Question

I have a select which returns a duration value. what i would like to do is look up this value in a lookup table and return a value for yield which is closest to this duration value.

e.g

i have a duration of 0.20 for USD so from my look up table below which is derived from this code:

select fld1_val, mrkt_cap_wght from dw_iss_indx_cnstnt AS ai WITH (NOLOCK)

INNER JOIN  dw_issue_dg AS i WITH (NOLOCK)
  ON ai.indx_instr_id = i.instr_id 
  AND ai.as_of_dte > getdate()-2

INNER JOIN dw_issue_alt_id AS ia WITH (NOLOCK)
  on ia.instr_id = ai.indx_instr_id
  AND id_ctxt_typ = 'Bloomberg ID'
  AND denom_curr_cde = 'USD'

this returns:

fld1_val    mrkt_cap_wght
0.08        5.0168
0.25        5.03
0.5         5.09
1           5.21
2           5.2
5           5.51
10          5.67
12          5.69
15          5.7
20          5.71

So what i would do is lookup against this and because 0.20 is closest to 0.25 i would return 5.03 as my yield.

However i am unsure of how to do this as the look up is not looking for an exact match, just a closest to value. Any idea how i could do this?

Answer 1

DECLARE @Dur decimal(5,2)=0.20;

select TOP 1 fld1_val, mrkt_cap_wght from dw_iss_indx_cnstnt AS ai WITH (NOLOCK)

INNER JOIN  dw_issue_dg AS i WITH (NOLOCK)
  ON ai.indx_instr_id = i.instr_id 
  AND ai.as_of_dte > getdate()-2

INNER JOIN dw_issue_alt_id AS ia WITH (NOLOCK)
  on ia.instr_id = ai.indx_instr_id
  AND id_ctxt_typ = 'Bloomberg ID'
  AND denom_curr_cde = 'USD'
ORDER BY ABS(@Dur-fld1_val)