CapeTools Display Curves

CapeTools Display Curves

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In total there are 16 functions present within the CapeTools Display Curves category of functions.

General Description

These functions query Yieldcurve objects for various information.

There are functions to display data for discount curves, zero rate curves, market curves and FwdSpread curves.

Function list.

ShowIndexForwards - Returns the index forward (fixing) curve starting from the 'StartDate' parameter up to the 'EndDate' parameter in steps of the 'Freq' parameter.
ShowIndexFwdSpreads - Returns the Forward Spread curve values stored within an Index object starting from the 'StartDate' parameter up to the 'EndDate' parameter in steps of the 'Freq' parameter.
ShowYCCashRates - Returns the forward cash rate curve starting from the 'StartDate' parameter up to the 'EndDate' parameter in steps of the 'Freq' parameter.
ShowYCDiscounts - Returns discount factor values for each of the end dates (of the tenor/date instruments used within the stripping).
ShowYCDiscounts2 - Returns discount factor values for each of the dates specified within the 'Dates' parameter.
ShowYCDiscounts3 - Returns discount factor values for each of the Tenors specified within the 'Tenors' parameter.
ShowYCEndDates - Returns the end dates for all the instruments used during the stripping of the given curve.
ShowYCForwards - Returns the forward curve starting from the 'StartDate' parameter up to the 'EndDate' parameter in steps of the 'Freq' parameter.
ShowYCFwdSpreads - Returns the XCcy Forward Spread curve values for each of the end dates (of the tenor/date instruments used within the stripping).
ShowYCMKTRates - Returns the market rates values for each of the tenors used within the stripping).
ShowYCMKTRates2 - Returns the Market Rates values for each of the pair of dates specified within the 'Dates' parameter.
ShowYCMKTRates3 - Returns the Market Rates values for each of the Tenors specified within the 'Tenors' parameter.
ShowYCStartDates - Returns the start dates for all the instruments used during the stripping of the given curve.
ShowYCZeros - Returns the Zero curve values for each of the end dates (of the tenor/date instruments used within the stripping).
ShowYCZeros2 - Returns the Zero curve values for each of the dates specified within the 'Dates' parameter.
ShowYCZeros3 - Returns the Zero curve values for each of the Tenors specified within the 'Tenors' parameter.