I'm looking for information and descriptions of the variables returned in get_historical_price_summaries(), where universe is a bond index. I cannot find such descriptions on the CodeCreator App.
I have the following code:
df_data=rdp.get_historical_price_summaries( universe = '.IBBEU010B', start = '2004-01-01', end = '2021-07-01', interval=rdp.Intervals.DAILY) display(df_data)
The df_data has the following columns:
Index(['TRDPRC_1', 'MOD_DURTN', 'YIELD', 'DURATION', 'AVG_LIFE', 'CONVEXITY', 'MTD_HPDRTN', 'BPV', 'OAS', 'MAC_DURTN', 'CPR_RATE', 'TOT_RETURN', 'TRTN_3M_H', 'EXS_RTN_H', 'TRTN_1Y_H'], dtype='object')
From their names, it is easy to assume a few of them. However, I cannot decipher what does 'MTD_HPDRTN' means. Regarding 'EXS_RTN_H', where do I find which benchmark is used?
'TRDPRC_1' = Traded Price 'MTD_HPDRTN'= ? 'TRTN_3M_H' =? 'EXS_RTN_H' = ? 'TRTN_1Y_H' ?