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VyaJunaine.Gutierrez

3 ●2 ●2 ●6

Is there any way that Client can get the fixing for a bond with floating rate note for a historic date?

Hi Team,

Good day.

Is there any way that Client can get the fixing for a bond with floating rate note for a historic date?

He would like to get the data as per 2023-03-31, i.e what the coupon rate was as per 2023-03-31.

See below Client's current python code

rics,e3 = ek.get_data(list(issued_bonds['ISIN-kod']),"TR.RIC")

eikon_data,e3 = ek.get_data(list(rics['RIC']),["TR.FiIndustrySectorDescription","TR.FiIndustrySubSectorDescription","TR.FiIssuerName","TR.FiMaturityDate","TR.FiIssueDate",\

"TR.CouponRate","TR.FiCouponFrequency","TR.ADF_MARGIN","TR.ACCRUEDINTEREST","TR.FiOriginalAmountIssued","TR.FiFaceIssuedTotal","TR.IssuerRating","TR.FiIssuerSPLongRating"])

I will send 2 attachments from Client via dev advocate emails as I am unable to attach these files here.

#technology #content python api

May 29, 2023 at 02:15 PM

10 |1500

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Jirapongse May 30, 2023 at 01:27 AM

@VyaJunaine.Gutierrez

I have removed the emails from the question because the forum is public and we shouldn't expose our email groups to the public.

VyaJunaine.Gutierrez Jirapongse May 30, 2023 at 01:48 PM

Apologies and noted @Jirapongse Thank you

Jirapongse Jun 13, 2023 at 05:11 AM

@VyaJunaine.Gutierrez

Hi,

Thank you for your participation in the forum.

Are any of the replies below satisfactory in resolving your query?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse Jun 20, 2023 at 08:36 AM

@VyaJunaine.Gutierrez

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

m.bunkowski

1.4k ●5 ●3 ●6

Hi @VyaJunaine.Gutierrez

What if you try this approach.
Here you can get the full array of annual rates and the dates. You can either choose the trade date or calculate it from the issue date. Does it meet your requirements?

import refinitiv.data as rd
from refinitiv.data.content.ipa.financial_contracts import bond
rd.open_session()
response = bond.Definition(
    instrument_code="XS0010276466",
    fields=[
        'CashFlowDatesArray', 
        'CashFlowAnnualRatesPercentArray'],
    pricing_parameters = bond.PricingParameters(
        trade_date="2020-06-01"
        #compute_cash_flow_from_issue_date = True 
)).get_data()

Jun 01, 2023 at 09:36 AM

10 |1500

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marcus.barthelson Jun 28, 2023 at 07:27 PM

Hi,

the problem is that we have the system Eikon and not Refinitiv so we cannot use "import refinitiv.data" I assume?

/Safia

anass.yazane.1

98 ●5 ●5 ●15

Hi

Accrued Interest (Coupon Rate) can be calculated by specifiying calculation date in the past as below:

TR.ACCRUEDINTEREST(SDate=2023-05-21)

Regards

May 29, 2023 at 02:54 PM

10 |1500

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VyaJunaine.Gutierrez May 31, 2023 at 07:12 PM

Hi @anass.yazane.1 Thank you but as per Client unfortunately it did not work for Coupon Rate, but worked for accrued interest.

Can you kindly check back?

Thank you.

VyaJunaine.Gutierrez

3 ●2 ●2 ●6

Hi @anass.yazane.1 Thank you but as per Client unfortunately it did not work for Coupon Rate, but worked for accrued interest.

Can you kindly check back?

Thank you.

May 30, 2023 at 01:48 PM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

marcus.barthelson

1 ●0 ●0 ●0

Hi! I get the following error "No module named 'refinitiv'". Maybe that is because we have Eikon and not refinitiv?

Jun 05, 2023 at 08:10 PM

10 |1500

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Jirapongse Jun 06, 2023 at 04:58 AM

You need to install https://pypi.org/project/refinitiv-data/.

The library works with Eikon via the Desktop session. The examples are available on GitHub.