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I am trying to use the R package termstrc to estimate yield curves for the Czech Republic. I have found the structure of the required class couponbond in here, however the process of obtaining or calculating all the necessary data look very time-exhausting, especially if I need these information for several points in the past.

I have bloomberg terminal at my disposal (second time using it), is there any quick/efficient way to download and prepare the bond data from there, so it suits the package termstrc? Or does it have to be done all manually?

Thanks a lot

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