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Pricing a bond with a modified yield curve

Hello,

I have downloaded the yield curve of a bond benchmark using the following

import refinitiv.data.eikon as ek

curve = ek.get_data('0#ITXZ=R',['MATUR_DATE','PRIMACT_1'])

Then I modify the yield curve by applying a parallel shift of 25bp via:

curve['Shifted_Rate'] = curve['PRIMACT_1ì] + 0.25

Now I want to reprice a bond using the shifted yield curve.

How can I achieve this using Refinitiv built-in functions?

Many thanks in advance.

python#product#contentbondsjupyter-notebook
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@a.melo

Thank you for reaching out to us.

I am not sure if the Eikon Data API can do this. You can contact the Eikon or Refintiiv Workspace suppor team via MyRefinitiv and ask how to do this in Excel. Then, we may be able to apply it to the Python code.

However, it may relate to the Instrument Pricing Analytics (IPA) endpoint in the Refinitiv Data Platform.



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