Bloomberg Add in Excel for structured swaps

vaibhavy3k

New Member
Joined
Jul 10, 2012
Messages
1
Hi All,

I am trying to pull data for some structured swaps modeled on bloomberg under the swpm function in my login.
I am using the following function
=BDP("SL4213RA CORP","SW_OPTION_VEGA","SETTLE_DT=20120531","SW_CURVE_DT=20120531")

Now i have two question here
1) I am getting the option vega where the discounting curve and forward curve is assumed as bid, where as, I want the price where all these scenario are assumed as mid.
2) I also want the market price for these instruments, for historical dates.

Your help will appreciated, do let me know in case of any doubts.

Thanks and regards,
Vaibhav
 

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