Summary

The elAssetMeasure function retrieves a number of different measures such as the probability of hitting the barrier, the yield-to-call, the probability of autocall on the next observation etc. Note: The expected-time-to-maturity measure is only applicable to structured products.

Examples

=elAssetMeasure("ytm", C11)

Retrieves the yield-to-maturity of a bond (fixed instrument) whose id is located in C11 .

=elAssetMeasure("ytm", C11:C50)

Retrieves the yield-to-maturity for each bond in the range C11:C50.

Syntax

elAssetMeasure(AssetMeasureType, AssetIDs[])
Argument name Default Description
AssetMeasureType   The name of the measure to be returned.
AssetIDs   Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).