BNDBookCleanPrice




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CapeTools Bond Portfolio function list

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Computes, for either the entire Bond portfolio or for an individual bond within the portfolio (via the optional 'BondName' parameter), the bond(s) clean price.

The Bond portfolio's settlement date is used within the calculation.

The Bond object that is to be queried must have been previously created via the BondPortfolio(), BondPortfolio_y() or BondPortfolio_p() functions.

These functions would have returned a string 'KEY' which is to be passed to the 'BNDBondKey' parameter of this function.



Note: Within Excel, the function is named - CT.BONDBOOK.CleanPrice


High level graphic of BNDBookCleanPrice() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. BNDBookKey parameter

    Key Handle to an already constructed portfolio bond object.
  2. BondName parameter

    The Bond you wish you extract (Keyed by name). If blank, the whole portfolio will be selected.
  3. FXManagerKey parameter

    Optional key to an already created FXManager object.
  4. ReportPVCcy parameter

    Optional currency code that you wish the value of the leg to be reported in (must be specified if the 'FXManagerKey' parameter is specified).


Extended information

Function Syntax

VB Syntax 


Double CTBondPortfolio.BNDBookCleanPrice( _
String BNDBookKey, _
String BondName, _
String FXManagerKey, _
CCYEnum ReportPVCcy)


Excel Spreadsheet Syntax 


=CT.BONDBOOK.CleanPrice(
Excel String Cell BNDBookKey,
Excel String Cell BondName,
Excel String Cell FXManagerKey,
Excel String Cell ReportPVCcy)


C++ Syntax 


static double BNDBookCleanPrice(
std::string BNDBookKey,
std::string BondName,
std::string FXManagerKey,
CCYEnum ReportPVCcy);


DotNET Syntax 


System.Double CTBondPortfolioSA.BNDBookCleanPrice(
System.String BNDBookKey,
System.String BondName,
System.String FXManagerKey,
CTIEnums.CCYEnum ReportPVCcy);

Parameter data types

ArgNameArgTypeIsKey
BNDBookKeyStringTRUE
BondNameStringFALSE
FXManagerKeyStringTRUE
ReportPVCcyCCYEnumFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
BNDBookKeyFALSEBNDBookKeyNAME.EXTTAG.TICKER (from a function call)
BondNameTRUEMicrosoft
FXManagerKeyTRUEFXManagerKeyNAME.EXTTAG.TICKER (from a function call)
ReportPVCcyTRUEGBP


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Bonds20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the BNDBookCleanPrice() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the BNDBookCleanPrice() function call


763308

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