II.2\Case Study II.2_PCA UK Yield Curves - M_PROD #NAME

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sga4199
Posts: 2
Joined: Mon Sep 15, 2014 1:10 pm

II.2\Case Study II.2_PCA UK Yield Curves - M_PROD #NAME

Postby sga4199 » Sat May 23, 2015 1:24 pm

Just a quick question about the sample PCA analysis II.2\Case Study II.2_PCA UK Yield Curves.xls

My spreadsheet fails to calcualte the area B59 onwards on [PCA Correlations] using the Martix.xla function calls
=M_PROD(M_PROD('Changes (bps)'!$B5:$AY5,M_DIAG(TRANSPOSE('Changes (bps)'!$B$3:$AY$3))),'PCA Correlations'!B$7:B$56)

If i try to do a recalc of the entire workbook everything calculates except for this range with the formula array. The error returned in the cell indicates that the very first M_PROD in the formula (or last in the calc sequence) cannot be resolved. If i try each cell individually the cell will return a value. Doing this for every cell obviously isn't practical given the timeseries.

Has anyone had this problem and resolved it?

thanks
alan

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