10-11-2017 05:31 PM
I have two date variables in my Portfolio data set, one of them is AsOfDate and the other one is DefaultDate. By the help of the following calculation, I can get the differences between this two variables monthly
Let's say that, it returns 20 as a value
And I have also pdCurve data set, let's say that, the 20th curve value is 0.6 so it should bring 0.6 for every horizon.
Here is my purpose, can somebody lead me to reach my aim, please?