derivitec.core.client.DerivitecClient.get_bond_yield_curves

DerivitecClient.get_bond_yield_curves(bond_yield_curve_ids, market_dates, fallback_on_derivitec_data, market_data_environment_name=None)[source]

Get bond yield curves.

Parameters:

  • bond_yield_curve_ids (list of bond_yield_curve_id) – The list of bond yield curve ids.

  • market_dates (list of datetime.datetime) – The list of market dates.

  • fallback_on_derivitec_data (bool) – The fallback on Derivitec data flag

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Code

>>> bond_yield_curve_ids = [BondYieldCurveId(issuer = "CNGV", currency = "CNY")]
>>> market_dates = [dateTime(2019,12,18)]
>>> fallback_on_derivitec_data = True
>>> market_data_environment_name = "Example Market Data Environment"