How to translate adfin formula for previous coupon date in API?
=CpnPrev(TODAY(),TR($B3,"TR.ADF_MATDATE"),TR($B3,"TR.ADF_BONDSTRUCTURE"))
B3 is the Bond e.g. XS1970549561
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How to translate adfin formula for previous coupon date in API?
=CpnPrev(TODAY(),TR($B3,"TR.ADF_MATDATE"),TR($B3,"TR.ADF_BONDSTRUCTURE"))
B3 is the Bond e.g. XS1970549561
Hi @Tim.Diego
Try the following:
import refinitiv.data as rd from refinitiv.data.content.ipa.financial_contracts import bond # Open a session rd.open_session() # Using the Fundamental and Reference service rd.get_data(['XS1970549561'], ['TR.ADF_MATDATE', 'TR.ADF_BONDSTRUCTURE']) ############## # Alternatively ############## # Using Instrument Pricing Analytics response = bond.Definition( instrument_code = 'XS1970549561', fields = [ "InstrumentCode", "BondType", "Structure", "RateStructure" ] ).get_data() response.data.df
Hi @nick.zincone , thank you for this, it works however the output are the Bond Type, Structure and Rate Structure. The formula above displays the previous coupon date. Is it possible to add this function to the syntax above =CpnPrev(TODAY() ?
Hi @Tim.Diego
Does it help?
import refinitiv.data as rd from refinitiv.data.content.ipa.financial_contracts import bond rd.open_session() response = bond.Definition( instrument_code = 'XS1970549561', fields = [ 'PreviousCouponDate' ], pricing_parameters = bond.PricingParameters( valuation_date="2023-03-31", ) ).get_data() response.data.df