Forward FX curves from Bloomberg

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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도움말 센터File Exchange에서 Workspace Variables and MAT Files에 대해 자세히 알아보기

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R2018a

질문:

2019년 9월 4일

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