1/number) = log(1/(1E-7)) = 7

    image

    So it is "round near 7"

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