how to get bloomberg option and zero coupon rate data?
13 ビュー (過去 30 日間)
古いコメントを表示
I tried chain = getdata(c,'SPX Index','OPT_CHAIN') but there is no price for the option. And I wanna konw how toget zero coupon rate data. thanks!
3 件のコメント
Shahram
2023 年 2 月 20 日
I am also interessted in getting SPX option chain into ,atlab for futher processing. Can you please tell me where I can find the documentation? I am unbale to find the complete info on Matlab help. Pleasd help!
回答 (2 件)
Roger Wohlwend
2014 年 6 月 12 日
Of course you don't get a price for an option. The field OPT_CHAIN does not request a price. It gives you a list with tickers of options (as you can easily verify in your Bloomberg terminal). So, this is not a Matlab problem. How to get zero coupon rates, isn't a Matlab problem either. Type IYC GO in the Bloomberg terminal an search for an appropriate curve. Then yoou can download the data with Matlab.
3 件のコメント
Roger Wohlwend
2014 年 6 月 13 日
getdata(c, OPTION_TICKER, 'PX_LAST')
Instead of PX_LAST you can also choose a differnt field: PX_BID, PX_ASK, ...
Shahram
2023 年 2 月 20 日
I am also interessted in getting SPX option chain into ,atlab for futher processing. Can you please tell me where I can find the documentation? I am unbale to find the complete info on Matlab help. Pleasd help!
the cyclist
2014 年 6 月 12 日
This thread from the older MATLAB newsgroup looks like it might have some helpful info that is related.
1 件のコメント
Shahram
2023 年 2 月 20 日
I am also interessted in getting SPX option chain into ,atlab for futher processing. Can you please tell me where I can find the documentation? I am unbale to find the complete info on Matlab help. Pleasd help!
参考
カテゴリ
Help Center および File Exchange で Bloomberg Desktop についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!