Answered By: Bobray Bordelon Last Updated: May 08, 2018 Views: 13
Answered By: Bobray Bordelon
Last Updated: May 08, 2018 Views: 13
- Bloomberg in Firestone (A Floor - RIS Suite)
- Type SPX, hit the INDEX key and then VSV
- You will get a list of available indices that have variance swaps.
- Use the API function of Excel.
- Enter your indices.
- In Bloomberg fields search for variance.
- Click one of the indices you selected to see which variance fields apply.
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