bond.Definition
Creates a bond.Definition object.
Syntax
bond.Definition(instrument_code, instrument_tag, ...)
Parameters
| Value | Description | Data type | Optional | Default value |
|---|---|---|---|---|
| instrument_code | Code to define the bond instrument. | str | Yes | - |
| instrument_tag | A user-defined str to identify the instrument. | str | Yes | - |
| end_date | The maturity date of the bond expressed in ISO 8601 format. | str | Yes | - |
| direction | The direction of the leg. (See Direction) | enum | Yes | - |
| interest_type | A flag that indicates whether the leg. (See InterestType) | enum | Yes | - |
| notional_ccy | The ISO 4217 code of notional currency of the bond. | str | Yes | - |
| notional_amount | The notional amount of the bond at the trade date. | float | Yes | - |
| fixed_rate_percent | The coupon rate of the bond. | float | Yes | - |
| spread_bp | The spread in basis point that is added to the floating rate index index value. | float | Yes | - |
| interest_payment_frequency | Coupon frequency of the bond. (See Frequency) | str/enum | Yes | - |
| interest_calculation_method | The day count basis method used to calculate the coupon interest payments. (See DayCountBasis) | str/enum | Yes | - |
| accrued_calculation_method | The day count basis method used to calculate the accrued interest payments. (See DayCountBasis) | enum | Yes | - |
| payment_business_day_convention | The method to adjust dates to working days. (See BusinessDayConvention) | enum | Yes | - |
| payment_roll_convention | The method to adjust payment dates when they fall at the end of the month (28th of February, 30th, 31st). (See DateRollingConvention) | enum | Yes | - |
| index_reset_frequency | The reset frequency in case the leg Type is Float. (See Frequency) | enum | Yes | - |
| index_fixing_lag | Defines the number of working days between the fixing date and the start of the coupon period ('InAdvance') or the end of the coupon period ('InArrears'). | int | Yes | - |
| first_regular_payment_date | The first regular coupon payment date for leg with an odd first coupon. | str | Yes | - |
| last_regular_payment_date | The last regular coupon payment date for leg with an odd last coupon. | str | Yes | - |
| amortization_schedule | Definition of amortizations. (See AmortizationItem) | object | Yes | - |
| payment_business_days | A list of coma-separated calendar codes to adjust dates (e.g. 'EMU' or 'USA'). | str | Yes | - |
| adjust_interest_to_payment_date | A flag that indicates if the coupon dates are adjusted to the payment dates. (See AmortizationItem) | enum | Yes | - |
| index_compounding_method | A flag that defines how the coupon rate is calculated from the reset floating rates when the reset frequency is higher than the interest payment frequency (e.g. daily index reset with quarterly interest payment). (See IndexCompoundingMethod) | enum | Yes | - |
| interest_payment_delay | The number of working days between the end of coupon period and the actual interest payment date. | int | Yes | - |
| stub_rule | The rule that defines whether coupon roll dates are aligned on the maturity or the issue date. (See StubRule) | enum | Yes | - |
| issue_date | Date of issuance of the bond, expressed in ISO 8601 format. | str | Yes | - |
| first_accrual_date | Date at which bond starts accruing. | str | Yes | - |
| index_fixing_ric | The RIC that carries the fixing value. | str | Yes | - |
| is_perpetual | Flag the defines whether the bond is perpetual or not in case of user defined bond. | bool | Yes | - |
| template | A reference to an Adfin instrument contract or the Adfin detailed contract. | str | Yes | - |
| fields | Contains the list of Analytics that the quantitative analytic service will compute. | list[str] | Yes | - |
| pricing_parameters | The pricing parameters to apply to this instrument. (See PricingParameters) | object | Yes | - |
| extended_params | Specifies the parameters that will be merged with the request. | dict | Yes | - |
Returned value
bond.Definition instance
Related links
- Direction
- InterestType
- Frequency
- DayCountBasis
- BusinessDayConvention
- DateRollingConvention
- AmortizationItem
- StubRule
- PricingParameters
Learn more
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