Cash Flow For a Bond Portfolio

rajanraju
rajanraju Contributor
in Eikon Data APIs

The excellent article Bond CashFlow article posted the Refinitiv Developer Community (https://developers.refinitiv.com/en/article-catalog/article/payout-schedule-and-cash-flow-analysis-for-a-bond-portfolio ) use IPA to build the cash flows. Can the same be done using just the Eikon API? I am unable to make the code in the article to work. So wondered if the Eikon API can do the same.

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  • nick.zincone
    nick.zincone admin
    Answer ✓

    Hi @rajanraju,

    It might be helpful if you were to demonstrate what/where you are specifically running into issues when using the code. If you are starting out, using the Quickstart guide as @Alex Putkov.1 highlighted is a great place to get familair, but I would also like to make you aware that in many cases if things fail, you can easily interrogate the responses by looking at additional details. For example, in the article, there is a call to get bond analytics:

    df = rdp.get_bond_analytics(
        universe = universe,
        fields = ["InstrumentCode",
                  "NotionalCcy",
                  "PositionInDealCcy",
                  "InterestPaymentFrequency", 
                  "CashFlowDatesArray",
                  "CashFlowInterestAmountsInDealCcyArray",
                  "CashFlowCapitalAmountsInDealCcyArray"
                 ]
    )

    If there happens to be an issue with the service, such as the user isn't permissioned to retrieve this information, the above result will produce an empty result set. However, you can interroate the response by issuing the following:

    rdp.get_last_status()

    This will provide some additional details. Hope this helps.

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