The Forward Curve function is simple, powerful and flexible. The function string is comprised of required elements as well as optional elements.
Required elements
=ICECurves(<Array of Descriptions>,<Array of Curves>,Granularity (Daily if omitted),Start Date, End date, Index)
The array of descriptions, or formulas must be a range in Excel, e.g. A1:A20
Granularity can be set as follows:
Granularity |
|
"I" |
Minute Granularity |
| "I60" | Hourly Granularity |
"D" (or omitted) |
Daily Granularity |
"W" |
Weekly Granularity |
"M" |
Monthly Granularity |
Date ranges and index work as follows:
Date Ranges and Index |
|
Start Date Only |
Returns that date only |
End Date Only |
Returns that date only |
Start Date & Index |
Returns index values after that start date |
End Date & Index |
Returns index values before that end date |
Start Date & End Date |
Returns the values between those two dates |
Index Only |
Returns the most recent values |
| Start Date & End Date & Index | Returns the values between those two dates and disregards the index value |
Optional Elements
Optional Elements |
|
Title= |
Any string that follows will be set as the title for that function |
| Snapshot= | True returns downloaded values, False (or omitted) returns default live values |
| Plot= | Vertical returns a vertical plot, Horizontal (or omitted) returns default horizontal plot |
| UseReference= | False turns off any cell referencing, True (or omitted) returns default cell referencing |
| Sort= | Ascending returns ascending dates, descending (or omitted) returns descending dates |
| Fill= | FillForward fills blank values from previous values, FillBackwards fills blank values from later values, and Interpolate fills blanks as a line between existing values. Omitting any fill options will show blanks as default. |
| TimelineMerge= | U returns the union of dates when any symbol returns values, I returns the intersection when all symbols return values, R uses the timeline from the first symbol in the list, and omitting any timeline merge option will show the default calendar option. |
| DayOfWeek= | Days of the week can be shown or filtered using the corresponding number 1= Monday and 7 = Sunday. Omitting this shows the entire week. |
| Months= | Months can be shown or filtered using the corresponding number or letter. January = 0 and December = B |
| ContractFilter= | Sets the contract months to be returned in the forward curve. Omitted shows all months |
| ContractCount= | Sets the number of contracts to be returned. Omitted shows all available tenors at end date |
| ContractRolling= | This can be set to Relative for continuation contracts or Fixed for dated contracts |
| ShowSymbolDescription= | False returns the output without a description, True (or omitted) will show the symbol description |