Swaps Category Group

1. CapeTools Swaps

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   General Description

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   Functions to construct Swap Objects.
   
   The types of swap objects that can be constructed are :
   
   

   • FIX vs FIX
   • FIX vs FLOAT
   • FLOAT vs FLOAT

   
   
   You can use the functions present within the CapeTools Query Swaps category of functions to query for information from these swap objects.
   
   
   Please note that the SwapFIXFLT2 and SwapFIXFIX2 functions cannot be accessed from the Excel libraries because these functions have more than 21 argument parameters. Excel has a maximum limit of 20 parameters per function.
   
   
   
2. CapeTools Query Swaps

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   General Description

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   Functions to query for information given a swap object.
   
   The swap objects must have been created via the CapeTools Swaps category of functions.
   
   
   There are functions to display detailed information regarding any of the legs contained within the swap structure as well as pricing the leg object.