I’m building a CSA model in Bloomberg from scratch…any advice? Any good functions that you think will be useful? For the equity side I want to build into the model where I can short the stock OR buy puts. OPT CHAIN helps…any others? I don’t know if this going to work b/c the bid/ask for bonds is so grey…my returns will be off but still provides a starting point. Thanks
I always forget how CSA works… Something about how the price of the debt ought to be priced relative to the equity.