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Bloomberg bond security mapping

This mapping is used for Security Type Debt instrument (BOND).

In FA Back, this mapping is used when you go to Tools → Create security → Bloomberg → Bond.

Configuration

Base instruments for Floating Rate Bonds

The mappings exist in FA prior to creating Bonds. The base instrument Interest Rate needs to have Security Code equal to FA Standard <CCY><TENOR> (note for EUR <CCY>LI/IB<TENOR> LI=Libor, IB=Euribor).

Mapping

Mapping name: mapping.bloomberg.bond 

Updated fields

  • Security code

  • ISIN codeName

  • Trade Code

  • CountryCurrency

  • Exchange

  • TypeSub-type

  • Status

  • Holiday calendar

  • Set settlement period

  • Settlement date offset

  • Outstanding shares

  • Key figure Bloomberg Identifier (for SEB custody report)

  • Accrual Calendar

  • Base Instrument

  • Business Day Convention

  • Coupon (Fixed rate bonds)

  • Coupon Frequency

  • Fixings (Floating rate bonds)

  • Ex Coupon Period

  • First Coupon Period Start Date

  • Holiday Calendar

  • Issue Date

  • Issue Price

  • Maturity Date

  • Maturity Price

  • Multiplier

  • Multiplier 2

  • Offset days

  • Spread

  • Stub Convention

  • Update code # (enabled field)

  • Tag Reference data-Bloomberg bond

  • Solvency II profile data: Asset listed in, CIC code

Mapping table

Source field

Value mapping

FA field

Script

CFI_CODE

CFI

BLOOMBERG_CFI_CODE

CFI

s.type

output = "[CFI]".substring(0,1)

s.subType

output = "[CFI]".substring(0,2)

ID_ISIN

s.isinCode

CRNCY

s.currency

s.securityCode

output="[ID_ISIN]"+"_"+"[CRNCY]"
;

ID_BB_GLOBAL

s.updateCode

ID_MIC1

USEMIC

if("[ID_MIC1]"=='YYYY')
{
output='XFRA'
}
else
{
if((!"[ID_MIC1]"?.trim())||("[ID_MIC1]"=='')||("[ID_MIC1]"=='null')||("[ID_MIC1]"=='N.A.'))
{
output='-'
}
else
{
output="[ID_MIC1]"
}
}
;

ID_MIC_PRIM_EXCH

USEMIC

HOLEX

switch("[USEMIC]")
{
case "XSWX":
output = "CHZU"
break
case "XVTX":
output = "CHZU"
break
case "XMAD":
output = "ESMA"
break
case "XNGS":
output ="USNY"
break
case "XNYS":
output ="USNY"
break
case "XNAS":
output ="USNY"
break
case "GLBX":
output ="USNY"
break
case "XCME":
output ="USNY"
break
case "XSES":
output = "SGSI"
break
case "XSTO":
output = "SEST"
break
case "XCSE":
output = "DKCO"
break
case "XETR":
output = "DEFR"
break
case "XEUR":
output = "DEFR"
break
case "FRAB":
output = "DEFR"
break
case "MUNA":
output = "DEFR"
break
case "XBER":
output = "DEFR"
break
case "XHEL":
output = "FIHE"
break
case "FNFI":
output = "FIHE"
break
case "NOTC":
output = "NOOS"
break
case "XOSL":
output = "NOOS"
break
case "XOAM":
output = "NOOS"
break
case "XLDN":
output = "GBLO"
break
case "SETS":
output = "GBLO"
break
case "XPAR":
output = "FRPA"
break
case "XTKS":
output = "JPTO"
break
case "XJPX":
output = "JPTO"
break
case "XTSX":
output = "CATO"
break
case "XTSE":
output = "CATO"
break
case "XASX":
output = "AUSY"
break
case "XNZE":
output = "NZWE"
break
default:
output="-"
break
}
;

CDR_EXCH_CODE

CAL

CALENDAR_CODE

CAL

CNTRY_OF_DOMICILE

s.country

if("[CNTRY_OF_DOMICILE]"!="EU")
{
if("[CNTRY_OF_DOMICILE]".length()==2)
{
output="[CNTRY_OF_DOMICILE]"
}
else
{
output=''
}
}
else
{
output=''
}
;

CALCODE

switch('[CAL]')
{
case "A7":
output="AUSY"
break
case "AU":
output="AUSY"
break
case "AX":
output="AUSY"
break
case 'A$':
output="AUSY"
break
case "BZ":
output="BRBD"
break
case "RI":
output="BRBD"
break
case "ML":
output="CAMO"
break
case "CA":
output="CATO"
break
case "T4":
output="CATO"
break
case "WG":
output="CATO"
break
case "#V":
output="CHZU"
break
case "BS":
output="CHZU"
break
case "CH":
output="CHZU"
break
case "S5":
output="CHZU"
break
case "SZ":
output="CHZU"
break
case "V1":
output="CHZU"
break
case "ZU":
output="CHZU"
break
case "CZ":
output="CZPR"
break
case "P1":
output="CZPR"
break
case "FA":
output="DEFR"
break
case "GE":
output="DEFR"
break
case "CP":
output="DKCO"
break
case "CP":
output="DKCO"
break
case "DE":
output="DKCO"
break
case "TE":
output="EUTA"
break
case "FI":
output="FIHE"
break
case "HE":
output="FIHE"
break
case "FR":
output="FRPA"
break
case "M9":
output="FRPA"
break
case "MT":
output="FRPA"
break
case "PA":
output="FRPA"
break
case "AP":
output="GBLO"
break
case "EN":
output="GBLO"
break
case "GB":
output="GBLO"
break
case "LM":
output="GBLO"
break
case "LS":
output="GBLO"
break
case "B8":
output="HUBU"
break
case "HU":
output="HUBU"
break
case "FX":
output="JPTO"
break
case "JN":
output="JPTO"
break
case "OK":
output="JPTO"
break
case "T2":
output="JPTO"
break
case "T3":
output="JPTO"
break
case "TK":
output="JPTO"
break
case "ME":
output="MXMC"
break
case "MX":
output="MXMC"
break
case "NO":
output="NOOS"
break
case "OS":
output="NOOS"
break
case "FD":
output="NYFD"
break
case "NY":
output="NYSE"
break
case "KD":
output="NZAU"
break
case "ND":
output="NZAU"
break
case "NZ":
output="NZAU"
break
case "WL":
output="NZWE"
break
case "PD":
output="PLWA"
break
case "PL":
output="PLWA"
break
case "O2":
output="SEST"
break
case "ST":
output="SEST"
break
case "SW":
output="SEST"
break
case "CE":
output="USNY"
break
case "M4":
output="USNY"
break
case "US":
output="USNY"
break
case "#A":
output="USNY"
break
case "JH":
output="ZAJO"
break
case "SA":
output="ZAJO"
break
case "X1":
output="ZAJO"
break
case "ZA":
output="ZAJO"
break
default:
output='Sat/Sun'
break
}
;

s.exchange

if("[USEMIC]"=='-')
{
output=''
}
else
{
output="[USEMIC]"
}
;

s.holidayCalendar

if("[HOLEX]"!='-')
{
output="[HOLEX]"
}
else
{
output="[CALCODE]"
}
;

DAYS_TO_SETTLE

s.settlementDateOffset

s.enableSettlementDateOffset

if("[DAYS_TO_SETTLE]" != null && !"[DAYS_TO_SETTLE]".isEmpty() && !"[DAYS_TO_SETTLE]".trim().isEmpty())
{
output='1'
}
else
{
output="0"
}
;

AMT_OUTSTANDING

s.share

s.status

output="ACTIVE";

s.tradeCode

output="[ID_BB_GLOBAL]"
;

SECURITY_DES

s.name 

ISSUE_PX

s.issuePrice

if("[ISSUE_PX]" != null && !"[ISSUE_PX]".isEmpty() && !"[ISSUE_PX]".trim().isEmpty())
{
output="[ISSUE_PX]"
}
else
{
output='100'
}
;

CALC_MATURITY

s.maturityDate

if((!"[CALC_MATURITY]"?.trim())||("[CALC_MATURITY]"=='')||("[CALC_MATURITY]"=='null')||("[CALC_MATURITY]"=='N.A.'))
{
output=''
}
else
{
if(new Date().parse('MM/dd/yyyy','[CALC_MATURITY]').format('yyyy')>'2120')
{
output = new Date().parse('MM/dd/yyyy','[CALC_MATURITY]').format('2120-MM-dd')
}
else
{
output = new Date().parse('MM/dd/yyyy','[CALC_MATURITY]').format('yyyy-MM-dd')
}
}
;

PCT_PAR_QUOTED

s.multiplier

if("[PCT_PAR_QUOTED]"=='N') 
{
    output=1
}
else 
{
    output=100
}
;

s.multiplierView

output="[s.multiplier]"
;

CPN_FREQ

s.couponFrequency

switch("[CPN_FREQ]")
{
case '1':
output='P12M'
break
case '2':
output='P6M'
break
case '4':
output='P3M'
break
case '12':
output='P1M'
break
case '52':
output='P1W'
break
case '365':
output='P1D'
break
default:
output=''
}
;

DAY_CNT_DES

s.accrualCalendar

switch("[DAY_CNT_DES]")
{
case '30/360':
output='30U/360'
break
case 'ACT/360':
output='Act/360'
break
case 'ACT/365':
output='Act/365F'
break
case 'ACT/365-66':
output='Act/366'
break
case 'AFB ACT/ACT':
output='Act/Act AFB'
break
case 'ISDA 30E/360':
output='30E/360 ISDA'
break
case 'ISMA-30/360':
output='30E/360'
break
case 'ISMA-30/360 NONEOM':
output='30E/360'
break
case 'ISMA 30/360':
output='30E/360'
break
case 'ISDA ACT/ACT':
output='Act/Act ICMA'
break
case 'ACT/ACT':
output='Act/Act ICMA'
break
case 'MUNI30/360 NON-EOM':
output='30E/360 ISDA'
break
case 'US MUNI: 30/360':
output='30U/360'
break
case '30/360 NON-EOM':
output='30U/360'
break
case 'ACT/360 NON-EOM':
output='Act/360'
break
case 'ACT/ACT NON-EOM':
output='Act/Act ISDA'
break
default:
output=''
break
}
;

START_ACC_DT

s.firstCouponDate

if((!"[START_ACC_DT]"?.trim())||("[START_ACC_DT]"=='')||("[START_ACC_DT]"=='null')||("[START_ACC_DT]"=='N.A.')) 
{
    output=''
}
else
{
    output = new Date().parse('MM/dd/yyyy','[START_ACC_DT]').format('yyyy-MM-dd')
}
;

REDEMP_VAL

s.maturityPrice

output = '[REDEMP_VAL]'
;

s.coupons

output=""

FLT_CPN_HIST

s.coupons

CPN

s.coupon

if("[s.coupons]"=="") {output="[CPN]"}else{output=""}
;

s.exCouponPeriod

switch("[s.exchange]")
{
case "XSTO":
output='4'
break
case "XOSL":
output='1'
break
case "NOTC":
output='1'
break
case "XOAM":
output='1'
break
default:
output='0'
break
}
;

CPN_TYP

CPNTYP

s.offsetDays

if("[CPN_TYP]"=="FLOATING")
{output="2"}
else
{output="0"}
;

END_ACC_DT

ENDACC

if((!"[END_ACC_DT]"?.trim())||("[END_ACC_DT]"=='')||("[END_ACC_DT]"=='null')||("[END_ACC_DT]"=='N.A.')) 
{
    output=''
}
else
{
    output = new Date().parse('MM/dd/yyyy','[END_ACC_DT]').format('yyyy-MM-dd')
}
;

ISSUE_DT

if((!"[ISSUE_DT]"?.trim())||("[ISSUE_DT]"=='')||("[ISSUE_DT]"=='null')||("[ISSUE_DT]"=='N.A.'))
{
output=''
}
else
{
output = new Date().parse('MM/dd/yyyy','[ISSUE_DT]').format('yyyy-MM-dd')
}
;

SSTUB

if("s.firstCouponDate"<"s.issueDate")
{
  output = "Short First"
}
else if("s.firstCouponDate">"s.issueDate")
{
  output = "Long First"
}
else 
{
  output = "Normal"
}

LSTUB

if('[ENDACC]'<'[s.maturityDate]')
{
  output = "Long Last"
}
else if('[ENDACC]'>'[s.maturityDate]')
{
  output = "Short Last"
}
else 
{
  output = "Normal"
}

s.stubConvention

if("[LSTUB]"=='Normal')
{if("[SSTUB]"=="Normal")
{output="None"}
else
{if("[SSTUB]"=="Short First")
{output="ShortInitial"}
else
{if("[SSTUB]"=="Long First")
{output="LongInitial"}
else
{output=""}
}
}
}
else
{if("[LSTUB]"=='Long')
{if("[SSTUB]"=="Normal")
{output="LongFinal"}
else
{if("[SSTUB]"=="Short First")
{output="Both"}
else
{if("[SSTUB]"=="Long First")
{output="Both"}
else
{output=""}
}
}
}
else
{if("[LSTUB]"=='Short')
{if("[SSTUB]"=="Normal")
{output="ShortFinal"}
else
{if("[SSTUB]"=="Short First")
{output="Both"}
else
{if("[SSTUB]"=="Long First")
{output="Both"}
else
{output=""}
}
}
}
}
}
;

RESET_IDX

s.baseInstrument

def str = "[RESET_IDX]"
def lgt = str.length()
def ccy = "[CRNCY]"
if(str.substring(0,4)=='CDOR')
{
if(str.substring(lgt-2,lgt)=='12')
{
suffix='1Y'
}
else
{
suffix=str.substring(lgt-1,lgt)+'M'
}
}
else
{
if(str.substring(lgt-3,lgt)=='12M')
{
suffix='1Y'
}
else
{
suffix=str.substring(lgt-2,lgt)
}
}
if("[CRNCY]"=="EUR")
{
if(str.substring(0,2)=="EE")
{
prefix="EURLI"
}
else
{
prefix="EURIB"
}
}
else
{
prefix="[CRNCY]"
}
output=prefix+suffix
;

FLT_SPREAD

s.spread

if("[FLT_SPREAD]" != null && !"[FLT_SPREAD]".isEmpty() && !"[FLT_SPREAD]".trim().isEmpty())
{
double dnum = Double.parseDouble("[FLT_SPREAD]")
output=dnum/100
}
else
{
output=''
}
;

ISSUE_DT

s.issueDate

if((!"[ISSUE_DT]"?.trim())||("[ISSUE_DT]"=='')||("[ISSUE_DT]"=='null')||("[ISSUE_DT]"=='N.A.'))
{
output=''
}
else
{
output = new Date().parse('MM/dd/yyyy','[ISSUE_DT]').format('yyyy-MM-dd')
}
;

FLT_CPN_CONVENTION

s.businessDayConvention

switch("[FLT_CPN_CONVENTION]")
{
case 'Mod bus day - adj':
output='ModifiedFollowing'
break
case 'Mod Bus Day-Adj Nxt Month':
output='ModifiedFollowing'
break
case 'Mod bus day - unadj':
output='ModifiedFollowing'
break
case 'Following bus day - adj':
output='ModifiedPreceding'
break
case 'Following bus day - unadj':
output='Following'
break
case 'Preceding bus day - adj':
output='ModifiedPreceding'
break
case 'Preceding bus day - unadj':
output='Preceding'
break
default:
output='NoAdjust'
break
}
;

s.tags

output="Reference data-Bloomberg bond"
;

s.profileAttributes

if(!"[CIC]"?.trim())
{
output=""
}
else
{
output = "security.sii.listedIn=" + "[CIC]".substring(0,2) + ":string#security.sii.cic=" + "[CIC]".substring(2) + ":string#"
}
;

TICKER

s.keyFigures

if("[TICKER]"!='') {output="***BloombergId=2000-01-01=[TICKER]"}else {output="***"}
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