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Data modeling

Hi ,

i have two sources to craete a report,

in first source i have YieldCurve,tenor,Nett fields.

in second source i have YieldCurve,shock,tenor in days,Scenarios.

in the second table we have 250 scenarios for each Yieldcurve.

so, what i have to show in the report is YieldCurve,Scenarios(1-250),shock,shock*Nett

how can i get this? if any one knows pls help me.

i used applymap and left join both are not working.

thanks.

1 Solution

Accepted Solutions
Not applicable
Author

First table..

YieldcurveNett
USD :IRS3M_LP105718
USD :IRS3M_LP69739
EUR :IRS1Y459485
EUR :IRS1Y716115
USD :IRS3M_LP1972593
USD :IRS3M_LP192042
USD :IRS3M_LP15852
USD :IRS3M_LP5234
USD :IRS3M_LP529092
CN1 :1YPBOCLOAN471101

   

   second:

ScenarioYieldcurveShock
1USD:IRS3M_LP-0.01057
12USD:IRS3M_LP-0.06974
3EUR :IRS1Y-0.04595
104EUR :IRS1Y0.071612
5USD:IRS3M_LP0.197259
26USD:IRS3M_LP-0.0192
7USD:IRS3M_LP-0.01585
8USD:IRS3M_LP

.000523

9USD:IRS3M_LP-0.05291
195CN1 :1YPBOCLOAN                                              -0.04711

i want o/p like this..  

ScenarioYieldcurveShockShock*Nett
1USD :IRS3M_LP-0.01057-1117.6296
12USD :IRS3M_LP-0.06974-4863.5281
3EUR :IRS1Y-0.04595-21112.647
104EUR :IRS1Y0.07161251282.0693
5USD :IRS3M_LP0.197259389112.314
26USD :IRS3M_LP-0.0192-3688.013
7USD :IRS3M_LP-0.01585-251.2859
8USD :IRS3M_LP0.0005232.7394756
9USD :IRS3M_LP-0.05291-27993.834
195CN1:1YPBOCLOAN-0.04711-22193.615

View solution in original post

5 Replies
ramasaisaksoft

Hi Soumya,

1)Apply map will  help to you ,

2)just alias the name in First table tenor as ...tenor

so there is no Syn keys and you can proceed without doing any thing.

if not can you share the code which you written in the script?So that we will help to you.

For this Pivot table is better to UI,

Not applicable
Author

Hi Thank you for reply.

tried alredy..

i have a common field YieldCurve,

ApplyMap('scenarios',YieldCurve,'') as [Scenario Number],

but i am getting only senario 1 remaining 249 scenarios not getting

ramasaisaksoft

can you share any sample data?

and also sample expected output

Not applicable
Author

ApplyMap('scenarios',YieldCurve,'') as [Scenario Number],



by using this i am not getting any output getting blank.


what i have done is created a table(temp) with 250 Scenarios and i used applymap with the temp table,

now i am getting only one scenario

Not applicable
Author

First table..

YieldcurveNett
USD :IRS3M_LP105718
USD :IRS3M_LP69739
EUR :IRS1Y459485
EUR :IRS1Y716115
USD :IRS3M_LP1972593
USD :IRS3M_LP192042
USD :IRS3M_LP15852
USD :IRS3M_LP5234
USD :IRS3M_LP529092
CN1 :1YPBOCLOAN471101

   

   second:

ScenarioYieldcurveShock
1USD:IRS3M_LP-0.01057
12USD:IRS3M_LP-0.06974
3EUR :IRS1Y-0.04595
104EUR :IRS1Y0.071612
5USD:IRS3M_LP0.197259
26USD:IRS3M_LP-0.0192
7USD:IRS3M_LP-0.01585
8USD:IRS3M_LP

.000523

9USD:IRS3M_LP-0.05291
195CN1 :1YPBOCLOAN                                              -0.04711

i want o/p like this..  

ScenarioYieldcurveShockShock*Nett
1USD :IRS3M_LP-0.01057-1117.6296
12USD :IRS3M_LP-0.06974-4863.5281
3EUR :IRS1Y-0.04595-21112.647
104EUR :IRS1Y0.07161251282.0693
5USD :IRS3M_LP0.197259389112.314
26USD :IRS3M_LP-0.0192-3688.013
7USD :IRS3M_LP-0.01585-251.2859
8USD :IRS3M_LP0.0005232.7394756
9USD :IRS3M_LP-0.05291-27993.834
195CN1:1YPBOCLOAN-0.04711-22193.615