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 and windowInYears 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 as endDate - 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

CODE

{
    "metric": "ytm",
    "startDate": "2022-12-30",
    "endDate": "2023-12-30",
    "age": 24,
    "ticcsProfiles": [
        {
            "profile": {
                "corporateStructure": "1"
            }
        }
    ],
    "factorsProfiles": [
        {
            "profile": {
                "factor": "debtTimeToMaturity",
                "timeToMaturityBucket": "10-15"
            }
        }
    ]
}

Response

CODE

{
    "data": {
        "results": {
            "mean": 4.624043689499098,
            "q1": 3.7088655931638774,
            "median": 4.673818514785335,
            "q3": 5.534429457772652,
            "datumCount": 3155,
            "companyCount": 179,
            "min": 1.6315966576672387,
            "max": 8.09558947391433
        }
    }
}