Forward FX curves from Bloomberg
Afficher commentaires plus anciens
I am using the Datafeed toolbox to fetch data from Bloomberg, using mainly the functions "blp" and "history".
This seems to approximate the Excel function BDH using the Bloomberg Excel add-in.
In Excel there is also a function called "BFxForward" which enables the retrieval of forward prices for arbitrary currency pairs, and "broken" dates, i.e. arbitrary maturities for the forward contracts.
Is it possible to retrieve this data using the Datafeed toolbox, or any other MATLAB function?
Réponses (0)
Catégories
En savoir plus sur Workspace Variables and MAT Files dans Centre d'aide et File Exchange
le 4 Sep 2019
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
