Thanks to both of you, very helpful!!!

<t>Hi,I am using the Garman Kohlhagen model to value an USDJPY fx option. The values I calculate for the option price, delta, vega, and gamma all match what bloomberg calculates fairly closely, but when I use the theta formula ( Garman Kohlhagen formulas ), I get a number that's almost 4 times what ...

<t>Played around some more. First issue was I hadn't imported com_error: from pythoncom import com_errorAfter that, I got this error:TypeError: GetHistoricalData() got an unexpected keyword argument 'FromDate'Changed "FromDate" to "StartDate" and it worked! I thought I tried that before, but maybe b...

<t>Ok, through trial and error, I figured out how to use the classes defined in the code I referenced earlier.I can use the "subscribe" method fine:In [126]: test.request('Subscribe',{'Security':['IBM Equity','T Equity'],'Fields':['ticker','px last']},testCB)In [127]: test.flush()(24, ((u'IBM', 164....

Bump..... anyone? Maybe just a clue on how to get started?

<r>I've been reading afoster's posts regarding the Bloomberg API. They've been very helpful, but I'm not advanced in python enough to understand the asychronous code (pasted below).I entered the code into iPython, but I'm not sure what the next step is. I.e., if I want to pull some data asynchronous...

<r>Hello,I'm trying to come up with an annual performance attribution for a fund of funds and I'm having trouble coming up with a method to do it. The data that I have is the following: monthly P&L for the fund, monthly beginning NAV, and monthly P&L broken out for each segment that I want a...