bloomberg credit default swap cheat sheet
TRANSCRIPT
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