Overview Settings Change since, date and period Method Examples Questions Why does the output doesn’t start with 0? Why Year-to-date isn’t calculated till selected date? Overview The Performance analysis allows you to see how a time series has changed in relation to some point in the past. It’s different from the rate of change analysis … Continue reading “Performance”
Overview Settings Output series Epochs Prefer before previous Example Overview The Zero coupon rate analysis uses the Libor Market model to construct zero coupon rates at different maturities. Such rates can typically not be observed directly on the market except for short deposit rates. Longer rates are then constructed based on the shorter rates by … Continue reading “Zero coupon rate”
There are a number of analyses that perform series operations. Cross sampling Forecast Frequency conversion Index builder Lag Scalar Slice Sorting Transpose
There are two analyses related to fixed income. Yield curve Zero coupon rate
There are a number of analysis that you can use for statistical calculations.
There are several analyses that filter time series Detrend Seasonal adjustment Census X-13 Seasonal adjustment MA Smoothing
Overview Theory Automatic bin Density methods Cumulative distribution methods Settings Report Example Questions Can I plot two histograms on one chart? How to display the relative density as percentage of the total number of observations? Overview With the Histogram analysis, you can view the distribution of values of one or more series. It’s typically presented … Continue reading “Histogram”
Overview Settings Index Types Constant user weights Weights from series Variable user weights Market cap weights Variable user units Aggregate, weight from series Aggregate, variable user weights Settings for calculation methods Capped (%) Missing input Rebalancing Output Start date/End date Start at shortest/End at shortest Import… (user weights from a file) Missing values Examples Overview … Continue reading “Index builder”
Overview Input & output Settings Day count convention Examples Questions How to interpolate missing yield series? How to show percent of inverted yield curves? How to change x-axis to number of months instead of number of years? Why some series have Simple/Effective yield rate? Why value for 12m series is same under Simple and Effective … Continue reading “Yield curve”