Dear colleagues,
I would like to ask you to share your experience of finding correct market data from Bloomberg side for implied volatilities.
Currently SAP calculates only historical volatilities using TVS1 but for correct NPV calculation implied volatilities are needed.
So we tried with OVDV/OVML codes on Bloomberg side but even after opening several calls to Bloomberg help desk we couldn't reach correct data.
So any experience that you have and can share is highly appreciated
Thank you
Krasimir