how to get bloomberg option and zero coupon rate data?
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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 comentarios
Shahram
el 20 de Feb. de 2023
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!
Respuestas (2)
Roger Wohlwend
el 12 de Jun. de 2014
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 comentarios
Roger Wohlwend
el 13 de Jun. de 2014
getdata(c, OPTION_TICKER, 'PX_LAST')
Instead of PX_LAST you can also choose a differnt field: PX_BID, PX_ASK, ...
Shahram
el 20 de Feb. de 2023
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
el 12 de Jun. de 2014
This thread from the older MATLAB newsgroup looks like it might have some helpful info that is related.
1 comentario
Shahram
el 20 de Feb. de 2023
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!
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