Interest Rate Derivatives Portfolio (merge identical positions)
Last updated 9 November 2026
Function reference › Value at Risk (VaR) › Additional Functions
1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].
GIA_VaR_IRDPortfolio_MergeIdenticalPositions
Merges exactly matched back-to-back positions from the portfolio.
GIA_VaR_IRDPortfolio_MergeIdenticalPositions(Portfolio)| Argument | Use | Description |
|---|---|---|
Portfolio | Required | The IRD portfolio array |