All Questions
28 questions
2
votes
1
answer
195
views
Bond price using simple interest
I'm trying to model the price of a bond and having some trouble understanding how the "simple" convention works. The bond in question is IL0011948028. I'm able to replicate BBG's price using ...
- 21
1
vote
2
answers
5k
views
How do you extract only prices for an index from Bloomberg?
I’m trying to get data from an index on Bloomberg terminal into excel with BDH command. Specifically I am trying to get all of the closing prices for each company in the Russell 2000 index for every ...
1
vote
0
answers
1k
views
Bloomberg Excel API for Hourly Volume Data
I'm trying to download hourly trading volume data via the Bloomberg Excel API. For context, this is the formula I'm using, which pulls hourly trading data for Apple between Dec. 10, 2021 and Dec. 17, ...
- 51
0
votes
1
answer
170
views
Spread duration curve by issuer or by sector
I was surprised to see that spread duration was not offered as a curve in Bloomberg. As a result, I'm trying to find a curve (in Bloomberg) or build a curve (maybe using the Excel API) which ...
- 11
2
votes
1
answer
2k
views
Bloomberg API / Excel Add In - Delisted Stocks
So I am using the Bloomberg Excel add in but can also use the API. My dilemma is I have a list of tickers containing SP500 historical constituents and I have retrieved 600 of them from an alternative ...
- 23
0
votes
1
answer
2k
views
Bloomberg Excel API, how to extract one number out of BDS
The BDS function provided by the Bloomberg Excel plugin produces multiple cells. For example, =BDS("VOD LN Equity", "TICK_SIZE_TABLE") fills three columns and 19 rows of data. The ...
2
votes
1
answer
569
views
Building a fundamental equity scoring model based on data from Bloomberg
I have identified around 20 interesting statistics for a universe of stocks, regarding metrics of size, growth, valuation, quality, risk. Think market cap, free float, average daily volume. The ...
- 209
0
votes
1
answer
2k
views
Best way to get Sharpe ratio and volatility based on BBG-data in Excel for automation
For tickerized portfolios in PRTU, I want to extract Sharpe ratios and historic volatilities per annum or for 1, 3, 5 years from Bloomberg. So far, I have been ...
- 209
0
votes
1
answer
3k
views
Bloomberg bond clean price and accrued amount differs from Quantlib
I'm getting the different bond clean price from Bloomberg and from QL but surprisingly Bloomberg price matches with excel price() function
I have the following bond : GETC21117030. The parameters are ...
- 23
0
votes
1
answer
5k
views
Populating price data from Bloomberg in Excel with BDH via macro not returning time series
Though issue has been addressed before on stackoverflow and reddit, I was not able to find any useful answers.
I'm running a macro to populate price data with a macro via excel bloomberg API, say
<...
- 209
1
vote
0
answers
382
views
How to use quantlib Excel for valuation of european swaption with vol surface to calibrate?
I would like to replicate the following Bloomberg pricer in quantlib using Quantlib xl. Is it possible?
Thanks
1
vote
1
answer
1k
views
Find Interest Rate Swap BUMPs from Bloomberg in Excel
I have a bunch of plain vanilla interest rate swap contracts with all the relevant details regarding payment structure such as notional, fixed rate, index, payment frequency, reset convention, etc.. ...
- 135
0
votes
1
answer
261
views
How can I get real-time CDOR rate, swaps, and options pricing data refreshed on a daily basis in Excel?
I'm currently using "Bloomberg Anywhere", which is the same as Bloomberg Terminal except account-specific rather than PC/hardware-specific. I currently have to refresh the rates every morning at ...
- 39
2
votes
0
answers
979
views
Extract historic share prices for certain securities at certain points in time with Bloomberg Excel Add-in? [closed]
In order to create some sort of basic framework for everything we are planning on doing in a research project, we would need to get historic intraday data about share prices at certain points in time. ...
- 21
-1
votes
1
answer
708
views
How to compare bonds in terms of volume traded in Bloomberg Excel Add-in?
I want to compare how much bonds of a handful of companies have been traded over the last years and pick the most traded bond for each company via the Excel add-in.
One example of what I have tried ...
- 133
-1
votes
1
answer
981
views
(Bloomberg) BDP Formula question [closed]
Good Morning,
I am using the below formula and need some help, how do I change the below strike price (400) to pull from a separate cell (T2) I have on the spreadsheet?
...
- 1
0
votes
1
answer
10k
views
Bloomberg formula for bond total return
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 ...
- 11
0
votes
2
answers
2k
views
Pulling portfolio from bloomberg
I am not sure wether I should post this question here or on stack overflow, but I'll give it a shot anyway.
I am trying to get my portfolio from PORT in bloomberg. Basically I am trying to automate a ...
- 11
3
votes
2
answers
45k
views
Price at Specific Time from Bloomberg
I have a file where I easily export real-time prices to excel using the Bloomberg Add-In, using the formula BDP. Is there a way to get these prices of a specific time?
For example, =BDP("EURGBP ...
- 31
1
vote
1
answer
7k
views
What are Generic government treasury bonds? (Bloomberg terminal)
I have a project at school were we are supposed to find the generic series for US treasury bonds, and then download daily data for 3 years. I have found the bb ticker, but i don't understand the ...
0
votes
1
answer
3k
views
Bond characteristics using Bloomberg in Excel
I would like to retrieve bond characteristics (bond type, coupon type etc.) for corporate bond ISINs using the Bloomberg Excel Addin.
I tried ...
- 11
-1
votes
2
answers
1k
views
Extract Corporate Bond volume
Is it possible to extract the volume of Corporate bonds in Bloomberg with BDP, BDH or BDS function ? Example : 958254AC8 Corp; 98389BAM2 Corp; 94974BFP0 Corp. Doesn't seem like it's possible, even if ...
-1
votes
1
answer
3k
views
Forward 12m EPS Growth and its Earning Revision using Bloomberg
I'm currently trying to figure out how to use data from Bloomberg to create some analysis on a company's performance using Excel/R.
How can I find the Forward 12m EPS Growth, its 1m Earning Revision ...
- 129
3
votes
1
answer
2k
views
Export security description data from bloomberg into excel
I have the cusip of about 300 bonds. I want to retrieve the security description from bloomberg and then export it into excel. Does anyone have any tips as to how to accomplish this?
- 31
2
votes
2
answers
13k
views
Bloomberg Libor Rates
I load swap rates data from Bloomberg in excel using the command
=BDH(Ticker,"Px Last",Start_Date,End_Date,"Dts",FALSE)
The tickers I use are "USSW1 Curncy", "...
- 181
4
votes
1
answer
1k
views
Obtaining logical lists of Bloomberg security codes in Excel
I am using Bloomberg's BDP and BDH functions in excel to retrieve data for a set of options.
The problem is that (as underlying prices move and expiration dates come and go) option strikes are ...
- 151
1
vote
0
answers
3k
views
Exporting Time Series Data For Securities Prices From Bloomberg to Excel
I have a list of securities over a thousand entries long that I want to construct a time series of prices for over a specified historical period (e.g. 2/01/10-2/20/10). Doing this manually would take ...
- 632
1
vote
0
answers
126
views
Clarifying the way in counting number of weeks for calculating historical weekly volatility in Bloomberg
I would like to confirm the way to counting number of weeks for calculating historical weekly volatility in Bloomberg. Given an option with issue date from 14/1/2014 to 13/1/2019, is the proper way to ...
- 501