ShowIndexForwards





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CapeTools Display Curves function list

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Returns the index forward (fixing) curve starting from the 'StartDate' parameter up to the 'EndDate' parameter in steps of the 'Freq' parameter.



Note: Within Excel, the function is named - CT.MKT.ShowIndexForwards




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



Parameter Description


  1. IndexKey parameter

    KEY to an already constructed Index object. This index contains the fixing (reset) curve.
  2. StartDate parameter

    Initial Start Date.
  3. EndDate parameter

    Final End Date.
  4. Freq parameter

    Frequency of the schedule.
  5. calKey parameter

    Key to an already constructed Calendar object. Used to adjust dates for holidays.
  6. BusDayConv parameter

    Business Day Convention to use.


Extended information

Function Syntax

VB Syntax


Variant CTDisplayCurves.ShowIndexForwards( _
String IndexKey, _
Long StartDate, _
Long EndDate, _
FreqEnum Freq, _
String calKey, _
BDCEnum BusDayConv)


Excel Spreadsheet Syntax


=CT.MKT.ShowIndexForwards(
Excel String Cell IndexKey,
Excel Numeric Cell StartDate,
Excel Numeric Cell EndDate,
Excel String Cell Freq,
Excel String Cell calKey,
Excel String Cell BusDayConv)


C++ Syntax


static CTRangeDataCPP ShowIndexForwards(
std::string IndexKey,
long StartDate,
long EndDate,
FreqEnum Freq,
std::string calKey,
BDCEnum BusDayConv);


DotNET Syntax


CTRangeData CTDisplayCurvesSA.ShowIndexForwards(
System.String IndexKey,
System.Int32 StartDate,
System.Int32 EndDate,
CTIEnums.FreqEnum Freq,
System.String calKey,
CTIEnums.BDCEnum BusDayConv);

Parameter data types

ArgNameArgTypeIsKey
IndexKeyStringTRUE
StartDateLongFALSE
EndDateLongFALSE
FreqFreqEnumFALSE
calKeyStringTRUE
BusDayConvBDCEnumFALSE


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
IndexKeyFALSEIndexKeyNAME.EXTTAG.TICKER (from a function call)
StartDateFALSE21/Jul/2006 (serial date type)
EndDateFALSE21/Jul/2011 (serial date type)
FreqFALSEQ
calKeyFALSEcalKeyNAME.EXTTAG.TICKER (from a function call)
BusDayConvFALSEModifiedFollowing


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 ShowIndexForwards() 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 ShowIndexForwards() function call


Example
38919390130.0387387
39013391040.0387328
39104391950.0387328
39195392860.0387328
39286393770.0391176
39377394680.0391176
39468395590.0391176
39559396500.0391176
39650397420.0390671
39742398340.0390671
39834399240.0390631
39924400150.0390651
40015401070.0390671
40107401990.0390671
40199402890.0390631
40289403800.0390651
40380404720.0398162
40472405640.0398162
40564406540.039812
40654407450.0398141



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