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Which service and api to get ,20-day average volume at a specific time, say for symbol RY.TO, MSFT.N
Hi All, Is it possible to get cross currency spreads for example to ZSpreadBp in Euro terms, either via fields or pricing parameters? And secondly, is it possible to retrieve and issuer curve as universe instead of adding bonds manually to the universe via bond.Definition. ? Best,
Hi all, I am trying to retrieve an historical time series for certain fields of corporate bonds, however it only returns me the latest value fields = [ 'TR.PriceClose.date', 'TR.FiIssueDate(SEG=G)', 'TR.FiMaturityYearsToRedem', 'TR.NICouponRate', 'COUPN_RATE', 'TR.CouponRate', 'EFF_DURTN', 'DURATION',…
I used to be able to price an IRS like this: def get_thb_legs(fixed_rate_pct:float=None, floating_spread_bps:float=None, receive_fixed:bool=True, notional_amount:float=100): fixed_dir, float_dir = ('Received', 'Paid') if receive_fixed else ('Paid', 'Received') fixed_leg = { 'legTag':'Fixed', 'direction':fixed_dir,…
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