derivitec.core.client.DerivitecClient.get_coupons

DerivitecClient.get_coupons(bond, mkt_data_date, pricing_date, start_date, end_date)[source]

Get bounds for a bond between two dates.

Parameters:

  • bond (Bond) – The bond.

  • 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.

Return type:

derivitec.tradables.response.ApiGetCouponsResponse

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)
>>> bond = BondByCode(code=isin("US912810FB99"))
>>> client.get_coupons(bond, mkt_data_date, pricing_date, start_date, end_date)