how to get bloomberg option and zero coupon rate data?

2014 6 12
2 个回答
更新时间：2023 2 20
137 次查看（30 天）

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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!

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the cyclist
the cyclist 2014-6-12
It would be helpful if you could provide quite a bit more background information, and not make us guess. For example, do you know you are making the Bloomberg connection properly? Have you successfully obtained other data? Are you getting an error message, or just unexpected output with no error? Etc.
Help us help you.
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

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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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Xiang
Xiang 2014-6-12
Thanks, could you tell me how to get option price data in Matlab?
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

0 个投票

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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Xiang
Xiang
2014-6-12

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2023-2-20

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