R：在Rbbg/循环中使用BDP函数

这就是我要做的

我使用Rbbg和BDH功能从彭博社下载了每月的CDS利差数据

require(Rbbg)
bloomberg.connect <- blpConnect(verbose=FALSE)

tickers.list <- c("MEX CDS USD SR 5Y Corp")

bloomberg.dump <- bdh(bloomberg.connect, 
                      tickers.list, 
                      "PX_LAST",
                      "20000101", 
                      "", 
                      always.display.tickers = TRUE, 
                      option_names = "periodicitySelection", 
                      option_values = "MONTHLY")

require（Rbbg）
bloomberg.connect您正在使用的大多数字段覆盖只有通过API可用的当前值，因此无法获取历史数据

securities <- c("SP2A13DX Corp")

fields <- c("CDS QUOTED PRICE","SW_NET_ACC_INT")

override_fields <- c("SW_SPREAD",  
                 "CDS FLAT SPREAD",
                 "CDS_CALCULATION_MODEL",
                 "CDS CONTRACT TYPE",  
                 "SW PAY CURVE NUM",
                 "CDS RR",  
                 "SW EFF DT",   
                 "MATURITY",    
                 "SW_CURVE_DT",     
                 "SW_PAY_NOTL_AMT")

overrides <- c("100",
           bloomberg.dump$PX_LAST,
           "I",
           "W",
           "260",
           "0.4",
           bloomberg.dump$date,
           bloomberg.dump$date,
           bloomberg.dump$date,
           "1000000")

 d <- bdp(bloomberg.connect, securities, fields, override_fields, overrides)