I am looking for some clarity on data for
Corporate Bond term structure based on
Credit Rating. Let say, I need to get the Term Structure for Corporate Bonds with rating
CCC, how can I get such information in reality? There would be thousands of such Issuers so for every case I will get little different Term structure based on Liquidity and other factors?
How practitioners actually get such Term structure? Does
Bloomberg provide such data directly for various Ratings??