Calculate a spread in Expression

[#1]

Hi there,

I'm trying to graph a spread between 2 series.

You'll find enclosed an exemple file.

What i'm trying to do is to add a curve in the graph corresponding to the sprerad between 2 maturities. I mean that if you choose for exemple M1 & M2, the curve should show M2-M1 price (or M1-M2). And if i change selection to M3&M1 the curve will be M3-M1 or M1-M3.

Is anyone already try to do it.

Thanks for your help.

[#2]

I know that i must use Set Analysis to do so, but i didn't succeed.

No one have already try to compare series, like this ?

[#3]

Ok fine, I try something and think i'm on the right way.

I can get the price for selected maturity doing the folowing:

=sum({<MATURITY={"$(=GetFieldSelections(MATURITY))"}>} PRICE)

This only works when we have 1 maturity selected.

The GetFieldSelections function can return all the selection that mean that if i have 2 maturity, GetFieldSelections must return M1,M2.

The question is now, how to get the first maturity and the second one from this expression?

Thxs again for your help.

[#4]

ok one step forward but this time really don't no how to solve it.

I used the subfield function to get the 2 distinct maturity.

The expression SubField(GetFieldSelections(MATURITY),',',2) give me the 2nd selected maturity (for example M2)

But the following expression:

=Sum({<MATURITY={"$(=SubFieldGetFieldSelectionsMATURITY),',',2))"}>} PRICE)

do not return the Price for maturity M2 and just note: No data to display..

any idea ?

[#5 · Accepted solution]

Ok i foundthe answer.

In fact, it works well but you have to be careful with the GetFieldSelections statement.

If you don't put a delimiter, it use the default one which is ', '. that mean that there is a space between the coma and the second selection.And then the subfield statement for the second field keep the space.

So 2 solutions:

1/ use the Trim function to supress blank.

2/ Precise the delimiter ,e.g. ',' for example and then you will have no space after the delimiter.

Tricky things.