MakeSchedule3




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Generates a schedule from the calculation date (or spot date) given an Index object and a number of reset periods.

You can view the generated dates via the DisplaySchedule() function.

This function requires the input of an Index object key, which must have been produced via a call to one of the Index creation functions present within the CapeTools Indexes category of functions.

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



This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "MSCH3"



Note: Within Excel, the function is named - CT.SCH.MakeSchedule3


High level graphic of MakeSchedule3() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key value to use as a handle for the created 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. IndexKey parameter

    Index Key to an already constructed Index object. This object represents the type of fixing rate that will be constructed (ie - 3M Libor).
  4. NoOfRates parameter

    The number of libor rates (from the spot date) that will be constructed.
  5. bFromToday parameter

    Do you want to start the date computation from the YieldCurve's ValueDate (stored within the Index object) 'true' or from the spot date 'false'.


Extended information

Function Syntax

VB Syntax 


String CTCalendars.MakeSchedule3( _
String Key, _
Long Reload, _
String IndexKey, _
Long NoOfRates, _
Boolean bFromToday)


Excel Spreadsheet Syntax 


=CT.SCH.MakeSchedule3(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell IndexKey,
Excel Numeric Cell NoOfRates,
Excel Boolean Value Cell bFromToday)


C++ Syntax 


static std::string MakeSchedule3(
std::string Key,
long Reload,
std::string IndexKey,
long NoOfRates,
bool bFromToday);


DotNET Syntax 


System.String CTCalendarsSA.MakeSchedule3(
System.String Key,
System.Int32 Reload,
System.String IndexKey,
System.Int32 NoOfRates,
System.Boolean bFromToday);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
IndexKeyStringTRUE
NoOfRatesLongFALSE
bFromTodayBooleanFALSE

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
KeyFALSEMyMakeSchedule3
ReloadFALSE1
IndexKeyFALSEIndexKeyNAME.EXTTAG.TICKER (from a function call)
NoOfRatesFALSE10
bFromTodayFALSEfalse


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.Curves20 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 MakeSchedule3() 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 MakeSchedule3() function call


MyMakeSchedule3_49.MSCH3.0

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