FlatYieldCurve

High level graphic of FlatYieldCurve() 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. ValueDate parameter
   
   
   Key to an already created Valuation Date Object. (Via the ValueDateObj() function).
4. Rate parameter
   
   
   Rate for building a flat curve
5. DayCount parameter
   
   
   DayCounter to use
6. Cal parameter
   
   
   Calendar to use for the adjustment of the 'ValueDate' parameter.
7. BusDayConv parameter
   
   
   Business Day Convention needed for the adjustment of the 'ValueDate' parameter.
8. compounding parameter
   
   
   The compounding of the interest rate passed in. 'Discounted' 1/(1-r*t), 'Simple' (1+r*t), 'Compounded' (1+r/N)^(t*N), where N is the number of coupons per year, 'Continuous' e^{r*t} and 'SimpleThenCompounded' (Simple up to the first period then Compounded).
9. Freq parameter
   
   
   Frequency of the passed in interest rate. (

String CTCurves.FlatYieldCurve( _
String Key, _
Long Reload, _
String ValueDate, _
Double Rate, _
DayCountEnum DayCount, _
String Cal, _
BDCEnum BusDayConv, _
COMPEnum compounding, _
FreqEnum Freq)

=CT.CRV.FlatYieldCurve(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell ValueDate,
Excel Numeric Cell Rate,
Excel String Cell DayCount,
Excel String Cell Cal,
Excel String Cell BusDayConv,
Excel String Cell compounding,
Excel String Cell Freq)

static std::string FlatYieldCurve(
std::string Key,
long Reload,
std::string ValueDate,
double Rate,
DayCountEnum DayCount,
std::string Cal,
BDCEnum BusDayConv,
COMPEnum compounding,
FreqEnum Freq);

System.String CTCurvesSA.FlatYieldCurve(
System.String Key,
System.Int32 Reload,
System.String ValueDate,
System.Double Rate,
CTIEnums.DayCountEnum DayCount,
System.String Cal,
CTIEnums.BDCEnum BusDayConv,
CTIEnums.COMPEnum compounding,
CTIEnums.FreqEnum Freq);

• ValueDateObj() ( CT.QL.Utils20 )
• CALEURO() ( CT.QL.Curves20 )
• FlatYieldCurve() ( CT.QL.Curves20 )

• Example VB.NET Driver function. Preparing the parameters and the final function call (the result).
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• Example Visual Basic 6 Driver function. Preparing the parameters and the final function call (the result).
• Example Excel VBA Driver function. Preparing the parameters and the final function call (the result).
• Example C++ Driver function. Preparing the parameters and the final function call (the result).
• Example Java Driver function. Preparing the parameters and the final function call (the result).