chakkrav
03-01-2020, 10:05 PM
Hi,
Appreciate help on derivation through formula by Matching "CCY" with "Currency" in the table & lookup MATURITY DATE in a table "Date" range for that currency & fetch band lower & higher dates & its respective rates
Based on the attachment 26104, 4 columns derivation required are : (Currently manually populated)
BBG_DATE_1 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the lower band date
BBG_DATE_2 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the upper band date
BBG_RATE_1 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the respective Mid Yield of lower band date
BBG_RATE_2 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the respective Mid Yield of Upper band date
Appreciate help on derivation through formula by Matching "CCY" with "Currency" in the table & lookup MATURITY DATE in a table "Date" range for that currency & fetch band lower & higher dates & its respective rates
Based on the attachment 26104, 4 columns derivation required are : (Currently manually populated)
BBG_DATE_1 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the lower band date
BBG_DATE_2 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the upper band date
BBG_RATE_1 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the respective Mid Yield of lower band date
BBG_RATE_2 : If CCY matches with Currency, then lookup only the Currency filtered data with the Maturity Date in the Date range and give the respective Mid Yield of Upper band date