2.3.3 SIPAMETRICS - INFRA_DEBT_COMPARABLE

Description: Perform a comparable computation for private infra debt. This involves finding datapoints which have similar TICCS classifications and factor values (the comparables dataset) and averaging the metric values.

Parameters

metric: (string, required)
The metric for which the comparable has to be evaluated.
Acceptable values include: "credit_spread", "ytm".
currency: (string, optional)
The currency of monetary factor inputs such as size.
Acceptable values include: 'USD', 'EUR', 'GBP'.
age_in_months: (int, optional)
The age of the company in months. The comparable computation will keep companies within 6 months of this value. If this parameter is set, end_date and window_in_years will be ignored.
end_date: (date, optional)
The maximum date of the comparable dataset.
window_in_years: (int, optional)
The window in years of the comparable dataset. The minimum date of the dataset is calculated as end_date - window_in_years.
industrial_activities: (array of strings, optional)
List of industrial activity TICCS codes.
Acceptable values include: "IC10", "IC20", "IC30", etc.
business_risk: (string, optional)
Business risk TICCS code.
Acceptable values include: "BR1", "BR2", "BR3".
corporate_structure: (string, optional)
Corporate structure TICCS code.
Acceptable values include: "CS1", "CS2".
countries: (array of strings, optional)
List of country ISO codes. Values can be obtained by calling countries.
face_value: (string, optional)
The face value of assets, represented either as an absolute value in millions of the specified currency (e.g., 'USD', 'EUR') or as a quintile value.
Acceptable value in millions: Enter any numerical value. eg. 5 represents 5 million
Acceptable quintile values include: "Q1", "Q2", "Q3", "Q4", "Q5".
time_to_maturity: (string, optional)
Years until maturity. Represented as either a numerical value (e.g., "10 years") or as a bucket.
Acceptable numeric values: Enter any numerical value.
Acceptable bucket values:
- "T1": 0-5
- "T2": 5-10
- "T3": 10-15
- "T4": 15-20
- "T5": 20+

Example 1: Quintile

CODE

        response = await service.infra_debt_comparable(
            metric="credit_spread",
            age_in_months=None,
            end_date=date(2023, 10, 31),
            window_in_years=2,
            industrial_activities=["IC10"],
            business_risk="BR1",
            corporate_structure="CS1",
            countries=["AUS", "NZL"],
            face_value="Q1",
            time_to_maturity="12",
        )

Example 2: Absolute value

CODE

        response = await service.infra_debt_comparable(
            metric="credit_spread",
            age_in_months=None,
            end_date=date(2023, 10, 31),
            window_in_years=2,
            industrial_activities=["IC10"],
            business_risk="BR1",
            corporate_structure="CS1",
            countries=["AUS", "NZL"],
            face_value="20",
            time_to_maturity="7",
        )