derivitec.core.client.DerivitecClient.upload_bond_yield_curves

DerivitecClient.upload_bond_yield_curves(bond_yield_curves, market_data_environment_name=None)[source]

Upload bond yield curves.

Parameters:

  • bond_yield_curves (list of derivitec.market_data.types.BondYieldCurve) – The list of bond yield curves.

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

Return type:

derivitec.market_data.response.ApiUploadBondYieldCurvesResponse

Code

>>> reference_bond_yield_curve = BondYieldCurve(
...     issuer_identifier = IssuerIdentifier.FromShortName("UST"),
...     currency = 'USD',
...     seniority = 'Other',
...     reference_date = datetime(2017, 10, 14),
...     extrapolate = True,
...     maturities = [365, 365 * 5, 365 * 10],
...     discount_factors = [0.95, 0.9, 0.85])
>>> bond_yield_curve = BondYieldCurve(
...     issuer_identifier = IssuerIdentifier.FromShortName("ETSY"),
...     currency = 'USD',
...     seniority = 'Senior',
...     reference_date = datetime(2017, 10, 14),
...     extrapolate = True,
...     maturities = [365, 365 * 10],
...     discount_factors = [0.65, 0.45],
...     reference_bond_yield_curve = reference_bond_yield_curve)

>>> bond_yield_curves = [bond_yield_curve]
>>> market_data_environment_name = "Example Market Data Environment"