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Bloomberg Credit Default Swap Cheat Sheet

This document provides a list of functions for analyzing credit default swaps and related financial products. It separates the functions into categories such as single-name CDS, credit indices, structured credit, pricing and defaults, market overview, and education/reference. Each function is accompanied by a brief description.

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modulus97
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2K views1 page

Bloomberg Credit Default Swap Cheat Sheet

This document provides a list of functions for analyzing credit default swaps and related financial products. It separates the functions into categories such as single-name CDS, credit indices, structured credit, pricing and defaults, market overview, and education/reference. Each function is accompanied by a brief description.

Uploaded by

modulus97
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Credit Default Swaps

Press after each command to run the function

* Denotes a single-security function


** Denotes a multiple-security function

Single-Name Capital Structure/Ratings


CDSW Credit default swap valuation CAST Company capital structure
CDS Single name look-up ECCG Credit vs. equity analysis
QCDS Quick CDS valuation & horizon GV Credit vs. equity volume analysis
CDSV CDS curve look-up *ISSD Issuer’s financial operations
*FWCS Forward curve analysis *DDIS Issuer’s debt maturity profile
*HGCS CDS curve rrade valuation *CRPR Current/historical credit ratings
RATC Issuer credit ratings revisions
Index
CDSW Credit default swap valuation Bond Relative Value
CDSI Credit index look-up *CRVD CDS vs. cash basis
*CDX Credit index monitors *VCDS Bond valuation from CDS
*CDIA Credit index analysis *HGBD Bond hedge analysis
*MEMC Credit index members **HS 2-security historical spread & correlation
CINS Credit index constituent search analysis

Structured Credit Pricing and Defaults


CDST Synthetic CDO tranche valuation IMGR Fixed income RUNS manager
CDOT Credit index tranche data QMGR Fixed income quote detail
CDSO Credit default swaption valuation CDSL Saved CDS securities
CIX Customized index construction CDSD CDS pricing defaults
CORR Customized correlation matrix
XCOR Correlation spreadsheet Messaging & Ticketing
RMCR Message mining for CDS single name &
Market Overview indices
GCDS Historical CDS comparison
Education/Reference
CMOV CDS biggest movers
CXEV Credit vs. equity monitor SNAC ISDA standardization portal
WCDS World CDS pricing

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