Hi all,
Looking to find the Data Item Codes on Refinitiv Eikon for the fixed and floating segments of fixed income coupons. Pulling the data on plain vanilla fixed coupons is quite easy and straightforward but as there are appear to be no Data Item Codes for the 2nd leg (usually floating) for fields like frequency, accrual basis or even the rate. I was thinking of using the cash flows schedule but got stuck with tr.fifirstcoupondate and tr.filastcoupondate. at best its giving me the dates of the first and last coupons when I’m trying to get the first and last rates to capture Data for both payment legs.
submitted by /u/mossackfonseca1656
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