Get Risk Covariance GEM3S Pivot

ftGetRiskCovarianceGEM3SPivot

Returns Barra’s GEM3S risk model covariance matrix in a cross-tabbed format as of the supplied date.

Usage:

SELECT *
  FROM ftGetRiskCovarianceGEM3SPivot(@VersionDate)
Parameter Type Wildcard? Pass NULL? Description Notes
@VersionDate date Y Exact date

Example:

SELECT *
  FROM ftGetRiskCovarianceGEM3SPivot('2012-02-29')
 ORDER BY Ordinal

Returns Barra's GEM3S covariance matrix as of 29 Feb 2012.

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