There is a document with all the details of curve construction and interpolation methods on Bloomberg. DOCS 2055462.

There is an api to communicate with the terminal. you can do all sort of things you normally do on the terminal, including <cancel> screens, tabs, shortcuts and any combinations of commands. if you are interested let me know.

Thank you.

Has anyone heard about the average life for a CDS? I've been told that is the DV01*10000/Notional, but i cant find anything about it. Thank you.

You can check DOCS 2047421 which has some examples of how to do this. You shouldnt use the BDx formulas within the VBA code. Hope this helps.