Summary

The ELCURRENTMEASURE 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).

=ELCURRENTMEASURE("NPV","positions",C11,D11,"quantity","EUR", "relative")

Retrieves the current NPV of one unique asset whose ID is in cell C11 and quantity in cell D11. The currency is EUR. measureType is set to relative.

=ELCURRENTMEASURE("NPV","portfolio",C11:C50,D11:D50,"quantity","EUR", "relative")

Retrieves the current NPV of a portfolio where C11:C50 are the asset IDs within the portfolio and D11:D50 are the quantities of each asset. The currency is EUR.

=ELCURRENTMEASURE("NPV","portfolio",{"CHF","EUR"},{1000,1000},"quantity", "EUR", "relative")

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

Syntax

ELCURRENTMEASURE(currentMeasure, granularity, assetIds[], amounts[], amountScheme, currency, measureType)
Argument name Default Description
currentMeasure   The name of the measure to be returned.
granularity   The granularity at which the results should be calculated (individual asset, portfolio).
assetIds   Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID).
amounts 1 (for quantitites) quantities or weights of the assets. Weights must sum up to 100%.
amountScheme (Optional) quantity quantity or weight
currency 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”.
measureType (Optional) relative Whether the result should be normalized. The input should be “relative” or “absolute”. “True” or “False” are still supported for the moment.