December 2, 2021
Each day, an input file 'DB_PX_LAST' will be received, which contains a snapshot of historical prices provided by the data vendor.
Build a macro that picks data from these input files, and populates the prices from 10th to 15th Nov into their respective cells, in the 'Prices Database' workbook.
US0003M and SOFRRATE are Rates being available on T-1 basis.
For example on 10th Nov, Rates as of 9th Nov will be populated into the 'Prices Database' workbook.
Based on the information available, please make the necessary assumptions for holiday handling.
Elaborate clearly the assumptions made, and your thought process behind.
Whenever possible, incorporate sanity checks and controls to the macro, helping users to detect potential issues or errors for this process.
November 1, 2018