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Re: Relation between DataFeed and Bloomberg

Actually that is all to it! The instrument and property have to be defined in the translation table so that it maps with bloomberg mnemonics.

 

The function module would read the input selection parameters from TBD4 and then populate in a structure all the currency pairs and interest rates to be fetched. Then it will make the bloomberg call and populate the fetched data.

 

You would have to define different rate types for ASK, MID, BID currencies and different reference interest rates for ASK, MID, BID interest rates for different durations. The yield curve can also be populated at the same time if the reference interest rates are assigned to a yield curve.

 

Hope it was helpful, if you need to know anything specific let me know.

 

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