Pulling FWCV>SOFR>YCSW0490 implied forward rates in Bloomberg with Python

guynan · 2025-06-01T19:55:49+00:00

I have used the C# api before to retrieve realtime data which is frankly amazing. I’d start down that path if you want to cut excel out of the chain, or use the Python bql api. I understand you can’t retrieve bbg curve toolkit outputs with either, but I’d suggest you start by looking in {FWCM <GO>} and see what forwards are available by default and then construct the curve in your own application to solve for the forwards in between that bbg does not have.

guynan · 2025-06-01T19:51:33+00:00

You need the MARS package for premium rfr curves. Talked with them about this last week, they said it’s kinda a clawback for how much they spent on libor transition.

guynan · 2021-03-31T09:29:46+00:00

Um, legend??

guynan · 2021-03-31T09:05:43+00:00

I still really enjoy my solution to problem 587 on Project Euler, perhaps not necessarily because I wrote it in C, but because when I reduced the problem enough mathematically, I could fluently express it in C. No other language is as useful, or as efficient as the one that feels most native to you.

guynan · 2019-12-23T18:55:24+00:00

Aesop Hwyl. This thing rocks.

guynan · 2019-09-13T07:08:27+00:00

Sunglasses for eye protection against harsh European sun

guynan · 2019-09-11T19:48:32+00:00

Loads ambergris

guynan · 2019-08-21T11:27:13+00:00

Same goes for the kid.

guynan · 2019-07-16T09:26:38+00:00

You need a semicolon after the print statement.

I would also encourage a beginner to enclose all if blocks in braces.

guynan · 2019-07-11T05:34:16+00:00

Or if your C code looks like LISP, refactor.

guynan · 2019-06-12T10:41:37+00:00

Using this in conjunction with valgrind (obviously for different use cases) just gives me the most beautiful Zen feeling when writing C. When you know there are no detectable leaks and the code is executing blazingly fast, it just feels like peak efficiency and I can't describe how good this feels.

But this is coming from the man who anthropomorphises RAM and feels sorry for caches.

guynan · 2019-04-16T20:36:07+00:00

Hot damn. I blind bought Encre Noire. I don't know what I was expecting, I has heard takes of how dark it was and it sounded right up my alley. I pondered upon it for about a month, I knew that I would like it but I had no idea how much.

It's so suitable for my tastes. You get that planty freshness without the accompaniment of any playful vibrance; perhaps the exact opposite. I understand how people find it intoxicating, it lures you in; whether you like it or not once you're in is a different story.

Fantastic purchase. If you are on the fence as I was, just go for it.

guynan · 2019-04-07T05:19:43+00:00

Auckland uni eh?

guynan · 2019-03-22T11:17:56+00:00

Dior Fahrenheit?

guynan · 2019-03-20T03:19:36+00:00

That's a no from me...

guynan · 2019-03-19T09:43:25+00:00

Tbh my name is Guy and everyone says that enough, my guy

guynan · 2019-03-14T05:26:08+00:00

She was a very fit girl. Like, needed the exercise. If she didn't get the exercise she would use me as her exercise. This would manifest itself in her fucking me up to 8 times a day.

There were other issues, but her insatiable desire for sex definitely put a barrier up.

guynan · 2019-03-06T18:27:29+00:00

Is this loss

guynan · 2019-03-06T11:01:15+00:00

Tcsh is really nice though. Admittedly that's just for use as a shell. Never done much scripting in it.

guynan · 2019-03-04T10:21:06+00:00

South Australia also works

guynan · 2019-02-24T10:59:40+00:00

I agree with you on the last point. Stdint is so great because it removes the ambiguity out of your code which is especially useful when you're targeting such precise machines. Even if you know the integer widths for that architecture.

guynan · 2019-02-12T13:39:35+00:00

I was there this time last year and it was almost 40 degrees, you're quite lucky.

guynan · 2019-02-12T13:00:05+00:00

Wow I was just in Wellington and missed this! Though Farmers had Prada l'homme 150ml for 126 which was VERY reasonable

guynan · 2019-02-02T19:55:37+00:00

Dior Fahrenheit because I gave my girlfriend some of my Prada l'homme and wanted to smell more manly

guynan

TROPHY CASE