Give me the ability to send you a private message and I send a spreadsheet right to you.

<t>Well, if you want to understand how the Bloomberg API works, there are some very good examples in VBA, VC++ and even an example in VBA that feeds a database (which is what you want) provided by Bloomberg.Just type API <GO> under BloombergThen SDK <GO>Then choose menu #11Download then the activeX ...

<t>HiFor the last calculation, do not forget that you have a recursive formula to calculate the default probabilities.For the last row (which last 5 years and not only one) you got to make an assumption like "this proba is constant from date x to date y". Instead then of dividing by a sum of Betajj ...

<t>In fact I guess you are both saying quite the same thing as Credit delta=Credit duration * (%change spread)/(% change stock)=(%change CDS)/(% change stock).The good thing (I think) with that is if you already got a pricing tool for CDS that does not link spread to equity you should have your Mert...

<t>It depends on what you really want to do.A good compromise could be C++ (what we have done with my team) and a linking to NAG library since you will be able to reuse everything everywhere after implementation.Besides the particular implementation in Brigo is well adapted to some object-oriented l...

<t>Don't know if anybody still interested in this thread. Anyway...What I've seen so far coding within the Bloomberg framework:-> If you planned to design some user interface and wanted to use the Bloomberg COM component and VB.net for real time data, forget about it. .Net framework is now forbiddin...