Serving the Quantitative Finance Community
Corporate bond forward yield
Hi,I need to get the data on 1 year, 2 years, and 3 years forward 5 year yield rate for AA rated corporate bond. Can somebody give some light where from I can get that? Does Bloomberg have any option?Thanks for your pointer
-
- Martinghoul
- Posts: 188
- Joined:
Corporate bond forward yield
Yes, you can first find the curve you want using FMCI<go>, then you can try and obtain the fwd yields for the chosen curve using FWCV<go>.