All Questions
5 questions
2
votes
1
answer
195
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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
0
votes
0
answers
51
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Where to find Historical price data (csv preferable) for global Gov bonds and markets. All dollar denominated?
I'm doing a lengthy backtest on a certain portfolio and i've managed to get FTSE 100 data going back to 05-30-1990, where could I find data for global Government bonds going back to that date?
A csv ...
0
votes
1
answer
3k
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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
-1
votes
1
answer
708
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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
vote
1
answer
594
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Calculate yield of maturity for a certain price in excel
I have a bond with a time to maturity of 5, a nominal value of $100, coupons of \$3,- and an yield price that I need to calculate so that the bond price equals \$100,-. This yield value is symbolized ...
- 189