FloatingRateBond

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

1. Key parameter
   
   
   Key Handle to be used for the new Bond object.
2. Reload parameter
   
   
   When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
3. Ccy parameter
   
   
   The currency code that you want to associate with the Bond.
4. SettleDays parameter
   
   
   Number of days for the settlement of bonds.
5. datedDate parameter
   
   
   Dated date of the bond. Date on which the bond begins to accrue interest. If you enter 0 for this parameter (or leave it blank within Excel) the datedDate will be computed internally based on the maturity date and the settlement date.
6. firstCouponDate parameter
   
   
   First Coupon Date: Date that the first coupon is paid (if bond does not have an odd first period, leave blank or enter 0). If entered, this date value must be greater than the Dated Date, but less than the 'penultCouponDate' and 'matDate' parameters.
7. penultCouponDate parameter
   
   
   Penultimate Coupon Date: Date that the penultimate coupon is paid (if bond does not have an odd last period, leave blank or enter 0). If entered, this date value must be greater than the 'datedDate' and 'firstCouponDate' parameters, but less than the 'matDate' parameter.
8. matDate parameter
   
   
   Maturity date of the bond.
9. IndexKey parameter
   
   
   Index Key to an already constructed Index object.
10. spreads parameter
    
    
    A vector of spreads. For a single spread value to be applied to all periods, pass in a single numeric value.
11. cpnDayCount parameter
    
    
    Coupon DayCounter to use for the bond coupon payments.
12. calKey parameter
    
    
    Key to an already constructed Calendar object. Used to adjust dates for holidays.
13. BusDayConv parameter
    
    
    Business Day Convention to use.
14. redemption parameter
    
    
    Redemption value of the bond.
15. YCKey parameter
    
    
    Key to an already constructed YieldCurve object. This curve will be used for discounting.

String CTBonds.FloatingRateBond( _
String Key, _
Long Reload, _
CCYEnum Ccy, _
Long SettleDays, _
Long datedDate, _
Long firstCouponDate, _
Long penultCouponDate, _
Long matDate, _
String IndexKey, _
Variant spreads, _
DayCountEnum cpnDayCount, _
String calKey, _
BDCEnum BusDayConv, _
Double redemption, _
String YCKey)

=CT.BOND.FloatingRateBond(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell Ccy,
Excel Numeric Cell SettleDays,
Excel Numeric Cell datedDate,
Excel Numeric Cell firstCouponDate,
Excel Numeric Cell penultCouponDate,
Excel Numeric Cell matDate,
Excel String Cell IndexKey,
XLRange spreads,
Excel String Cell cpnDayCount,
Excel String Cell calKey,
Excel String Cell BusDayConv,
Excel Numeric Cell redemption,
Excel String Cell YCKey)

static std::string FloatingRateBond(
std::string Key,
long Reload,
CCYEnum Ccy,
long SettleDays,
long datedDate,
long firstCouponDate,
long penultCouponDate,
long matDate,
std::string IndexKey,
CTRangeDataCPP spreads,
DayCountEnum cpnDayCount,
std::string calKey,
BDCEnum BusDayConv,
double redemption,
std::string YCKey);

System.String CTBondsSA.FloatingRateBond(
System.String Key,
System.Int32 Reload,
CTIEnums.CCYEnum Ccy,
System.Int32 SettleDays,
System.Int32 datedDate,
System.Int32 firstCouponDate,
System.Int32 penultCouponDate,
System.Int32 matDate,
System.String IndexKey,
CTRangeData spreads,
CTIEnums.DayCountEnum cpnDayCount,
System.String calKey,
CTIEnums.BDCEnum BusDayConv,
System.Double redemption,
System.String YCKey);

CTQL.CTRangeData FloatingRateBond_spreads;


double[] arrBFloatingRateBond_spreads = {
0.0002,
0.0002,
0.0002,
0.0003,
0.0003,
0.0003,
0.0003  //  Array Data

};

CTQL.DoubleVector arrFloatingRateBond_spreads =
new  CTQL.DoubleVector(arrBFloatingRateBond_spreads);

// Second parameter determines whether the array is a column array (false) or a row array (true)
FloatingRateBond_spreads = new  CTQL.CTRangeData(arrFloatingRateBond_spreads, false);

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• FloatingRateBond() ( CT.QL.Bonds20 )

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