I am writing a paper about CMS swap. To do so, I'd like to compare different theoretical pricing methods of these instruments to the "real prices" i.e. prices used in the marketplace.
But I don't know where I could find such data. I have access to Bloomberg, but I did not find CMS swap there. Maybe I just don't know the right Bloomberg function... Otherwise I also have access to the following databases:
- Bloomberg (as previously said)
- Thomson One Banker
- IMF e-library
- SDC Platinum