Overview

Summary

A CDS 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 cdsDefinition = IPA.FinancialContracts.CDS.Definition({
            instrumentTag: 'Cds1_InstrumentCode',
            instrumentCode: 'BNPP5YEUAM=R',
            cdsConvention: IPA.FinancialContracts.CDS.CDSConvention.ISDA,
            tradeDate: '2019-05-21T00:00:00Z',
            stepInDate: '2019-05-22T00:00:00Z',
            startDate: '2019-05-20T00:00:00Z',
            endDateMovingConvention: IPA.FinancialContracts.CDS.BusinessDayConvention.NoMoving,
            adjustToIsdaEndDate: true,
            accruedBeginDate: '2019-05-20T00:00:00Z',
            outputs: [IPA.FinancialContracts.CDS.Output.Data, IPA.FinancialContracts.CDS.Output.Headers],
        });

        const cdsDefinitionResult = await cdsDefinition.getData(session);
        console.log('Result data: ', cdsDefinitionResult.data);

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