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@factset/sdk-bondsapifordigitalportals

0.10.2 • Public • Published

FactSet

Bonds API for Digital Portals client library for JavaScript

npm Apache-2 license

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 TypeScript/JavaScript package is automatically generated by the OpenAPI Generator project:

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

Requirements

  • Node.js >= 14

Installation

npm

npm install @factset/sdk-utils @factset/sdk-bondsapifordigitalportals

yarn

yarn add @factset/sdk-utils @factset/sdk-bondsapifordigitalportals

Usage

  1. Generate authentication credentials.
  2. Setup Node.js environment

    1. Install and activate Node.js >=14. If you're using nvm:

      nvm install 16
nvm use 16

    2. (optional) Install yarn.

  3. Install dependencies.
  4. Run the following:
const { ApiClient, DebtInstrumentApi } = require('@factset/sdk-bondsapifordigitalportals');
const { ConfidentialClient } = require('@factset/sdk-utils');

const apiClient = ApiClient.instance;

// 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-typescript#authentication
// for more information on using the ConfidentialClient class
apiClient.factsetOauth2Client = new 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
// const FactSetApiKey = apiClient.authentications['FactSetApiKey'];
// FactSetApiKey.username = 'USERNAME-SERIAL';
// FactSetApiKey.password = 'API-KEY';

const apiInstance = new DebtInstrumentApi();
const id = "id_example"; // String | 
const opts = {
  'attributes': ["null"], // [String] | Limit the attributes returned in the response to the specified set.
  'language': "language_example" // String | 
};

// Call api endpoint
apiInstance.getDebtInstrumentGet(id, opts).then(
  data => {

    console.log('API called successfully. Returned data:');
    console.log(data);
  },
  error => {
    console.error(error);
  },
);

Documentation for API Endpoints

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

Class Method HTTP request Description
bondsapifordigitalportals.DebtInstrumentApi getDebtInstrumentGet GET /debtInstrument/get Fundamental data for a debt instrument.
bondsapifordigitalportals.DebtInstrumentApi getDebtInstrumentKeyFiguresNotationGet GET /debtInstrument/keyFigures/notation/get Key figures of a debt instrument.
bondsapifordigitalportals.DebtInstrumentApi postDebtInstrumentIssuerSearch POST /debtInstrument/issuer/search Search for issuers of debt instruments.
bondsapifordigitalportals.DebtInstrumentApi postDebtInstrumentNotationScreenerSearch POST /debtInstrument/notation/screener/search Screener for debt instruments' notations based on debt instrument-specific parameters.
bondsapifordigitalportals.DebtInstrumentApi postDebtInstrumentNotationScreenerValueRangesGet 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

Contributing

Please refer to the contributing guide.

Copyright

Copyright 2022 FactSet Research Systems Inc

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.

Readme

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Install

npm i @factset/sdk-bondsapifordigitalportals

Repository

github.com/factset/enterprise-sdk

Homepage

developer.factset.com/

Weekly Downloads

0

Version

0.10.2

License

Apache-2.0

Unpacked Size

1.22 MB

Total Files

222

Last publish

Collaborators

  • enterprisesdk
  • fds
  • tsouthmaydfds
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