Summary

The ewrCurrentMeasure function retrieves a number of different current measures for a list of instruments. The function supports positions, contributions and portfolio as calculation levels.

Examples

In these examples the risk measure that the function aims to retrieve is the net present value (NPV).

=ewrCurrentMeasure("NPV","portfolio",C11,D11,"EUR")

Retrieves the current NPV of a portfolio containing one unique asset whose ID is in cell C11 and weight in cell D11. The weight must be equal to 100%. The currency is EUR.

=ewrCurrentMeasure("NPV","portfolio",C11:C50,D11:D50,"EUR")

Retrieves the current NPV of a portfolio where C11:C50 are the asset IDs within the portfolio and D11:D50 are the weights of each asset that sum up to 100%. The currency is EUR.

=ewrCurrentMeasure("NPV","portfolio",{"CHF","EUR"},{0.5,0.5},"EUR")

This example can be copied and pasted to Excel and will give an instantaneous result.

Syntax

ewrCurrentMeasure(Measure, CaluclationsLevel, AssetIDs[], Weights[], Currency)
Argument name Default Description
Measures   The name of the measure to be returned.
CalculationsLevel   The granularity at which the results should be calculated (individual asset, portfolio).
AssetIDs   Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
Weights   Asset weights in the same orders as the specified asset ids and must sum up to 100%.
Currency (Optional) local The ISO code of the reference currency for deriving the calculation results. Specify “local” to use the instruments native currency where appropriate. It is mandatory to specify a currency when the granularity is “portfolio”.