is there a scalar product function and a product function in qv?

[thanhphongle]

Hello community,

I have a portfolio with a lot of stocks: I'd like to use the scalar product function to calculate the return:

Stock	Weighting	Return
Daimler	30%	17.6%
Siemens	20%	14,2%
Apple	50%	19.2%

Expected Return = 30% * 17,6% + 20% * 14,2% + 50% * 19,2% = 17,72%

Does the scalar product function exists?

And the product function

Product(Weighting) = 30%*20%*50%=3%

[jonathandienst]

Scalar product: =Sum(Weighting * Return)

There is no simple function for the product of an arbitrary list, I will have to think about how to implement that.

[jonathandienst]

You could do it iteratively during load for a static version:

LOAD Id,

  WeightFactor,

  WeightFactor * Alt(Peek(ProductWeighting), 1) As ProductWeighting,

  ...

But this will not be suitable if the list to be used for the product is subject to users selections (dynamic version).

[swuehl · Accepted solution]

=exp(Sum(Log(Weighting)))

[thanhphongle]

thought that would be easier to have that scalar function, but as u said i think i have to implement mysself that function

[jonathandienst]

Brilliant! Why didn't I think of that!