ELASSETMEASURE
Introduced in version: 20.7
Last modified in version : 24.7
Purpose : retrieve risk measures specific to fixed income and structured product instruments
Last modified in version : 24.7
Purpose : retrieve risk measures specific to fixed income and structured product instruments
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:C50**)
Retrieves the yield-to-maturity for each bond in the range C11:C50.
Syntax
ELASSETMEASURE(assetMeasure, assetIds[], isNormalized)
| Argument name | Default | Description |
|---|---|---|
| assetMeasure | The name of the measure to be returned. | |
| assetIds | Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID). | |
| isNormalized (Optional) | False | True: the fund’s asset class’ weights are renormalized, False, the fund asset class’ weights are not |