Rank: Newbie
Groups: Registered, Registered Users
Joined: 8/17/2005(UTC)
Posts: 2
|
hi,
is there a way to neutralize negative values in underlying data, this is the case when analysing the difference of two securities i.e. the yield curve the 10yr rate is at 4.65% and the 2yr at 4.75%.
Is there a way to neutralize the negative values?
thanks in advance
ben
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
|
hey ben..... use abs() .... place inside the ( ) the potentialy negative variable.... such as abs(dif) where dif =10yr rate- 2yr rate.....h
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
