2.2.3 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.
Method: POST
Path: /compute-service/v2/pi-comparables/average/by/profiles
Parameters:
metric (string, required):
The metric for which the comparable has to be evaluated. Options include:"credit_spread", "ytm"
currency (string, optional):
The currency of monetary factor inputs such as faceValue. Options include'USD', 'EUR', 'GBP'
age (int, optional):
The age of the company in months. The comparable computation will keep companies within 6 months of this value. If age is set,endDate
andwindowInYears
will be ignored.endDate (string in date format, required):
The maximum date of the comparable dataset.windowInYears (int, optional):
The window in years of the comparable dataset. The minimum date of the dataset is calculated asendDate - windowInYears
ticcsProfiles (array of objects, optional):
Specifies profiles based on TICCS codes:industrialActivities (array of strings, optional):
Comma-separated or cell range selection of industrial activity TICCS codes. Possible values include"IC10", "IC20", "IC30", "IC40", "IC50", "IC60", "IC70", "IC80"
businessRisk (string, optional):
Business risk TICCS code. Possible values include"BR1", "BR2", "BR3"
corporateStructure (string, optional):
Corporate structure TICCS code. Possible values include"CS1", "CS2"
factorsProfiles (array of objects, optional):
Specifies profiles based on various financial factors:debtTimeToMaturity (object, optional):
Specifies the time to maturity profile:timeToMaturityBucket (string, optional):
Years until maturity as a bucket, where:"T1"
: 0-5 years"T2"
: 5-10 years"T3"
: 10-15 years"T4"
: 15-20 years"T5"
: 20+ years
countries (array of strings, optional):
Range of countries as three-letter ISO codes. The possible values can be obtained by calling countries.faceValue (string or int in millions, optional):
Face value of assets, either as an absolute value in currency or as a quintile ("Q1", "Q2", "Q3", "Q4", "Q5"
).type (string, optional):
Defines the aggregation method for the comparables dataset. Default is"mean"
. Options include:"mean", "median", "obs_count", "company_count", "p25", "p75", "min", "max"
.
Request Body
{
"metric": "ytm",
"startDate": "2022-12-30",
"endDate": "2023-12-30",
"age": 24,
"ticcsProfiles": [
{
"profile": {
"corporateStructure": "1"
}
}
],
"factorsProfiles": [
{
"profile": {
"factor": "debtTimeToMaturity",
"timeToMaturityBucket": "10-15"
}
}
]
}
Response
{
"data": {
"results": {
"mean": 4.624043689499098,
"q1": 3.7088655931638774,
"median": 4.673818514785335,
"q3": 5.534429457772652,
"datumCount": 3155,
"companyCount": 179,
"min": 1.6315966576672387,
"max": 8.09558947391433
}
}
}