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IHS Markit API |
Model Details
AbsAdd
Contains information needed to add a new AssetBackedSecurity asset.
Name
Description
Type
Additional Information
AssetBackedSecurityName
The name of the asset in WSO which typically includes the coupon rate and maturity date
string
Required
FirstCouponDate
The first coupon payment date for the ABS asset
date
Required
InterestAccrualDate
The first date that the asset starts accruing interest
date
Required
IssuerId
The issuer of the ABS asset by ID
integer
Required
MaturityDate
The maturity date of the ABS asset
date
Required
AssetClassId
The class of the ABS asset set by the user
integer
Collateral
The description of the collateral that is backing the asset
string
CountryId
The legal country for this ABS asset by ID value
integer
CouponDateOffset
Business Day Offset - this determines when a coupon should pay if the coupon date falls on a non-business day
CouponFrequency
This is a number corresponding to how many times a year there is a coupon payment
CurrencyCode
The currency type for this ABS
string
DataFeedId
The Id of the external data importing source for this asset
integer
DateOffset
Given the type of coupon - this is the number of days to offset the coupon rate
integer
DefaultDate
The date that the ABS asset went into default status
date
DefaultType
The type of default that has occurred on the ABS asset
string
FirstSettleDate
The first settle date listed for the ABS asset
date
FixedRate
The fixed coupon rate
decimal number
GuarantorId
The guarantor for this asset by ID value
integer
HasAttachedWarrants
The flag indicating if the asset has attached warrants
boolean
HasDefaulted
The flag indicating if the asset has defaulted
boolean
HasFXRisk
The flag indicating if the asset has foreign exchange risk
boolean
HolidayCalendarId
The holiday calendar for the ABS asset by ID value
integer
InsurerId
The Id for the insurer of the asset by ID value
integer
IsBaseRateObservationShiftEnabled
The flag indicating if the Bond asset has Observation Shift on RFR rate option
boolean
IsEmergingMarket
The flag indicating if the asset is from an emerging market
boolean
IsInterestOnly
The flag indicating if this is an interest only ABS asset
boolean
IsMostSeniorTranche
The flag indicating if the ABS asset is the most senior tranche
boolean
IsPrincipalOnly
The flag indicating if this is a principal only asset
boolean
IsPrivate
The flag indicating if this is a private security
boolean
IsRestructured
The flag indicating if the security has been restructured since it was initially issued
boolean
IsStructuredFinanceObligation
The flag indicating if the ABS asset belongs to a structured finance obligation.
boolean
Issue
The issue description of the ABS asset
string
IssueDate
The date that the asset was officially issued
date
IssuePrice
The original price at which the ABS asset was issued
decimal number
IssueSize
The original global amount of the ABS asset at issuance
decimal number
IsSynthetic
The flag indicating if this a synthetic security
boolean
IsTradedAccrued
The flag indicating if the ABS asset trades with accrued interest
boolean
LeadUnderwriterId
The lead underwriting bank of the ABS asset by ID value
integer
LockoutDays
Gets or sets the lockout days from 0 (zero) to 30 for the ABS asset.
integer
MaturityDateExpected
The expected maturity date of the ABS asset - optional field
date
Notes
The notes regarding the ABS asset
string
OriginalCapPercentage
The original capitalized percentage of the ABS asset
decimal number
PayNonBusinessDirection
Pay Offset - if the coupon falls on a non-business day this field determines when the coupon will pay
PayOffsetDays
Pay Offset - the number of days that coupon payment occurs differing from the coupon date
integer
PaysEndOfMonth
The flag indicating if this asset pays end of month when the first coupon date does not fall on the 31st
boolean
RateOptionId
The rate option for the ABS asset
integer
RegistrationType
The registration type
string
SeniorityId
The seniority level of the ABS asset by ID value
integer
SpreadRate
The spread rate of the ABS asset
decimal number
TransferAgentId
The agent responsible for issuing certificates by ID value
integer