Dear Developers community,
I want to retrieve historical transaction data of coupon payments (amount + date) of a Fixed-rate Corporate Bonds.
So far, I manage to gather coupon data of the amount and frequency with "'TR.ADF_COUPON', and 'TR.FiCouponFrequency'. But these fields are the current (latest, not historical) ones, with no specific date of payment.
I am looking to create a a data frame with a panel structure of j bonds and t months.