Bloomberg / MS Excel Automation

[Kevvo]

Hello All,

Hoping you can advise on my automation project.

Part of my work is to re-price bonds using the average of the bid/ask yields.

Currently my spreadsheet is setup only to extract bid/ask yields for a particular bond using a formula: =BDP(V23,$W$22) - where V23 is ISIN@XXXX govt and W22 is YLD_CNV_BID and YLD_CNV_ASK

Rest of the steps are all manual. To summarize, this is what i need to perform manually to re-price a bond.
Use the mid yield from above and go to BBG / ID ISIN / paste new yield / GO / copy dirty price from screen and paste in my spreadsheet.
My spreadsheet then has formulas setup in other fields to reprice using this price and calculate exposure.

Can i somehow automate this step in Excel?

Any input is much appreciated.

Thanks
Cav

 

[Trading Spaces]

yes, call bloomberg, you should be able to get the data into a spreadsheet in realtime.

 

[A Dashing Blade]

Why aren't you using YLD_CNV_MID?
+ why are you going from mid yield to mid price to exposure.
Why not just use MID?

(pretty sure EXCEL <GO> in Bloomberg will give you Excel help

 

[Kevvo]

Why aren't you using YLD_CNV_MID?
+ why are you going from mid yield to mid price to exposure.
Why not just use MID?

(pretty sure EXCEL <GO> in Bloomberg will give you Excel help

Hi,
I looked but could not find anything relevant, it's possible i'm looking in the wrong place.
I used to YLD_CNV_MID - that worked however that does not any much considering i still need to manually ask BBG for the 'dirty' price using this Mid Yield.
I tried using PX_Dirty_MID but that did not return the dirty price needed.

is there another syntax to achieve this?

Thanks,
Kevvo