derivitec.core.client.DerivitecClient.get_date_coupon_map

DerivitecClient.get_date_coupon_map(bond, mkt_data, start_date, end_date, market_data_environment_name=None)[source]

Get a map of dates to coupons for a bond.

Parameters:

  • bond (Bond) – The bond.

  • mkt_data (MktDataContainer) – The market data.

  • start_date (datetime) – The start date.

  • end_date (datetime) – The end date.

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

Return type:

dict

Code

>>> bond = BondByCode(code=isin("US912810FB99"))
>>> pricing_date = datetime(2017, 1, 14)
>>> mkt_data_date = datetime(2017, 1, 14)
>>> reporting_currency = "USD"
>>> mkt_data = client.get_mkt_data(
...         [bond], 
...         pricing_date, 
...         mkt_data_date,
...         reporting_currency)
>>> start_date = datetime(2017, 1, 1)
>>> end_date = datetime(2017, 2, 1)
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.get_date_coupon_map(bond, mkt_data, start_date, end_date)