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Bloomberg: yield curves

How do I generate yield curves in Bloomberg?
Last Updated: Dec 18, 2013  |  5712 Views
Topics: Bloomberg, Bonds

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Answer

  1. Type YCRV and hit GO for Yield Curve Analysis.
  2. On the left side of the screen search for keywords in the amber search box
    or click on the plus signs to expand and browse the list.
  3. On the right side of the screen for CURVE ID CURVE NAME type in the code
    for the curve identified on the left eg. F1 for US Industrial AAA BFV Curve.
  4. Insert up to 4 CURVE IDs.
  5. Click on Expand graph to view the yield curve full-screen and get more options.
  6. To see the yields underlying the yield curve graph, under the Views drop-down
    menu select Tables, then Yield Table.
  7. To see the various securities plotted at each point in the yield curve, under the
    Views menu select Tables, then Securities.

Bloomberg Yield Curve Menu

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