derivitec.core.client.DerivitecClient.get_cash_flows

DerivitecClient.get_cash_flows(contracts, mkt_data_date, pricing_date, start_date, end_date, include_projected=True, market_data_environment_name=None)[source]

Get cash flows for a bond between two dates.

Parameters:

  • contracts (list of Contract) – The contracts.

  • mkt_data_date (datetime) – The market data date.

  • pricing_date (datetime) – The pricing date.

  • start_date (datetime) – The start date.

  • end_date (datetime) – The end date.

  • include_projected (bool) – The include projected cash flow flag.

  • market_data_environment_name (str) – The market data environment name.

Return type:

derivitec.tradables.response.ApiGetCashFlowsResponse

Code

>>> mkt_data_date = datetime(2017, 8, 14)
>>> pricing_date = datetime(2017, 8, 14)
>>> start_date = datetime(2000, 7, 14)
>>> end_date = datetime(2017, 9, 14)
>>> contracts = [ BondByCode(code=isin("US912810FB99")) ]
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.get_cash_flows(bonds, mkt_data_date, pricing_date, start_date, end_date)