How can I create a logical sum function with dates?
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I am trying to determine the notional amount of a debt portfolio as of a valuation date. Here is what i have so far (simplistic example)...
Valuation_Date = ['01/31/2015'; '02/28/2015'; '03/31/2015'; '04/30/2015'];
Date = datenum(Valuation_Date);
Maturity_Date = ['02/05/2015'; '03/15/2015'; '06/25/2015'; '07/20/2015'];
Maturity = datenum(Maturity_Date);
Notional_Amount = [1500 2000 3000 4500]';
Notional_Portfolio = [Maturity, Notional_Amount]
I would like to create the following function: Notional(Date) = sum(Notional_Portfolio(r,2)), where r = all row numbers where Maturity_Date is greater than Valuation_Date...
This is basically a Vlookup in excel. For a given valuation date, determine the amount of outstanding debt. Any help would be greatly appreciated.
Cheers, Joe
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