Get list of constituents of an issuer curve

Hi,

Does anyone know how I can get a list of constituents of an issuer curve like '0#DEAAAEURAGEBMK='?

In the Data Item Browser, I can only find "TR.IndexJLConstituentsName", which shows the last constituents that joined or left. Is there a way to obtain the full list of constituents?

Thanks.

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Accepted answers

aramyan.h

Hi @Michael.Medvedovski ,

Here is the equivalent code in RD:

import refinitiv.data as rd
from refinitiv.data.discovery import Chain
rd.open_session()
chain_rics = Chain(name="0#DEAAAEURAGENCY").constituents
rd.get_data(chain_rics, ['OFFCL_CODE','DSPLY_NAME','COUPN_RATE','MATUR_DATE','CF_BID','CF_ASK','RT_YIELD_1'])

Best regards,

Haykaz

All comments

raksina.samasiri

Hi @Michael.Medvedovski ,

Is this what you're looking for?

import refinitiv.data.eikon as ek

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

df, err = ek.get_data(['0#DEAAAEURAGEBMK='], [ 'DSPLY_NAME'])
df

However, I'd like to introduce the newer RD Library the provides a simplified Chain interface as below.

import refinitiv.data as rd
from refinitiv.data.discovery import Chain

rd.open_session()

c = Chain(name="0#DEAAAEURAGEBMK=")
print(c.constituents)

You should have an access to the RD Library - desktop session if you are currently having an access to Eikon Data API, more detail can be found in the quick start guide

To learn more about chain object, feel free to check this article

Michael.Medvedovski

Thank you very much @raksina.samasiri for your quick response.

However, what I actually meant was that I want to generate a list of the constituents (especially their ISINs), which are the bonds that were used to construct this issuer curve. I hope you are able to help me.

Bonds in the section "bond constituents":

Thank you!

raksina.samasiri

Hi @Michael.Medvedovski ,

Thank you for an information, is this what you're looking for

df, e = ek.get_data(['0#DEAAAEURAGENCY'],['OFFCL_CODE','DSPLY_NAME','COUPN_RATE','MATUR_DATE','CF_BID','CF_ASK','RT_YIELD_1'])
df

Michael.Medvedovski

Thanks. Though this seems to work via eikon only currently. Does the refinitiv data library have that option as well?

aramyan.h

Hi @Michael.Medvedovski ,

Here is the equivalent code in RD:

import refinitiv.data as rd
from refinitiv.data.discovery import Chain
rd.open_session()
chain_rics = Chain(name="0#DEAAAEURAGENCY").constituents
rd.get_data(chain_rics, ['OFFCL_CODE','DSPLY_NAME','COUPN_RATE','MATUR_DATE','CF_BID','CF_ASK','RT_YIELD_1'])

Best regards,

Haykaz

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