Hi I'm trying to retrieve the AUD Interest Swap curve using Datastream into python but am having trouble.
This is what I'm trying:
ds.get_data(tickers='<AUDIRS>', fields=['P'], start='2020-02-28', kind=1)
But it keeps telling me the code is invalid <AUDIRS> P $$ER: E100,INVALID CODE OR EXPRESSION ENTERED
I don't actually require a real time curve so am using datastream - all I need is to be able to get the curve for a specific value date.
I know the curve is composed of the tenors,
< 4YEARS “AUDQM3AB” + “(Tenor year number)Y”
>=4YEARS “AUDSM6AB” + “(Tenor year number)Y”
Payment frequencies are quarterly for tenors less than 4 yr, and semi-annual from 4 yr and above.
Floating leg’s indices are 3M BBSW for less than 4yr, and 6M BBSW for 4 yr and above.
What is the best way to get this from data stream using python