LSEG Data Library for .NET

About Financial Contracts Bond

In this page we exemplify several ways of using bond definitions to retrieve bonds data.

Syntax

Bond.Definition(params string[] instrumentCodes)

Bond.PricingDefinition()

Bond.AmortizationItemDefinition(double amount)

Usage

The following examples demonstrate how to create various definitions for Bond financial contracts:

  1. A definition for a single bond with defaults 
using LSEG.Data.Content.IPA;

var data = Bond.Definition("US10YT=RR").GetData();
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  1. A definition for multiple bond instruments, requesting a subset out of all available fields. 
using LSEG.Data.Content.IPA;

var data = Bond.Definition("US10YT=RR", "US20YT=RR")
               .Fields("InstrumentCode", "BondType", "EndDate", "CouponRatePercent")
               .GetData();
  1. A definition for a single bond using various property methods.

Some of these property methods require enumeration values as parameters.
The enumeration types used by the property methods are described in the related pages below. 

using LSEG.Data.Content.IPA;

var data = Bond.Definition().InstrumentCode("US10YT=RR")
                            .IssueDate("2002-02-28")
                            .EndDate("2032-02-28")
                            .NotionalCcy("USD")
                            .InterestPaymentFrequency(Bond.IndexFrequency.Annual)
                            .FixedRatePercent(7)
                            .InterestCalculationMethod(Bond.DayCountMethods.Dcb_30_Actual)
                            .PricingParams(Bond.PricingDefinition().CleanPrice(102))
                            .Fields("InstrumentDescription", "InstrumentCode", "BondType", "RIC",
                                    "Isin", "Ticker", "Cusip", "IssuePrice", "CouponRatePercent",
                                    "CouponType", "CouponTypeDescription")
                            .GetData();
  1. An example of an invalid bond, where the instrument name can be invalid or unknown 
using LSEG.Data.Content.IPA;

var data = Bond.Definition("JUNK")
               .Fields("InstrumentCode", "BondType", "EndDate", "CouponRatePercent")
               .GetData();
  1. A definition for a single bond using extended parameters to apply a single parameter

An equivalent would be to use a Bond defition method like the following:

" .PricingParams(Bond.PricingDefinition().BenchmarkAtIssueYieldPercent(44)) "

using LSEG.Data.Content.IPA;

var data = Bond.Definition("US10YT=RR").Fields("InstrumentCode", "BondType", "EndDate")
                                       .ExtendedParams(new JObject()
                                       {
                                           ["pricingParameters"] = new JObject()
                                           {
                                               ["benchmarkAtIssueYieldPercent"] = 44
                                           }
                                       })
                                       .GetData();