Bond calculator - cash flow

asli.sahin

How is it possible to create the "norm factor" and "residual amount usd" column in bond calculator cash flow section using Eikon API or codebook? If so, is it possible to have these columns for multiple bond ISINs?

jonathan.legrand

Hi @asli.sahin,

For such information, I would advise using the IPA service. You can reach it in Python in CodeBook if needed. For more information on it, please see:

Bond Contracts: Documentation | Devportal (lseg.com)

Cash Flow Definitions: Documentation | Devportal (lseg.com)

A example showcasing IPA at play can be found on CodeBook under:

__Examples__/03. Quantitative Analytics/03.03. Bonds/Bond_Pricing.ipynb

asli.sahin

Hi Thanks,

With the IPA financial contracts page I checked bonds: https://developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation/manuals-and-guides/ipa-financial-contracts/ipa-financial-contracts---bond-contracts

But find it hard to understand where to find these two columns : Norm. Factor and Residual Amount USD.

Below excel, it is possible to bring the data with the underlined formula.

Thanks.

Jirapongse

@asli.sahin

It should be this code.

response = bond.Definition(
    instrument_code = 'US1536637036',
    fields = [
        "CashFlowDatesArray",
        "CashFlowResidualAmountsInDealCcyArray"
    ]
).get_data()
response.data

asli.sahin

Thank you. With your example, it bring the below.

Am I missing something here? Thank you.

Jirapongse

@asli.sahin

It returns the raw json response so you need to reformat it. For example:

response = bond.Definition(
    instrument_code = 'US1536637036',
    fields = [
        "CashFlowDatesArray",
        "CashFlowResidualAmountsInDealCcyArray"
    ]
).get_data()

dict = {response.data.raw["headers"][0]["name"]: response.data.raw["data"][0][0], response.data.raw["headers"][1]["name"]: response.data.raw["data"][0][1]}

df = pd.DataFrame(dict)
df

The output is:

asli.sahin

Hi, Many thanks.

If this was for a group of bonds. How can we adjust the code please?

I tried a few variations but it didn't work. Many thanks.

asli.sahin

Also, if I would like to add the below in excel, how would the code be?

Jirapongse

@asli.sahin

Please share the code you are using.

Jirapongse

It is similar to the rd.get_data method.

rd.get_data(["153663703="],["TR.REDAMT"])

Or,

rd.get_data(["153663703="],["TR.REDAMT"],
            {"SDate":"","EDate":""})

You can use the Data Item Browser tool to check for fields and parameters.

asli.sahin

Hello, how would the code change if it is for multiple instruments? Could you please share an example with multiple instruments?
Many thanks.