I need a formulaic way of calculating differences between interest rates over time and if the difference from the starting date til the latest date exceeds 0.1, then the difference calculation needs to be updated so that the new start date becomes the latest date......needs to do this so every time the difference is greater than 0.1 the calculation updates. I'm using daily data.
If the difference is less than 0.1 then the calculation keeps referencing the old start date for the subtraction
Solved by I. L. in 15 mins