Forward FX curves from Bloomberg

4 Sep 2019
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I am using the Datafeed toolbox to fetch data from Bloomberg, using mainly the functions "blp" and "history".
This seems to approximate the Excel function BDH using the Bloomberg Excel add-in.
In Excel there is also a function called "BFxForward" which enables the retrieval of forward prices for arbitrary currency pairs, and "broken" dates, i.e. arbitrary maturities for the forward contracts.
Is it possible to retrieve this data using the Datafeed toolbox, or any other MATLAB function?

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Sindre Duedahl
Sindre Duedahl
on 4 Sep 2019

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