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The index was acquired by Bloomberg L.P. in August 2016 as part of a larger sale of the bank's index and risk analytics business. The index was subsequently renamed the Bloomberg Barclays US Aggregate Bond Index. Upon its acquisition, Bloomberg and Barclays announced that the index would be co-branded for an initial term of five years. [5]
Download as PDF; Printable version ... (Bank of America) Merrill Lynch Global Bond Index; Bloomberg Barclays Global Aggregate Bond Index ... First Boston High-Yield ...
The name BPV (basis point value) or Bloomberg "Risk" is also used, often applied to the dollar change for a $100 notional for 100bp change in yields - giving the same units as duration. PV01 (present value of an 01) is sometimes used, although PV01 more accurately refers to the value of a one dollar or one basis point annuity.
The Marshall-Edgeworth index, credited to Marshall (1887) and Edgeworth (1925), [11] is a weighted relative of current period to base period sets of prices. This index uses the arithmetic average of the current and based period quantities for weighting. It is considered a pseudo-superlative formula and is symmetric. [12]
A common modern formula for the US market, which is expressed as a percentage, is: [19] [4] B u f f e t t i n d i c a t o r = W i l s h i r e 5000 c a p i t a l i z a t i o n U S G D P × 100 {\displaystyle \operatorname {Buffett\ indicator} ={\frac {\operatorname {Wilshire\ 5000\ capitalization} }{\operatorname {US\ GDP} }}\times 100}
This article is within the scope of WikiProject Finance & Investment, a collaborative effort to improve the coverage of articles related to Finance and Investment on Wikipedia.
In 2009, Bloomberg released Bloomberg’s Open Symbology ("BSYM"), a system for identifying financial instruments across asset classes. [1]As of 2014 the name and identifier called 'Bloomberg Global Identifier' (BBGID) was replaced in full and adopted by the Object Management Group and Bloomberg with the standard renamed as the 'Financial Instrument Global Identifier' (FIGI).
The Interpolated Spread, I-spread or ISPRD of a bond is the difference between its yield to maturity and the linearly interpolated yield for the same maturity on an appropriate reference yield curve.