NuclearPhynance Archive

Back to the topics.



For the unknown reasons the Bloomberg has recently

switched default sources for yield curves, thus giving the

strange errors for interest rates curves.



Another goodie.



I asked the BBG support which formula do they use

for calculating yield-to-maturity.



I was given the aswer

"the standard one". Then I outlined several possibilities,

like exponential versus simple, day counts, what not.



Then I asked which one of those alternatives.



Got the repeated answer:

"the standard one" .

Graham --- I'm still waiting for Bloomberg to fix a problem I pointed out to them in 2003, which was also pointed out to them by a fairly senior Bloomberg employee at the same time.