Overview

Summary

A Bond class allows to form the financial instrument from instrument code and parameters.

Example of usage:

import { IPA } from '@refinitiv-data/data';

const session = /* session creation is omitted */

(async () => {
    try {
        await session.open();
        const bondDefinition = IPA.FinancialContracts.Bond.Definition({
            instrumentCode: 'US1YT=RR',
            paymentBusinessDayConvention: IPA.FinancialContracts.Bond.BusinessDayConvention.NextBusinessDay,
            pricingParameters: {
                benchmarkYieldSelectionMode: IPA.FinancialContracts.Bond.BenchmarkYieldSelectionMode.Interpolate,
            },
            outputs: [IPA.FinancialContracts.Bond.Output.Data, IPA.FinancialContracts.Bond.Output.Headers],
        });

        const bondResult = await bondDefinition.getData(session);
        console.log('Bond data: ', bondResult.data);

    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();