I'm working with a customer who is using IPA to calculate cash flows from their bond portfolio.

Dan Reinmund
Dan Reinmund
in Refinitiv Data Platform Libraries

Their question concerns the fixed to float conversion and if this function is providing a discounted forward curve interest projection and can we modify the forward curve in the request api?

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  • nick.zincone
    nick.zincone
    Answer ✓

    Hi Dan,

    Has the customer had a chance to review the IPA Financial Contracts: Bond Contracts documentation? The interface does provide analytics around fixed and floating rate calculations as well as cash flow analysis. There is a lot in there so I would recommend they review that document. If they do have any follow-up questions about the content, I would suggest opening a ticket within the Refinitiv Helpdesk to bring in a content specialist around this service.

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