Bond Σ – Fixed Income Derived Data
Calls to the endpoint GetLatestBondPrice have the following syntax:
Parameters
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
ISIN
|
The ISIN of the bond to be priced. | |
|
Format
|
The format the data will be returned in (for example, PSV for pipe-separated values). | json |
Output Fields
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
ISIN
|
The ISIN of the bond to be priced. | - |
|
SPOTDATE
|
The date on which the pricing information was observed. | - |
|
BID
|
The bid price of the bond. | 100.331 |
|
ASK
|
The ask price of the bond. | 100.946 |
|
BID_YIELD
|
The yield-to-maturity associated with the bid price of the bond. | 6.307154 |
|
ASK_YIELD
|
The yield-to-maturity associated with the ask price of the bond. | 5.901462 |
|
MODIFIED_DURATION
|
The percentage change in the bond's value given a unit shift of the issuer yield curve. | 1.506819 |
|
CONVEXITY
|
The degree of curvature of the issuer yield curve at the point used to calculate the bond's price. | 0.030797 |
|
DV01
|
The dollar value of a basis point shift in the yield curve; this measure accounts for embedded bond optionality. | 0.015097 |
|
OAS
|
The Option-Adjusted Spread, which measures the excess return of the bond over a comparable Treasury security after adjusting for embedded bond optionality. | 468.259747 |
|
EQUITY_ID
|
The ISIN of the primary listed equity security of the bond's issuer. | - |
|
pageCount
|
It represents number of records returned | 10000 |
|
totalCount
|
Total number of records exists | 316975 |
|
next
|
Indicates next page available. Need to pass the token to fetch next chunk of records | YWYUE2MWh3N29SNUN6S3BPNDhnaDhtdw== |