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Did anyone work with Bloomberg scripting language (BLAN is the name I guess). If so is it really flexible and is it competitive with other valuation services (say Super Derivatives). Does it enable you to create complex structured payoffs? What are possible problems when working with it?

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this is a very old post and I hope by now you have mastered BLAN. However, Bloomberg's DLIB suite in general is a very comprehensive toolkit which enables you to price and calibrate derivative structures. A number of templates are available for exotic structures. Should this is not enough, you can go to BLAN whereby you can create from scratch any bespoke deal you would ever wish for and also play with different models. Obviously it has quite a bit of a learning curve. Bloomberg people can also code in pricing functions for you.

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  • $\begingroup$ Does DLIB let you put in arbitrary american payoffs too? Can i price a callable asian option in it? $\endgroup$ – will Jan 15 '17 at 22:39
  • $\begingroup$ Hi Will, absolutely, you can do all kinds of exotics! $\endgroup$ – SolitonK Jan 17 '17 at 22:37

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