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Downloading CDS Spread
Hi, I'm trying to compute the CDS-bond basis for each company (reference entity or issuer). The data I have now is the companies' names (e.g., 'VOLKSBANK WIEN AG') and their corporate bonds (with ISINs). To compute the CDS-bond basis, I first need to download CDS spread and bond yield for each company. For the former, I…
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Parent Issuer Bond Rating
we need to monitor credit rating for any new trades timely with Excel/Python API. We would also like to check how to get the credit rating of its immediate parent for a bond position by Excel API. Can you please advice? For example, the issuer of the bond (ISIN: XS3081762828) is ICBC (London Branch) and its immediate…
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Build a Corporate Bond Universe for UK
Hi, I'm trying to build a UK corporate bond universe via the following two methods. The first is that I use the LSEG workspace. I click on the 'Search Tools' and then choose 'Bonds'. I filter as follows and get the results, as shown in the screenshot. I get around 2,000 bonds. The second is that I use the…
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Get Corporate Bond Historical Pricing Data via lseg.data Library' get_history()
Hi, I'm trying fetch historical price data for a pool of corporate bonds (around 7,000, so it's a large pool) using get_history() function in lseg.data API. I'm running into several problems here. First, consider the following case shown in the screenshots. Suppose I try to get data for 'XS1746107975' (i.e., an ISIN…
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IPA bond pricing help
I am looking at some Treasury Lock (T-Lock) instruments and trying to use the bond pricing IPA. My valuation date is 9/30/25 and trying to get the forward rate for the then on the run 10Y US treasury on July 1, 2026. I was trying to use the trade_date and valuation_date parameters to achieve this setup, with using…
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Historical data on inactive bonds?
Dear developer community, For my upcoming thesis I will require historical data on active as well as inactive bonds, including prices, spreads and ratings. However, it seems as though it simply returns NULLs for all inactive bonds. Therefore my question is whether retrieving such data is possible or not, and if so, how? My…
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Pricing a bond with a modified yield curve
Hello, I have downloaded the yield curve of a bond benchmark using the following import refinitiv.data.eikon as ek curve = ek.get_data('0#ITXZ=R',['MATUR_DATE','PRIMACT_1']) Then I modify the yield curve by applying a parallel shift of 25bp via: curve['Shifted_Rate'] = curve['PRIMACT_1ì] + 0.25 Now I want to reprice a bond…
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API script to get coupon payment date on business day basis.
Please advise how to get coupon payment date on business day basis (which is next day if coupon date falls on holiday) by API. Example of the expected result is attached. https://us.v-cdn.net/6038239/uploads/93CBCKEI7AH8/cash-flow-bond-structure-realtime-sample.xlsx I checked the site Documentation | Devportal but not able…
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Getting Bond Future Convexity, T&C template in DSS REST API
Hello, is it possible to get historical Bond Future Convexity field, using Terms and Conditions template in DSS REST API? Or if not, are there any alternatives? Client has access to DSS and TH. I know that history for that field is limited within GUI - I'm looking for history range since years ago until today.
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Convert bond RICs/ISIN symbols to Parent RIC (RIC of the Issuer) with Excel?
Using Green Bond Guide in Sustainability, I got a list of Bonds with bond RICs, bond ISIN and Issuers Name. I am trying to download multiple companies' data (ROA%, Total Asset and Total debt percentage to total capital) through Screener. However, the the Porfolio import require Symbols/ Company RICs and PermID beside…
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collect all bond issuances for a company based on PermID via Python Refinitiv API
I want to collect all bond issuances (start 2013-1-1 to 2024-12-31) for a company based on PermID via Python Refinitiv API. For instance, PermID '5081184843'
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FID explanation for JGBs
Take a look at the following RICs JP00170054=RRPS OR JP00180054=RRPS . We used to get the benchmark on the LINKLINK1 FID. The format of the LONGLINK1 getting published has changed and we dont have permissions anymore. What other FIDs can give us the benchmark? Also what do the LONGLINK1 , LONGLINK2 and LONGLINK3 FIDs…
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WS API How to Retrieve MBS, ABS, and Corporate Bond by Country or Currency
Currently, Our client is looking to obtain data on U.S. MBS (Mortgage-Backed Securities), ABS (Asset-Backed Securities), as well as corporate bonds categorized by country or currency. Until now, he has been using the following method to retrieve government bond data. However, he have not been successful in acquiring MBS…
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Mapping of a company and related bonds in refinitiv data api
Hi Team, Could you provide the details of where we can find a mapping of a company's ISIN to all its bonds' ISINs in the Refinitiv data API? For example, we would like to have a mapping of Mercedes-Benz (DE007100000) with all its related 36 bonds (see screenshot). Thank you.
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How to pull Outstanding Bonds of an Equity RIC categorized by Currency via Workspace CODEBK?
I would like to pull in the following data into CodeBook. Under the Debt and Credit tab, you can display the amount of bonds outstanding for a certain company (ex. APPL) sliced by currency. What is the name of this data in the data item browser, so that I can pull it in CodeBook?
