I am trying to reproduce the bid EUR implied yield I see in the screenshot below for 1y tenor which is -0.6226%.
EUR implied yield bid = spot_bid/fwd_bid *(1+i_USD_bid) - 1
Inputs from BBG terminal:
1y USD yield bid = 0.1962%
1y fwd_bid = 1.204757
spot bid = 1.1949
EUR implied yield bid = 1.1949/1.204757*(1+0.1962%) - 1 = -0.6236% which is different from -0.6226% I see on the terminal. Is this just rounding or I am missing anything?