Matrix

[danielnevitt]

Hi,

I am trying to replicate a matrix calculation I have in Excel in Qlikview.

The attached excel sheet shows the matrix calculation.

Overview of the excel matrix:

- Start by defining your spreads in terms of your outrights (Matrix 1)

- Then calculate the inverse (Matrix 2)

- To get from an outright position (Input) to a spread position (Output1), simply post-multiply the Input by Matrix2.

- To sense check, you can get back to an outright view (Output2) by post-multiplying your spread view (Output1) by Matrix1.

Hope the above makes sense.  Any help with this will be much appreciated.

Regards,

Daniel

[danielnevitt]

Hi,

Is anyone able to assist with this query?  Any help/or advice would be great.

Thanks,

Daniel