Example: Running Total
This scenario shows the sequential summation capability of the Valuation function which updates the field by adding the previous running balance to the amount.
Input Data
| Yield Curve Type | Period | Interpolated Yield | Amount |
|---|---|---|---|
| Yield Curve | 0 | –0.0001537 | 100.0000 |
| Yield Curve | 1 | 0.0043374 | 100.4337 |
| Yield Curve | 2 | 0.0088285 | 101.7735 |
| Yield Curve | 3 | 0.0096286 | 102.9165 |
| Yield Curve | 4 | 0.0104287 | 104.2372 |
| Yield Curve | 5 | 0.011203 | 105.7284 |
| Yield Curve | 6 | 0.0119945 | 107.4160 |
In order to aggregate the value, the system uses the following formula:
Based on the configuration, the key figure to be aggregated for the running total is “Amount”. The system computes the total of all the data and stores it in the additional column “Running Total”.
Result
| Yield Curve Type | Period | Interpolated Yield | Amount | Running Total |
|---|---|---|---|---|
| Yield Curve | 0 | –0.0001537 | 100.0000 | 100.0000 |
| Yield Curve | 1 | 0.0043374 | 100.4337 | 200.4337 |
| Yield Curve | 2 | 0.0088285 | 101.7735 | 302.2072 |
| Yield Curve | 3 | 0.0096286 | 102.9165 | 405.1237 |
| Yield Curve | 4 | 0.0104287 | 104.2372 | 509.3609 |
| Yield Curve | 5 | 0.011203 | 105.7284 | 615.0893 |
| Yield Curve | 6 | 0.0119945 | 107.4160 | 722.5053 |