Do you know a bloomberg excel formula to retrieve the dayly total return of a bond over a period?
By total return I mean : (change in price + coupon)/initial price
Same as for a stock but with coupon instead of dvd. For equities there is this formula : BDH("IBM US EQUITY","day_to_day_tot_return_gross_dvds",t0,t1) This formula give the total return for each day of the period and I would like the same thing but for a bond. If not possible then at least something to retieve the coupon and then I'll finish the calculation on my own.
Thanks for your help