getInstrumentKeys

getInstrumentKeys(instrument)

Get the fields defined in one or more instruments.

instrument is a scalar or vector of the INSTRUMENT type, indicating one or more instruments.

• If instrument is a scalar, the function returns a STRING vector.
• If instrument is a vector, the function returns a tuple consisting of STRING vectors.

bond = {
    "productType": "Cash",
    "assetType": "Bond",
    "bondType": "ZeroCouponBond",
    "version": 0,
    "instrumentId": "0001",
    "start": 1996.03.01,
    "maturity": 2032.05.15,
    "dayCountConvention": "ActualActualISDA",
    "coupon": 0.0276,
    "issuePrice": 100.0,
    "frequency": "Semiannual",
    "subType":"TREASURY_BOND",
    "creditRating":"B",
    "settlement": 2022.05.15 
}
ins = parseInstrument(bond)
getInstrumentKeys(ins)
// output: ["coupon","subType","discountCurve","cashflow","currency","calendar","dayCountConvention","start","nominal","instrumentId","creditRating","maturity","bondType","version","spreadCurve","productType","assetType","settlement","frequency","cashFlow","issuePrice"]

Related functions: parseInstrument, getInstrumentField