bloomberg credit default swap cheat sheet

1
Single-Name CDSW Credit default swap valuation CDS Single name look-up QCDS Quick CDS valuation & horizon CDSV CDS curve look-up *FWCS Forward curve analysis *HGCS CDS curve rrade valuation Index CDSW Credit default swap valuation CDSI Credit index look-up *CDX Credit index monitors *CDIA Credit index analysis *MEMC Credit index members CINS Credit index constituent search Structured Credit CDST Synthetic CDO tranche valuation CDOT Credit index tranche data CDSO Credit default swaption valuation CIX Customized index construction CORR Customized correlation matrix XCOR Correlation spreadsheet Market Overview GCDS Historical CDS comparison CMOV CDS biggest movers CXEV Credit vs. equity monitor WCDS World CDS pricing Capital Structure/Ratings CAST Company capital structure ECCG Credit vs. equity analysis GV Credit vs. equity volume analysis *ISSD Issuer’s financial operations *DDIS Issuer’s debt maturity profile *CRPR Current/historical credit ratings RATC Issuer credit ratings revisions Bond Relative Value *CRVD CDS vs. cash basis *VCDS Bond valuation from CDS *HGBD Bond hedge analysis **HS 2-security historical spread & correlation analysis Pricing and Defaults IMGR Fixed income RUNS manager QMGR Fixed income quote detail CDSL Saved CDS securities CDSD CDS pricing defaults Messaging & Ticketing RMCR Message mining for CDS single name & indices Education/Reference SNAC ISDA standardization portal Credit Default Swaps Press after each command to run the function * Denotes a single-security function ** Denotes a multiple-security function

Upload: modulus97

Post on 08-Apr-2015

903 views

Category:

Documents


4 download

TRANSCRIPT

Page 1: Bloomberg Credit Default Swap Cheat Sheet

Single-NameCDSW Credit default swap valuationCDS Single name look-upQCDS Quick CDS valuation & horizonCDSV CDS curve look-up*FWCS Forward curve analysis*HGCS CDS curve rrade valuation

IndexCDSW Credit default swap valuationCDSI Credit index look-up*CDX Credit index monitors*CDIA Credit index analysis*MEMC Credit index membersCINS Credit index constituent search

Structured CreditCDST Synthetic CDO tranche valuationCDOT Credit index tranche dataCDSO Credit default swaption valuationCIX Customized index constructionCORR Customized correlation matrixXCOR Correlation spreadsheet

Market OverviewGCDS Historical CDS comparisonCMOV CDS biggest moversCXEV Credit vs. equity monitorWCDS World CDS pricing

Capital Structure/RatingsCAST Company capital structureECCG Credit vs. equity analysisGV Credit vs. equity volume analysis*ISSD Issuer’s financial operations*DDIS Issuer’s debt maturity profile*CRPR Current/historical credit ratingsRATC Issuer credit ratings revisions

Bond Relative Value*CRVD CDS vs. cash basis*VCDS Bond valuation from CDS*HGBD Bond hedge analysis**HS 2-security historical spread & correlation

analysis

Pricing and DefaultsIMGR Fixed income RUNS managerQMGR Fixed income quote detailCDSL Saved CDS securitiesCDSD CDS pricing defaults

Messaging & TicketingRMCR Message mining for CDS single name &

indices

Education/ReferenceSNAC ISDA standardization portal

Credit Default SwapsPress after each command to run the function

* Denotes a single-security function** Denotes a multiple-security function