CALCULATIONS and Methods

If requested by the user, predefined methods can be used to automatically organize the selected input data. The results are stored as time series in the OPTIDAT Data Warehouse. The following methods are available:

• Currency conversion of index time series
• Extending index time series
• Yields, volatilities and covariances of different asset classes (taking user expectations into account)
• Discount factors in different currencies
• Currency hedging of index time series

The functions of the ECOFIN FINSUITE browser are also available to the user for downloading data to Excel. These include:

• Time aggregation by several methods
• Graphical representation of the time series
• Handling NA values including interpolation methods
• Periodicity transformations, such as generating monthly series from series of daily data, by several methods
• Various transformations, such as rebasing index numbers, rescaling, time aggregation, yield calculation and calculating volatilities