Q: “Easiest way to lookup a bond from an isin code?”
A: Fill a map with your isin to instrument id:s. As isin_code is a non-required tag, check that it exist and has value.
map_str_str mapISIN2ID = new map_str_str();
out void init_isin_lookup(){
vector(string) ID = instrument_search(instr_type.FIXED_CPN_BOND, true,null,null);
vector(string) ISIN = instrument(ID, today(), “”).tag_str(“isin_code”);
for(id:ID,isin:ISIN){
if(!null(isin))
mapISIN2ID.add(isin,id);
}
}