2.3.3 infra_debt_comparable

Purpose
Perform a comparable computation for private infrastructure debts. This involves finding data points which have similar TICCS classifications and factor values, and averaging the metric values.

Parameters

metric (string, required):
The metric for which the comparable has to be evaluated.
Supported metrics include: "CreditSpread", "Ytm".
currency (string, optional):
The currency of monetary factor inputs such as face value.
Acceptable currencies include: "AUD", "CAD", "EUR", "GBP", "JPY", "LCU", "USD".
age_in_months (int, optional):
The age of the company in months, and the value should be between 24 and 240. Note that the computation extends 6-month before and after the specified age. For instance, 24 would indicate inclusion of companies of age between 18-month and 30-month.
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 (list of strings, optional):
List of industrial activity TICCS codes. See https://docs.sipametrics.com/docs/industrial-activities for the complete definitions.
Acceptable values include: "IC10", "IC2010", "IC302010".
business_risk (string, optional):
Business risk TICCS code. See https://docs.sipametrics.com/docs/business-risk for the complete definitions.
Supported values include: "BR1", "BR2", "BR3".
corporate_structure (string, optional):
Corporate structure TICCS code. See https://docs.sipametrics.com/docs/corporate-structure for the complete definitions.
Supported values include: "CS1", "CS2".
countries (list of strings, optional):
List of country ISO codes. Values can be obtained by referring to https://docs.sipametrics.com/docs/2-3-9-sipametrics-countries.
face_value (string, optional):
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 numerical values: 5.6 (represents 5.6 million).
Supported 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 numerical values: Any, e.g. 10 (represents 10 years).
Acceptable bucket values include:
- "T1": 0-5 (years)
- "T2": 5-10 (years)
- "T3": 10-15 (years)
- "T4": 15-20 (years)
- "T5": 20+ (years)

Example 1: Quintile

PY

response = await service.infra_debt_comparable(
    metric="CreditSpread",
    # age_in_months=None,
    end_date=datetime.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",
)

#Sample Response
#{
#    "data": {
#        "results": {
#            "mean": 1.7808262148192313,
#            "q1": 1.5455222218771312,
#            "median": 1.74325898893681,
#            "q3": 1.9768197275455,
#            "datumCount": 5983,
#            "companyCount": 165,
#            "min": 0.9401526927704354,
#            "max": 2.935853907003973
#        }
#    }
#}

Example 2: Absolute value

PY

response = await service.infra_debt_comparable(
    metric="creditSpread",
    # 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,
)

#Sample Response
#{
#    "data": {
#        "results": {
#            "mean": 1.7488006048796447,
#            "q1": 1.5191630409806685,
#            "median": 1.706520328797726,
#            "q3": 1.9440581468666964,
#            "datumCount": 6434,
#            "companyCount": 183,
#            "min": 0.9062815814255855,
#            "max": 2.935853907003973
#        }
#    }
#}