Multiply Line Item by Extra Dimension

Olek P
edited September 2023 in Modeling

Hola, (That means Hi in Spanish)

I greatly appreciate any help you can offer. Thank you in advance

I have a line item and I would like to multiply it by another line item in a different module. This other module has an extra dimension that we need to calculate.

"New Funding by Turn and Credit" is my line item. (SS7) This module is dimensioned by Turn (length of the loans) and Credit (credit grade of loans).

I would like to multiply this line item by the "CF New Monthly" line item (percentages that appear in ss8)

This C04 module has the extra dimension of Month on Book. This means, how long the loan has been on our books.

I plan to use MOB Math (month on book math) line item as seen in ss9. This maps vintage(when the loan started) against time to calculate a MOB.

I tried to use the following formula: 'New Funding by Turn and Credit' * 'C04  Rate Curve Matrix old'.CF New Monthly[LOOKUP: MOB Math]

However, my numbers are crazy and don't work (ss10). ss11 is when I drill down on the cell. ss12 is a BP view of my C82.

I apologize for my awful names and build. I am just trying to get this working and to my boss asap. I am under some pressure.

Please let me know what I am doing wrong or if you need anymore clarification, thanks you dearly.


  • Amaya
    edited January 2023


    I may not understand exactly, but It seems that 'curve collection' should have the 'Credit Bands' and 'Turns' as dimensions, too, because 'C04 Rate Curve Matrix old'.'CF New Monthly' has three dimensions; Credit Bands, Turns, and MonthOnBook.

    'curve collection' now equals the cell on the cross All Turns × All Credits × each MonthOnbook.



  • Taichi ... you are a genius!

  • Para eso estamos

    (Is this correct?)


  • Si, la line item no tenia dimensiones correctas. Los agregue y funciona perfectamente!