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snarrp_Rocky
Contributor III
Contributor III

Need Help with Expression

Dear All,

I have attached QVW file which has VaR column. I need to get Previous days VaR under the "Previous Days VaR" column show in QVW. Kindly advise

Also, I need to calculate IVaR, the working on IVaR has saved in the attached excel. This needs to be populated under IVaR column in the QVW please.

Many thanks for your kind help.

Regards
Deepak.

26 Replies
snarrp_Rocky
Contributor III
Contributor III
Author

Oops. Sorry Sunny if I was not clear, I need to show the 5th min (VaR column) which we calculated right, that value for last 3months I need to show it in sparkline.
Please let me know if its still not clear.
sunny_talwar

I still don't think what you want... but here I gave it a shot. Now unless you can give me the exact numbers, I might not be able to help you any further.

image.png

snarrp_Rocky
Contributor III
Contributor III
Author

This is cool. Thanks a lot..
If I want to display the VaR, Average, Scenario date and Previous day Var numbers for its portfolios which are showing blank? How can I do it?
Best Regards
snarrp_Rocky
Contributor III
Contributor III
Author

Hi Sunny,

I have attached QVW  with 3mnth column. I have created this QVW to clarify on the sparkline trend. In this qvw I have 30days data too. So, in 3mnth column I need to get the sparkline for 30days please. Also, when we calculated IVaR, can we show the numbers for the child portfolios too. Currently they are  blank like this "-".

sunny_talwar

I think you need to slow down a little here. You have 3-4 different requirements asked all at once. Can you break your requirements into bullet points and go over each one of them in detail with the expected output based on the sample provided. This way I will have a much better chance of answering all of them... right now, we have 2-3 things already going on and I have no idea what is resolved and what isn't.

snarrp_Rocky
Contributor III
Contributor III
Author

Hi Sunny,
I am pretty much through with your support. I am only stuck with two things that's all.
You are already provided IVaR and 3months trend support. However with IVaR (which is very good,
1) I actually wanted to bring up the values for other rows too, that is VaR, Average etc)
2) Lastly, with 3month trend which is based on scenario date ID, it actually need to be based on the COB date mentioned in the 3 mnth Trend QVW I share above.
These two points have a column in the QVW I attached above, viz IVaR and 3mnth Trend.
If you could help on this, it will much appreciated. I have 3 more days for the demo with my boss.
Best Regards
Nitin
sunny_talwar

For your 1st requirement... is this what you are looking for?

image.png

sunny_talwar

For the 3 month requirement... what is the output in numerical terms you are looking to get? I guess pick one of the Desk... for example FXO - Global Options and tell me what is the trend values are going to be for the COBDate 25/06/2018?

snarrp_Rocky
Contributor III
Contributor III
Author

It is shown in VaR Column that is -1,204,651. Like that (this is for one day), a sparkline should be made for last 3months (should look like how to build based on scenario date).
Sorry I have not shared 3month data, it has only one month data but even if month is made, I can change that to 3months and incorporate in my QVW. Please let me know if you have any query.
sunny_talwar

How does this look like?

image.png