[R-SIG-Finance] specify currency in rbloomberg bdp call
aidan.corcoran11 at gmail.com
Fri Jul 6 09:47:07 CEST 2012
Perfect, thanks John!
On Thu, Jul 5, 2012 at 6:38 PM, John Laing <john.laing at gmail.com> wrote:
> Hi Aidan,
> The eqy_fund_crncy field should be passed to bdp as an override, not an option:
> bdp(conn, "ubsn vx equity", "bs_tot_asset", override_fields =
> "eqy_fund_crncy", override_values = "eur")
> I think the Excel implementation might blur the distinction between
> options and overrides.
> On Thu, Jul 5, 2012 at 5:29 AM, Aidan Corcoran
> <aidan.corcoran11 at gmail.com> wrote:
>> Dear all,
>> I was wondering if there is a way of specifying currency in a bdp
>> request in rbloomberg. I can do it in bdh:
>> conn <- blpConnect()
>> start.date <- as.Date("1jan1990", "%d%b%Y")
>> end.date <- as.Date("1jan2013", "%d%b%Y")
>> o_names = c("periodicitySelection","currency")
>> o_values = c("YEARLY","EUR")
>> d<-bdh(conn, "ubsn vx equity", "bs_tot_asset",
>> start.date,end.date,option_names = o_names, option_values = o_values)
>> but not in bdp. I can do it in excel with bdp (the option is
>> EQY_FUND_CRNCY) so I was wondering if rbloomberg's bdp might be able
>> to do it too but can't figure out how.
>> thanks for your help!
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