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
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