ELPRG
Summary
The ELPRG function returns the Portfolio Risk Grade of a portfolio in a reference currency. This function supports only contributions and portfolio as calculation levels.
Examples
=ELPRG("portfolio",C11:C50,D11:D50,"quantity","EUR")
Retrieves the risk grade of a portfolio of EUR instruments with the list of instruments provided in column C and their corresponding quantities in column D.
=ELPRG("contributions",C11:C50,D11:D50, "weight","EUR")
Retrieves the contributions of each instrument (column C) to the portfolio (EUR) PRG. Their corresponding weights are in column D.
Syntax
ELPRG(granularity, assetIds[], amounts[], amountScheme, currency, isSimulation)
| Argument name | Default | Description |
|---|---|---|
| granularity | granularity | |
| assetIds | Single or multiple asset identifiers (ISIN, FIGI, currency ISO, Edgelab ID). | |
| amounts | 1 (for quantitites) | quantities or weights of the assets. Weights must sum up to 100%. |
| amountScheme (Optional) | quantity | quantity or weight |
| currency | The ISO code of the reference currency for deriving the calculation results. Specify "local" to use the instruments native currency where appropriate. It is mandatory to specify a currency when the granularity is "portfolio". | |
| isSimulation (Optional) | False | Boolean, if set to True, the calibration is flagged as a simulation and does not impact the portfolio's PRGs running in production. If it is set to False the calibration is the one in production. |