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The "spread to maturity" is the bond's traditional yield-to-maturity (YTM) less the riskless/govvie yield at the same maturity. Where this starts to get problematic is when (corporate) bonds have callable repayment structures. So most data providers also provide a "yield to worst" (ie YTW if called) measure as well as "yield to ...


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As mentioned in the comment, the help desk is not helpful with Python (any programmatic API is a do it yourself offering unless you use a premium offering like Data license, BPIPE or SAPI - but WAPI has more than you need really). What the help desk can do is to show you excel - its easy to use programmatic API afterwards once you know what the appropriate ...


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