Bonds API for Digital Portals client library for Python

Project description

Bonds API for Digital Portals client library for Python

Search for fixed income instruments, using a criteria-based screener. The API provides also fundamental data and key figures, basic interest rate information and derived coupon lists.

Available search criteria include:

validation: filter for only active listings, by price quality and latest/previous available price dates
traded markets: filter and indicate a market priority for the validation
important dates in and features of the life cycle of the fixed income instruments
filter by issuer, its country of registration and the issued volume
coupon data: occurrence and frequency of coupon payments, current interest rate range
yield and yield to maturity range, spread
Macaulay duration
sensitivity ranges: base point value, modified duration, elasticity, convexity
cash flow for all transactions over a certain time range: sum or average
country-specific attributes: for Germany: is eligible for trustees

The key figures are calculated using delayed prices with an additional delay of 10 minutes after an update of the debt instrument's price. Special product features such as the right to a maturity extension, an attached option, or convertibility are not considered for the key figure calculation. Further, a calculation is not performed for perpetual products and for products with variable interest rate.

This API is fully integrated with the corresponding Quotes API, allowing access to detailed price and performance information of instruments, as well as basic security identifier cross-reference. For direct access to price histories, please refer to the Time Series API for Digital Portals.

Similar criteria based screener APIs exist for equity instruments and securitized derivatives: See the Stocks API and the Securitized Derivatives API for details.

This Python package is automatically generated by the OpenAPI Generator project:

API version: 2
Package version: 0.10.2
Build package: org.openapitools.codegen.languages.PythonClientCodegen

Requirements

Python >= 3.7

Installation

Poetry

poetry add fds.sdk.utils fds.sdk.BondsAPIforDigitalPortals

pip

pip install fds.sdk.utils fds.sdk.BondsAPIforDigitalPortals

Usage

Generate authentication credentials.
Setup Python environment.
1. Install and activate python 3.7+. If you're using pyenv:
```
pyenv install 3.9.7
pyenv shell 3.9.7
```
2. (optional) Install poetry.
Install dependencies.
Run the following:

from fds.sdk.utils.authentication import ConfidentialClient
import fds.sdk.BondsAPIforDigitalPortals
from fds.sdk.BondsAPIforDigitalPortals.api import debt_instrument_api
from fds.sdk.BondsAPIforDigitalPortals.models import *
from dateutil.parser import parse as dateutil_parser
from pprint import pprint

# See configuration.py for a list of all supported configuration parameters.

# Examples for each supported authentication method are below,
# choose one that satisfies your use case.

# (Preferred) OAuth 2.0: FactSetOAuth2
# See https://github.com/FactSet/enterprise-sdk#oauth-20
# for information on how to create the app-config.json file
# See https://github.com/FactSet/enterprise-sdk-utils-python#authentication
# for more information on using the ConfidentialClient class
configuration = fds.sdk.BondsAPIforDigitalPortals.Configuration(
    fds_oauth_client=ConfidentialClient('/path/to/app-config.json')
)

# Basic authentication: FactSetApiKey
# See https://github.com/FactSet/enterprise-sdk#api-key
# for information how to create an API key
# configuration = fds.sdk.BondsAPIforDigitalPortals.Configuration(
#     username='USERNAME-SERIAL',
#     password='API-KEY'
# )

# Enter a context with an instance of the API client
with fds.sdk.BondsAPIforDigitalPortals.ApiClient(configuration) as api_client:
    # Create an instance of the API class
    api_instance = debt_instrument_api.DebtInstrumentApi(api_client)
    id = "id_example" # str | 
    attributes = [
        "_attributes_example",
    ] # [str] | Limit the attributes returned in the response to the specified set. (optional)
    language = "_language_example" # str |  (optional)

    try:
        # Fundamental data for a debt instrument.
        api_response = api_instance.get_debt_instrument_get(id, attributes=attributes, language=language)
        pprint(api_response)
    except fds.sdk.BondsAPIforDigitalPortals.ApiException as e:
        print("Exception when calling DebtInstrumentApi->get_debt_instrument_get: %s\n" % e)

    # Get response, http status code and response headers
    # try:
    #     # Fundamental data for a debt instrument.
    #     api_response, http_status_code, response_headers = api_instance.get_debt_instrument_get_with_http_info(id, attributes=attributes, language=language)
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.BondsAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling DebtInstrumentApi->get_debt_instrument_get: %s\n" % e)

    # Get response asynchronous
    # try:
    #     # Fundamental data for a debt instrument.
    #     async_result = api_instance.get_debt_instrument_get_async(id, attributes=attributes, language=language)
    #     api_response = async_result.get()
    #     pprint(api_response)
    # except fds.sdk.BondsAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling DebtInstrumentApi->get_debt_instrument_get: %s\n" % e)

    # Get response, http status code and response headers asynchronous
    # try:
    #     # Fundamental data for a debt instrument.
    #     async_result = api_instance.get_debt_instrument_get_with_http_info_async(id, attributes=attributes, language=language)
    #     api_response, http_status_code, response_headers = async_result.get()
    #     pprint(api_response)
    #     pprint(http_status_code)
    #     pprint(response_headers)
    # except fds.sdk.BondsAPIforDigitalPortals.ApiException as e:
    #     print("Exception when calling DebtInstrumentApi->get_debt_instrument_get: %s\n" % e)

Documentation for API Endpoints

All URIs are relative to https://api.factset.com/wealth/v1

Class	Method	HTTP request	Description
DebtInstrumentApi	get_debt_instrument_get	GET /debtInstrument/get	Fundamental data for a debt instrument.
DebtInstrumentApi	get_debt_instrument_key_figures_notation_get	GET /debtInstrument/keyFigures/notation/get	Key figures of a debt instrument.
DebtInstrumentApi	post_debt_instrument_issuer_search	POST /debtInstrument/issuer/search	Search for issuers of debt instruments.
DebtInstrumentApi	post_debt_instrument_notation_screener_search	POST /debtInstrument/notation/screener/search	Screener for debt instruments' notations based on debt instrument-specific parameters.
DebtInstrumentApi	post_debt_instrument_notation_screener_value_ranges_get	POST /debtInstrument/notation/screener/valueRanges/get	Possible values and value ranges for the parameters used in the endpoint `/debtInstrument/notation/screener/search.`

Documentation For Models

Documentation For Authorization

FactSetApiKey

Type: HTTP basic authentication

FactSetOAuth2

Type: OAuth
Flow: application
Authorization URL:
Scopes: N/A

Notes for Large OpenAPI documents

If the OpenAPI document is large, imports in fds.sdk.BondsAPIforDigitalPortals.apis and fds.sdk.BondsAPIforDigitalPortals.models may fail with a RecursionError indicating the maximum recursion limit has been exceeded. In that case, there are a couple of solutions:

Solution 1: Use specific imports for apis and models like:

from fds.sdk.BondsAPIforDigitalPortals.api.default_api import DefaultApi
from fds.sdk.BondsAPIforDigitalPortals.model.pet import Pet

Solution 2: Before importing the package, adjust the maximum recursion limit as shown below:

import sys
sys.setrecursionlimit(1500)
import fds.sdk.BondsAPIforDigitalPortals
from fds.sdk.BondsAPIforDigitalPortals.apis import *
from fds.sdk.BondsAPIforDigitalPortals.models import *

Contributing

Please refer to the contributing guide.

Copyright

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

Project details

Release history Release notifications | RSS feed

This version

0.10.2

Aug 31, 2022

0.10.1

Jul 21, 2022

0.10.0

May 24, 2022

0.9.1

Feb 14, 2022

0.9.0

Feb 2, 2022

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