derivitec.core.client.DerivitecClient.upload_bond_issuer_credit_spreads

DerivitecClient.upload_bond_issuer_credit_spreads(credit_spreads_by_bond_identifier=None, market_dates=None, bond_issuer_credit_spreads=None, market_data_environment_name=None)[source]

UploadBondIssuerCreditSpreads.

Parameters:

  • credit_spreads_by_bond_identifier (dict[derivitec.misc.types.InstrumentIdentifier, float]) – credit spreads by bond identifier

  • market_dates (list[datetime.datetime]) – list of market dates for yield curve re-fitting

  • bond_issuer_credit_spreads (list[derivitec.market_data.BondIssuerCreditSpreadData]) – list of credit spread data

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

Return type:

derivitec.market_data.response.ApiBaseResponse

Code

>>> bond_issuer_credit_spreads = [BondIssuerCreditSpreadData(bond_identifier=isin("DE0001135390"), date=datetime.datetime(2024, 9, 20), spread=400/10000.0)]
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.upload_bond_issuer_credit_spreads(bond_issuer_credit_spreads=bond_issuer_credit_spreads, market_data_environment_name=market_data_environment_name)