In the Bloomberg terminal, a generic bond (e.g. GGR >> Australia >> 5Y bond) has a coupon rate stated in the Security Description (DES). I have daily historical yield data for the generic bonds, and would like to get the associated coupon rates.

I am using Spreadsheet Builder, but when I select the Coupon field for each generic bond, the field values are always N/A.

How can I get the historical coupon rates associated to generic bonds? Thanks in advance.

  • $\begingroup$ I'm not next to a terminal to try this, so I'll leave it as a comment. First, given the id of the generic bond, get the id of he actual bond that Bloomberg uses. You will most liklely have to pass every historical settlement or trade date for this. Now, for each distinct underlying id, get the coupon (static indicative data). $\endgroup$ – Dimitri Vulis Jul 6 '19 at 0:35

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