Bloomberg: yield curves
How do I generate yield curves in Bloomberg?
Last Updated: Dec 18, 2013 | 4731 Views
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- Type YCRV and hit GO for Yield Curve Analysis.
- 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.
- 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.
- Insert up to 4 CURVE IDs.
- Click on Expand graph to view the yield curve full-screen and get more options.
- To see the yields underlying the yield curve graph, under the Views drop-down
menu select Tables, then Yield Table.
- To see the various securities plotted at each point in the yield curve, under the
Views menu select Tables, then Securities.