how to get bloomberg option and zero coupon rate data?

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Xiang
Xiang 2014-6-12
评论： Shahram 2023-2-20
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!
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Xiang
Xiang 2014-6-12
sorry about this. I have access to Bloomberg and the connection is good.I can get other data. I can get data like this: SPY US 06/18/11 C20 Equity ... from the function : getdata(c,'SPX Index','OPT_CHAIN') but there is no price for the option. I just need the price. And I need other data from Bloom like zero rate coupon, but I dont know the formula.
Shahram
Shahram 2023-2-20
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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回答（2 个）

Roger Wohlwend
Roger Wohlwend 2014-6-12
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.
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Roger Wohlwend
Roger Wohlwend 2014-6-13
getdata(c, OPTION_TICKER, 'PX_LAST')
Instead of PX_LAST you can also choose a differnt field: PX_BID, PX_ASK, ...
Shahram
Shahram 2023-2-20
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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the cyclist
the cyclist 2014-6-12
This thread from the older MATLAB newsgroup looks like it might have some helpful info that is related.
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Shahram
Shahram 2023-2-20
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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