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nicolas.cerrajero avatar image
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How to get the cds curve code from a bond ISIN?

For example, I have a bond ISIN XS1061711575, and I want to use python code to get the cds curve code 0#AEGNEUAMRBMK=.

How can I make it work?

Thank you so much!

eikon-data-api#contentipa
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nick.zincone avatar image
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Hi @nicolas.cerrajero

I would suggest you review some of the documentation around the details of the parameters - you will find listed all the parameters available for CDS Contracts defined within the IPA Financial Contracts section. If you find you will need additional assistance around the explanation of some of the parameters, the best resource is through the helpdesk as they can bring in a content specialist around analytics.

I would first try to see if the service will accept the ISIN directly as the 'instrument_code' and if not there are symbology conversion APIs available for use.

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nick.zincone avatar image
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Hi @nicolas.cerrajero

I would recommend you review the IPA - CDS Python example code to get you started.

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nicolas.cerrajero avatar image nicolas.cerrajero

Hi,

Thank you for your reply!

The code you provided also needs the cds RIC BNPP5YEUAM=R as an input. I wonder how to get it from a bond ISIN like USF1R15XL274.

Thanks!

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