在Bloomberg API中,您如何指定将FX远期作为点差而不是绝对值？

Question

您如何使用bloomberg API明确请求fx转发为直接？

在Bloomberg终端,您可以选择是通过XDF获得FX Forwards作为绝对费率(outrights)还是作为Spots(Points)的抵消,达到7,然后选项大约是一半.0表示直接,1表示平均值.

对于大多数默认值,您可以在API中明确设置它们,因此无论您运行哪台计算机,您的代码都会得到相同的结果.如何在V3 API查询中设置此项？

Answer 1

在帮助台告诉同事这是不可能的,事实证明它们是错误的并且是可能的.您将FWD_CURVE_QUOTE_FORMAT覆盖为绝对值和POINTS值作为偏移量.

示例代码(Java):

public static void main(String [] args) throws Exception{
  Session session = BlpUtil.connectToReferenceData();
  Service refDataService = session.getService("//blp/refdata");
  Request request = refDataService.createRequest("HistoricalDataRequest");

  Element securities = request.getElement("securities");
  securities.appendValue("JPY10Y CMPL Curncy");

  Element fields = request.getElement("fields");
  fields.appendValue("PX_LAST");

  request.set("startDate", "20100527");
  request.set("endDate", "20100527");

  Element overrides = request.getElement("overrides");
  Element override1 = overrides.appendElement();
  override1.setElement("fieldId", "FWD_CURVE_QUOTE_FORMAT");
  override1.setElement("value", "POINTS");

  CorrelationID cid = session.sendRequest(request, null);
  while (true) {
    Event event = session.nextEvent();
    MessageIterator msgIter = event.messageIterator();
    while (msgIter.hasNext()) {
      Message msg = msgIter.next();
      if (msg.correlationID() == cid) {
        System.out.println("msg = " + msg);
      }
    }
  }
}