Mapping 2 matrices with different number of columns.

Hi,

I've got the following 2 matrices and 1 vector

• UniqFXRates 30x11 double (11 FX rates for 30 data points)
• InstrFXRates 30x232 double (232 companies for the same 30 data points). The unique FX Rates for the 232 companies are 11
• IndFX 1x232 double ("indicator" vector which shows the column's index number of UniqFXRates for each instrument) E.g.: [1 5 11 2 4 2 1 3 ...]

The goal is to map the content from UniqFXRates into InstrFXRates using IndFX vector as an indicator.

The following code unfortunatelly does not work.

InstrFXRates(:,IndFX)=UniqFXRates;

A loop does not work as well.

for instr=IndFX
    InstrFXRates=UniqFXRates(:,IndFX);
end

Do you have any suggestions?

Thank you in advance

[Guillaume]

The goal is to map the content from UniqFXRates into InstrFXRates

What does that actually mean? Can you give an example of input and desired output?

Answer 1

[Alex Mcaulley]

Try this:

InstrFXRates = UniqFXRates(:,IndFX)

[BdS]

It works perfectly! It is impressive what one can do with just 1 line of code...