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by jinwang
July 31st, 2006, 3:57 pm
Forum: Student Forum
Topic: Bloomberg CDX Quotes
Replies: 6
Views: 98099

Bloomberg CDX Quotes

Hey Ren,Are you saying that I can get the market quote in spreads of tranche CDO on CDX IG and iTraxx in Bloomberg? Can I get the historical series of the quoted spreads? rgds,JIN
by jinwang
July 18th, 2006, 1:08 pm
Forum: Student Forum
Topic: Testing CDO model on iTraxx/CDX portfolio
Replies: 26
Views: 102270

Testing CDO model on iTraxx/CDX portfolio

Does anyone here know where I can get the quoted prices for CDO tranches on iTraxx or CDX indices? I heard that it is available in Reuters, but failed to find it. Thanks very much.