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Moti.Konak avatar image
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Getting bond priced given CUSIP and given yield

Hello Team,


I am interested to get bond pricing for a given CUSIP and given yield hoping the backend can use the Bond terms in EJV(FI database). I tried the Bond_Pricing.ipynb examples and used different CUSIPs but none of the various examples(Bond Pricing, Single Bond, Individual Pricing Parameters) in CodeBook work(for those CUSIPs). I suspect this is because the given CUSIPs have no available RICs but not sure.

Can you please please provide any solution possible?

Some of the CUSIPs needed are:

06748F803, 06748H254, 06748J516, 17330X383, 17331M568, 17331M618, 4662AA760,4662AA786

I realize the bonds are categorized as Convertibles (with imbedded equity option) but I am interested only in the imbedded bond part.

as an example-06748F803. I am interested in an API that will return bond only price given yield of 5% and using the terms already in the database(e.i. CPN:12%, MAT:Feb 16th/2024 etc).

I realize I can use the "User Defined Bond example" but this will force me to extract the Bond terms first which already exist in MDS(duplicate work) and then push them back for a price.

Thanks

Moti

eikon-data-apiworkspaceworkspace-data-api#technologyrdp-api#contentbonds
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wasin.w avatar image   wasin.w

Hello @Moti.Konak

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

raksina.samasiri avatar image   raksina.samasiri

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

Thanks,
AHS

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Jirapongse avatar image
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@Moti.Konak

Thank you for reaching out to us.

This forum is dedicated to technical queries on Refinitiv product APIs.

Please contact the helpdesk support team directly via MyRefinitv to verify the content available on the Instrument Pricing Analytics - Refinitiv Data Platform.

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