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I need to fetch multiple Bond Yield curves (1 month, 1 year, 5 year, etc) from different countries using Bloomberg API.

Searching for F476XXy Index at the terminal gives a list of generic tickers, like F47603M Index for the 3 month MXN Bond Yield.

Is there a generic way to reference all these Bonds and fetch it on a single blp.bdh (XBBG function) query or other pythonic way?

Fróis
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  • Do you want the actual bonds (and their yields) that make up the curve, or generic zero coupon rates (such as given by `F47610Y Index`)? Do you want just one value, or a time-series history? – DS_London Jul 06 '23 at 10:57
  • I want the time-series history. I didnt understand the difference between the given Ticker and actual bonds. @DS_London – Fróis Jul 07 '23 at 12:43

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