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For a specific bond I need to calculate the time until each of the upcoming cash flow payments (for obvious reasons). So I wondered if there is a field (bulk data) that gives me all the dates of the coupons (if any)? I tried the FLDS command but found nothing...

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3 Answers 3

up vote 2 down vote accepted

What about DES_CASH_FLOW?

This field returns the securities cashflow schedule. All payment dates are included with the corresponding payment amount.

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Thats exactly what I was looking for, thank you. –  vanguard2k Oct 18 '13 at 5:55

I am not sure if the exact upcoming coupon dates can be retrieved in BBG, but using the fields:

  • DAYS_TO_NEXT_COUPON or NXT_CPN_DT (Days to next coupon / next coupon date)

    plus

  • CPN_FREQ (coupon frequency)

it should be easy to calculate the time until each upcoming coupon date.

Of course, these coupon dates would be an approximation (ie: they might be off by a couple of days), so I am not sure if this appraoch is good enough for you.

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Yeah I found those but I didnt want to play around with calenders, weekends, public holidays and so forth. Nevertheless, there is the sad possibility that the field I am looking for does not exist. For now, I only upvoted your answer. –  vanguard2k Oct 17 '13 at 12:17
2  
You can always ask the support team in their live chat (HELP HELP). They will likely provide an answer within minutes –  sets Oct 17 '13 at 13:43
    
You can get the next coupon dates as the previous answers and this shows. But I do not understand your comment about not wanting to deal with calendars. Bloomberg has also calendar functions with overrides where you can specify the locality and start and end date and hence get the number calendar and business days between the specified dates. What else do you need? –  Matt Wolf Oct 18 '13 at 4:23

For any bond, you can type CSHF (Cashflow Analysis) and export the coupon/principal schedule.

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