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> This would be a useful feature on a Bloomberg terminal. Why? What type of queries can you perform on those terminals that would be useful to analyze in this
by foobarqux 10y ago
> This would be a useful feature on a Bloomberg terminal.
Why? What type of queries can you perform on those terminals that would be useful to analyze in this way?
- BloomMe 10y agoA lot of Bloomberg "data" screens (this is also true in the APIs) are also interfaces to models. So like, if you pull up a bond model, you can override and it will reprice the asset, say, or back out some other parameter. The Bloomberg interface is horrible and insane, and even relatively simple things like "ok well if I change the vol on this European equity option and you give me a new price...i still need to know which method you used to solve..." There are plenty of other models in there that use much more complex pricing algos, and it would be useful to be like "Trinomial blah blah assume vol calculated as daily variance over last 30 days"