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3

Bloomberg WAPI (same API for all supported languages, including excel vba) refreshes as soon as you send the request. No need to do some awkward refresh of standard Bloomberg formulas. Generally speaking though, this sounds a lot like non-compliant use of data. Vendors are very strict with how to download and share (essentially no sharing at all). Partially ...


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This will NOT work. You cannot get ICVS curves in API. Excel has a curves toolkit for excel. However, for WAPI, you need enterprise licenses (not part of terminal subscription). Your account manager can help you with that if that is truly needed. What you do here, is simply a FLDS field. Check out YCSW0045 Index FLDS CURVE_TENOR_RATES on the terminal. You ...


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Why do you not ask the help desk? They would have shown you where to find code examples and guides: WAPI- "API Developer's Guide" - "Core developer guide", 13.5. REQUESTING INTRADAY TICK DATA The data is the same - if it works in excel it must work in Python. Bloomberg's API website shows that both use C++.


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Generally, especially if you are (were) new to finance, you don't want to compute this yourself. BBG has VCUB which creates a vol cube based on the market quotes and the selected settings. The help page has a very detailed white paper explaining the implementation. These vols in turn are used in SWPM to price swaptions (and whatever else requires vol). I ...


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Simplest way to check is to load on the terminal. BCSWFPD BGN Curncy GP MAX vs BCSWFPD CMPN Curncy GP MAX You are querrying data that does not exist. CMPN has more history.


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I think the help desk would have been able to help. According to the DES page, FWISUS55 Index is simply 2*USSWIT10 Curncy - USSWIT5 Curncy. These are zero coupon inflation swap quotes. This is a gross oversimplification. Seems SWIL (where these inflation swaps are used) is not supported in FWCM, where the second ticker comes from. So I guess in terms of ...


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I would say you might want to ask the help desk F1 F1 or you sales representative at BBG. If you use R - or any v3 API based solution WAPI<GO>, you cannot use BQL. Yet, I am almost certain that BQL would allow you to do this pretty much all within BQL syntax. Massive benefit will be that you will not constantly hear from a help desk rep because you (b)...


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Why did you not ask the help desk? F1 F1. I think the answer is that it's simply a deficiency in BBG's system. CSA curve is not built for TRY it seems. OIS should work though. May well be this curve also was not developed when you posted this.


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Really a question for the help desk F1 F1. However, that is not a recent change. ICVS 23 uses these since years. If you did not have that, I suspect you restored SWDF DFLT in which case you see what is recommended. Ignore the classification - it's not a commodity - it's ED future. HELP ICVS has white papers. The first one, Building the BBG IR Curve discusses ...


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I guess that is really best ask on the help desk F1 F1. You can only access BBG on a MAC via the Citrix plug-in and https://bba.bloomberg.net. This will not establish a connection with your mac though. Hence, your local Python will not work. Only the excel API can be used like that. Windows users can download the actual software. In this case you could use ...


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Wouldn't that be best asked on the Bloomberg help desk. I am sure they would have answered this quickly. It would like to add that it also depends on your use case. If you just want this for a few days in the not too distant past (or like you, just for one day), the above intraday bar syntax is perfect. That said, you may as well just run GIT<GO> and ...


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Better late than never. There are lots of nuances to consider when pricing options. The help desk should have been able to point you towards a solution. I do not think they will (be able to) replicate completely but should at least provide generic examples. Personally, I do not like domestic vs foreign. Tends to cause confusion in my humble opinion. I will ...


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This depends on the currency you're looking at really. If you are pricing a cap/floor on for example EUR or CHF, then using Black is not particularly useful. The reason is because you have both negative strikes (e.g. -50bp floor) and negative rates which results in a big hole in the volatility surface. You will notice that up to ~10 years time to expiry that ...


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