Frequency of Values (difference between two assets)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Frequency

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_RPM_FrequencyValues2

Returns the frequency of times (quantity or probability) in which the difference beween two values meets a chosen criteria, during a specified period, given historical values.

GIA_RPM_FrequencyValues2(HDates1, HRates1, HDates2, HRates2, Condition, Value1, Value2, OT, StartDate, EndDate, ExcludeFromDate, ExcludeToDate)

Returns: Frequency of times (quantity or probability) in which the difference beween two values meets a chosen criteria, during a specified period

Argument	Use	Description
`HDates1`	Required	The array of dates of historical prices of asset 1.
`HRates1`	Required	The array of historical prices of asset 1.
`HDates2`	Required	The array of dates of historical prices of asset 2.
`HRates2`	Required	The array of historical prices of asset 2.
`Condition`	Required	The criteria that defines which changes will be chosen (Below, Above, BelowOrAbove, Between, Equal)
`Value1`	Required	The lower value to which the condition is related if the condition is "BelowOrAbove" or "Between".The value to which the condition is related if the condition is "Below" or "Equal".
`Value2`	Required	The upper value to which the condition is related if the condition is "BelowOrAbove" or "Between".The value to which the condition is related if the condition is "Above".
`OT`	Required	Output type (Quantity, Probability)
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ExcludeFromDate`	Required	The first date in the period excluded from the required period.
`ExcludeToDate`	Required	The last date in the period excluded from the required period.