R blpapi作为积分或直接传播

Question

我在R中使用blpapi软件包下载外汇远期价格。在公式中，我想指定将远期价格下载为点数或直接价格的设置。我尝试过以下方法：

conn <- blpConnect()
sdate <- as.Date("1998-12-31") 
edate <- Sys.Date()-1

vFWD        <- c("EURAUD1M Curncy")

opts.daily <- c("periodicitySelection"="DAILY","nonTradingDayFillMethod"="PREVIOUS_VALUE","nonTradingDayFillOption"="NON_TRADING_WEEKDAYS")
opts.monthly <- c("periodicitySelection"="MONTHLY","nonTradingDayFillMethod"="PREVIOUS_VALUE","nonTradingDayFillOption"="NON_TRADING_WEEKDAYS")
opts.fwd <- c("FWD_CURVE_QUOTE_FORMAT"="OUTRIGHTS")

dfwd        <- bdh(securities = vFWD, c("PX_LAST"), start.date = sdate, end.date = edate, options = opts.daily, overrides = opts.fwd, con = defaultConnection())

**对于Java编码答案在这里：In Bloomberg API how do you specify to get FX forwards as a spread rather than absolute values?

Answer 1

使用"OUTRIGHT"，而不是"OUTRIGHTS"作为覆盖选项值。