question

Upvotes
Accepted
manan.shah avatar image
1 ●0 ●0 ●1

Is there a way to source the preceeding interest accrual end date for fixed income securities via Datascope Select? This is required when setting up a security master so that accrued interest can be calculating correctly.

datascope-select
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
Jirapongse avatar image
87.5k ●294 ●53 ●79

@manan.shah

You can refer to the Refinitiv DataScope Select Data Content Guide that lists all available content fields on DSS.

I found the "Accrual End Date" field in the Bond Schedules report template.

1646015754492.png

However, you can contact the Refinitiv DataScope Select support team directly MyRefinitiv to find the content for you.



1646015754492.png (7.5 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

manan.shah avatar image manan.shah

@Jirapongse

Thank you for your resposne. I noticed this field, but it is only available for CMO/ABS asset types. I need a similar field that is available for Govt/Agency, Corporate, MBS, etc. Also, I noticed in the Composite report there is a field called Accrued Interest. When calculating the amount for that field, what date is Refinitiv leveraging and how can we access?

Jirapongse avatar image Jirapongse manan.shah

@manan.shah

Please contact the Refinitiv DataScope Select support team directly via MyRefinitiv to verify the content.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.