When holding a portfolio of bonds, it's of particular importance to manage the expected payback (be it Interest Payments or Principal) to be received in the next months, quarters and even years. This allows one to anticipate the expected cash flows from the coupons and the receipt of principal payments on bonds that are nearing maturity date, and to look at total amounts in the desired currency. Thanks to the LSEG Data Library for Python and the Instrument Pricing Analytics (IPA) APIs, this is made simple.
Follow the steps below to get more insight into your Bond Portfolio.
Refer to the Bond CashFlow Article defined within the LSEG Developer Community for more details.
The source code presented in this project has been written by LSEG for the purpose of illustrating the concepts of creating example scenarios using LSEG Data libraries.
Note: To ask questions and benefit from the learning material, I recommend you to register on the LSEG Developer Community
To execute any workbook, refer to the following:
License(s):
- An LSEG desktop license (LSEG Workspace) that has API access and your data license variant must include access to IPA (Instrument Pricing Analytics)
- Notebook can be directly loaded into LSEG Workspace CodeBook or your own notebook environment
- LSEG Data Library for Python installation. Refer to the QuickStart guide for more details if you choose not to run within CodeBook.
The package includes a single Jupyter Notebooks demonstrating features of the service. You will need an LSEG Workspace desktop license to access content.