i'm trying to find a way to get FX specific bbg API functions such as the BFxImpliedSwap working in Python's blpapi. in excel, to get an FX Implied Yield for a currency, one can use the following function (which could also be more granual e.g. one can select specific yield curves for both USD and non-USD legs) =BFxImpliedSwap("KRW", "SP", "1M", "TermCurrencyImpliedMidYield", "MarketType=Onshore","ForwardSource=BGN", "GlobalSettings=True") would love to hear how to get this working in python as well, thanks. the usual fx implied yield function such as "EURI6M Curncy" works well, but i'd like to be able to specify the other curves of the yield implied by an fx swap. df = blp.bdp('EURI1M Curncy','PX_MID') print(df) Continue reading...
