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Index
Preface
Conventions Used in This Book
Using Code Examples
O’Reilly Safari
How to Contact Us
Acknowledgments
1. Introduction
Overview
Section I: Accessing Financial Data
Section II: Financial Data Analysis
Section III: Creating Financial Reports
Financial Markets
Equities
Corporate Loans (Bank Debt, Leveraged Loans)
Corporate Bonds
The Three Paths
Path 1: Microsoft Excel
Path 2: Microsoft Access
Path 3: C#
Online Files
Summary
2. Organizing Financial Data
Path 1: Excel
Excel Range Versus Excel Table
Adding Reference Columns
Data Validation
Paths 2 and 3: Tables in Access
Connecting the Data with Queries
Summary
3. Bloomberg
Identifying the Fields
The Mouse-Over
The FLDS Screen
Bloomberg Function Builder and Finding Fields in Excel
If All Else Fails...
Excel Examples
Pulling a Single Field (BDP)
Pulling Bulk Data (BDS)
Pulling Historical Data (BDH)
Comparable Securities
Indices
Peers
Related Securities
Paths 1 and 2: Excel and Access
Corporate Bonds, Loans, and Indices
Company Worksheet
References and Overrides
References
Overrides
Path 3: Bloomberg C# API
Setting Up Microsoft Access for Use with C#
Bloomberg C# API
Basic Reference Example
Basic Historical Example
Populating Access Database
Before we begin
Creating a typed dataset
The code
Summary
4. IHS Markit: Big Corporate Data
Corporate Loans
Data Request
Facility Information
Loan Pricing, Financials, and Analytics
Corporate and Sovereign Bonds
Path 1: Storing Markit Information in Excel
Path 2: Importing Markit Data into Microsoft Access
Path 3: Importing Markit Data Using C#
Summary
5. Financial Data Analysis
Data Integrity
Checking the Data
Sample Size
Outliers
Portfolio
Portfolio Worksheet
Portfolio Database Table
Linking Excel Worksheets to Microsoft Access
Keeping a History
Path 1: Excel
History worksheet
Backup.bat
Path 2: Microsoft Access
Path 3: C#
Summary
6. Relative-Value Analysis
Path 1: Excel
Correlation and Regression in Excel
Peer Groups
Ratings
Stats Worksheets
Side by Side
Indices
Weighted Z-Score
Path 2: Access
Correlation and Regression in Access
Median in Access
Path 3: C#
Correlation and Regression
Peer Groups
Ratings
Stats Tables
Side by Side
Weighted Z-Score
Summary
7. Portfolio Risk Analysis
Path 1: Excel
Variance, Volatility, and Standard Deviation
Sharpe Ratio with Historical or Forecasted Returns
Portfolio Breakdown
Warning Signs
Path 2: Access
Portfolio Breakdown
Warning Signs
Path 3: C#
Sharpe Ratio with Historical or Forecasted Returns
Portfolio Breakdown and Warning Signs
Summary
8. Market Analysis
Path 1: Excel
New Issue Loan Analysis
Refinancings
Price History
Paths 2 and 3: Access and C#
New Issue Loan Analysis
Refinancings
Price History
A Step Further
Loans currently above $90 that were below $80
Summary
9. Creating Reports
Path 1: Excel
Path 2: Microsoft Access
Path 3: C# and SSRS
Summary
10. Portfolio Reports
Monitoring Performance and Risk
Path 1: Microsoft Excel
Calculating Returns
Portfolio Report
Path 3: C# and SSRS
Summary
11. Conclusion
A. Table Reference
Index
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