Returns the Accrued Premium (upon default) array for each premium period from a Credit Default Swap object.

If however the contract is defined as not paying any accrued premium upon default, this array will contain zeros.

This function requires the input of a Credit Default Swap object key, which must have been produced via a call to one of the following functions : CDSwapObj() or CDBinarySwapObj(). These functions would have returned a string 'KEY' which is to be passed to the 'CDSObject' parameter of this function.

Variant CTCreditDefaultSwaps.CDSAccPremUponDefault( _
String CDSObject)

=CT.CDS.AccPremUponDefault(
Excel String Cell CDSObject)

static CTRangeDataCPP CDSAccPremUponDefault(
std::string CDSObject);

CTRangeData CTCreditDefaultSwapsSA.CDSAccPremUponDefault(
System.String CDSObject);

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.