CreditLinkFIXLegObj

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

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. RecoveryRate parameter
   
   
   RecoveryRate of bond principal only
4. CouponRecoveryRate parameter
   
   
   RecoveryRate of coupons.
5. DefaultFreq parameter
   
   
   The frequency of default within a premium period. Can use any of the Frequency codes contained within the 'CapeTools Frequency Enums' category of functions. This frequency should be equal to or less than (in terms of the length of the frequency period) the 'premiumFreq' parameter.
6. LegKey parameter
   
   
   Key value to an already created vanilla fixed rate leg (via a call to the CreateFixedRateLeg() or CreateAmortFixLeg() functions).

String CTCreditLinkNotes.CreditLinkFIXLegObj( _
String Key, _
Long Reload, _
Double RecoveryRate, _
Double CouponRecoveryRate, _
FreqEnum DefaultFreq, _
String LegKey)

=CT.CDS.CreditLinkFIXLegObj(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel Numeric Cell RecoveryRate,
Excel Numeric Cell CouponRecoveryRate,
Excel String Cell DefaultFreq,
Excel String Cell LegKey)

static std::string CreditLinkFIXLegObj(
std::string Key,
long Reload,
double RecoveryRate,
double CouponRecoveryRate,
FreqEnum DefaultFreq,
std::string LegKey);

System.String CTCreditLinkNotesSA.CreditLinkFIXLegObj(
System.String Key,
System.Int32 Reload,
System.Double RecoveryRate,
System.Double CouponRecoveryRate,
CTIEnums.FreqEnum DefaultFreq,
System.String LegKey);

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• CreditLinkFIXLegObj() ( CT.QL.CreditDerivatives20 )

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