topic How to write this formula? in QlikView

How to write this formula?

Wed, 06 Jun 2012 11:57:30 GMT

I have an expression which is:

(LGD*NORMSDIST((1-KORRELASJON)^-0.5 *NORMSINV(PD)+(KORRELASJON/(1-KORRELASJON)^0.5)*NORMSINV(SOLVENSNIVÅ))-PD*LGD)*AVKASTN

in excel.

Where

KORRELASJON = constant/variabel

SOLVENSNIVÅ = constant/variabel

AVKASTN = constant/variabel.

the same with LGD and PD

How do I put this onto one expression in Qlikview?

How to write this formula?

nilesh_gangurde — Wed, 06 Jun 2012 12:03:11 GMT

Hi Kite,

if posible please attach the sample data file.

and also mention what you want to do actualy.

Reagards,

Nilesh Gangurde

How to write this formula?

Wed, 06 Jun 2012 12:06:37 GMT

Hi,

I don't have the opportunity to include a sample file at this point, but I would like to know how to put the ^ expression in qlikview as a starter.

How to write this formula?

Wed, 06 Jun 2012 12:10:57 GMT

^0.5 is the square root of the value. Use the sqrt function, e.g. sqrt(1-KORRELASJON)

How to write this formula?

Wed, 06 Jun 2012 12:13:15 GMT

But is there any function that replicates the normsdist in excel?

How to write this formula?

Wed, 06 Jun 2012 12:16:26 GMT

QlikView also support the normdist function. You can use the help function in QlikView for some examples:

normdist (value, mean, standard_dev)

returns the cumulative normal distribution for the specified mean and standard deviation. Value is the value at which you want to evaluate the distribution. Mean is a value stating the arithmetic mean for the distribution. Standard_dev is a positive value stating the standard deviation of the distribution. All arguments must be numeric, else null will be returned. If mean = 0 and standard_dev = 1, the function returns the standard normal distribution. This function is related to the norminv (prob, mean, standard_dev) function in the following way:

If prob = normdist(value, m, sd), then norminv(prob, m, sd) = value.

Example:

normdist( 0.5, 0, 1 ) returns 0.6914625

How to write this formula?

Wed, 06 Jun 2012 12:31:40 GMT

In excel there is two different formulas

Normdist

and

Normsdist

I am looking for the function replicating the latter.

How to write this formula?

Wed, 06 Jun 2012 12:37:14 GMT

I can use the normdist, but I just wanted to know if there was a direct formula.

Re: How to write this formula?

Anonymous — Sun, 01 Sep 2013 19:09:30 GMT

If this is still of value, pow(x,y) returns x to the power y.

Re: How to write this formula?

Anonymous — Sun, 01 Sep 2013 19:18:42 GMT

I don't believe there is.

You'll have to build it manually.

Normsdist formula would be (from Office help):

vNormsdist = (1/sqrt(2*pi())) * pow(e(), -$1*(1/2))

When you will call on this variable, make sure to use the dollar sign expansion, i.e. $(vNormsdist(z)) where z is your parameter. hope it helps