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Calculation of FX Forward start date and Maturity date
Hello friend, I'm using Workspace Codebook to calculate FX forward start date and maturity date. I remembered that we have adfin function is something like FxCalcPeriod() to get the Maturity Date of FX forward if I provide the currency pairs, Start Date, and Tenor as input. Do we have a similar script for Codebook? Thanks…
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Setting collateral currency for swap pricing in Refinitiv Data Library for Python
Hi, I'm using swap from lseg.data.content.ipa.financial_contracts within the Refinitiv Data Library for Python. I would like to set a collateral currency like I can do in the SWPR app (see the screenshot). Is this possible? I can't find an arg for this in the documentation. Thanks
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QPS Financial Contracts API - Service Unavailable
Hello, I ran into the following error today: {'error': {'id': '3a4945f9-f869-4b70-9108-c4022368608a', 'code': 'QpsCommon.ERROR_BACKEND_ACCESS_FAILURE', 'status': 'Service Unavailable', 'message': '[QpsDps] I/O error on POST request for "https://qps-dps-use1.int.refinitiv.com/pricing/prepare": Read timed out'}} My code was…
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Bond.Pricing Cross Currency
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,
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How to get daily future deliverable basket analysis result via refinitive data python API?
Dear support team I would like to get historical time series of the following delivery basket information in daily basis. response = bond.Definition( instrument_code='TYc1', extended_params={'instrumentType': "BondFuture"}, fields=["DeliveryBasket"] ).get_data() response.data.raw How can I achieve? Particularly I would…
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IPA interest rate cap volatility source
Hi, is there a field which can be used in the Python Refinitiv Data IPA Financial Contracts cap/floor definition to change the volatility source? I am looking specifically at USD SOFR caps. For example, on the CAPF gui you can change source with the dropdown below.
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Commodity Options data (Option Price)
Hi, Using the API, is there a way to retrieve options data (mainly option prices) for commodities (e.g., 0#NG+, 0#CL+) from a past date? For example, I need the values of some Natural Gas and Crude options as of 12/29/2023. Is it possible to get option prices for those options on that specific day? Currently, I use the…
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Python Refinitiv Data IPA Financial Contract IR Swap intra-day pricing with datetime
I'm trying to price a SOFR swap at intra-day time periods. The documentation implies that a datetime can be provided, however, responses from the service show no valuation differences if a different time is used. See below for example code and outputs. response = rdf.Definitions( universe=[swap.Definition(…
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User data for ReferenceCurve under IPA ZC-curves
Dear Developer community I'm trying to generate ZC Curves using Custom/user data by indicating a curveConstituents. I am able to do it for Curve subject to calculation, but i'm not able to the same for ReferenceCurve. i Want to generate ZC curve using EUR as Collat and then should be used as referencecurve. many thanks for…
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How to get the cds curve code from a bond ISIN?
For example, I have a bond ISIN XS1061711575, and I want to use python code to get the cds curve code 0#AEGNEUAMRBMK=. How can I make it work? Thank you so much!
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IPA Financial Contracts for Fx Cross api - error responses
I am using the IPA Financial Contracts for Fx Cross api to resolve Fx prices. I have made the same request (see payload below) several times over a period of 2-3 hours. Sometimes I receive an error response, sometimes I get a successful response. The error response was: QPS-Pricer.8020:Market data: No Fx Spot Point…
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Define constituents instruments of zero rate curve and then calculate
Hi, I am exploring zc_curves inside refinitiv.data.content.ipa.curves and want to define constituents of the curve by myself, e.g. choose some tenors of the IRS rather than using refinitiv default instruments. Then when I pull the zero rate curve, refinitiv calculates the curve based on my selected instruments. Is it…
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Bond calculator - cash flow
How is it possible to create the "norm factor" and "residual amount usd" column in bond calculator cash flow section using Eikon API or codebook? If so, is it possible to have these columns for multiple bond ISINs?
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Forward Valuation as on specific Time & Date using refinitiv.data.content.ipa.financial_contracts...
....cross By default forward valuation takes Spot as of NY Close. Tried passing datetime string. But its just taking NY Close. Is there any other parameter which an help to take spot rate as of a particular time ? pricing_parameters=cross.PricingParameters( market_data_date=specific_date_and_time,…
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Understanding why certain bonds return no data from RDP "get_bond_analytics" python function
I am using the RDP python package's `get_bond_analytics` function to get bond cashflow data like so: ``` import refinitiv.dataplatform as rdp from refinitiv.dataplatform.content.ipa import bond df = rdp.get_bond_analytics( universe=[<List of RICS codes>], fields=[ 'Isin', 'RIC', 'Cusip', 'Sedol', 'Ticker',…
