Bloomberg Equity Range Accrual type instrument

blaugranabhoy · April 29th, 2012, 10:41 am

Hi,I can't access Bloomberg myself at the moment but does anyone happen to know if they have a standard calculator for an instrument that pays out based on the number of days that one equity outperforms another.ie. n/N where n is no. of days where P1(t)/P1(0) > P2(t)/P2(0)If anybody has used Bloomberg to value one of these I'd really appreciate if you could let me know the name of the calculator.BB.

blaugranabhoy · April 30th, 2012, 11:21 am

Ok, managed to get on the terminal here and got my answer...they don't!