How to write this formula?

[#1]

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?

[nilesh_gangurde]

Hi Kite,

if posible please attach the sample data file.

and also mention what you want to do actualy.

Reagards,

Nilesh Gangurde

[#3]

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.

[#4]

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

[#5]

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

[#6]

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 

[#7]

In excel there is two different formulas

Normdist

and

Normsdist

I am looking for the function replicating the latter.

[#8]

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

[Anonymous]

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

[Anonymous]

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