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tomas.arditi avatar image
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Historic values for InflationIndexRatio using IPA for Bonds

Hi team,

I hope you are doing well.

I am using refinitiv.dataplatform in Python. I am trying to get historical information for the field "InflationIndexRatio". Could you please help me?


rdp.get_bond_analytics(
    universe = ["XS029941629=RRPS"], #RIC
    fields = ["InflationIndexRatio"], #FIELDS
    calculation_params=ipa.bond.CalculationParams(market_data_date="2022-06-01")
)

That is what I am trying but I am not getting the historical value. Is there away to get a historical value or a time series?

I need to replicate the following but using get_bond_analyitcs, is it possible?

rd.get_data(universe = 'XS029941629=RRPS', 
            fields = ['TR.FiIndexRatio(SDate=0,EDate=-1000,Frq=NA).date','TR.FiIndexRatio(SDate=0,EDate=-1000,Frq=NA)'])

Thank you,

Tomas

bondsindex
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3 Answers

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nick.zincone avatar image
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Hi @tomas.arditi,

Using the Refinitiv Data Library for .Net, you can try the following based on the Historical Pricing interface example

Summaries.Definition("XS029941629=RRPS").Interval(Summaries.Interval.P1M)
                                        .Fields("IDX_RATIO")
                                        .Start("2022-01-01")
                                        .GetData();

ahs.png


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aramyan.h avatar image
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Dear @tomas.arditi ,


Thank you for your question. I tried to get the requested field as of your specified date using RD(refinitiv.dataplatform) libraries.

from refinitiv.data.content.ipa.financial_contracts import bond
response = bond.Definition(
    instrument_code = "XS029941629=RRPS",
    fields = ["InflationIndexRatio"],
    pricing_parameters = bond.PricingParameters(
        market_data_date="2022-06-01"
    )
).get_data()

response.data.df

screen-shot-2022-08-15-at-150237.png


Could you please have a look at this code output and see if this resolves your question?

Best regards,

Haykaz


screen-shot-2022-08-15-at-150237.png (11.0 KiB)
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tomas.arditi avatar image
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Hi @h.aramyan

I hope you are doing well.

I am trying to get the time series for the Inflation Index Ratio. Is it possible?

Thanks and kind regards,

Tomas Arditi

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aramyan.h avatar image aramyan.h

Hi @tomas.arditi ,

according to the pricing parameters you can't request a marketDataDate (didn't seem to find another pricing parameter returning range either) as a range. You may need to use a loop to request for a range you want.


Best regards,

Haykaz


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