ShowIndexFwdSpreads





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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.



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




High level graphic of ShowIndexFwdSpreads() 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.ShowIndexFwdSpreads( _
String IndexKey, _
Long StartDate, _
Long EndDate, _
FreqEnum Freq, _
String calKey, _
BDCEnum BusDayConv)


Excel Spreadsheet Syntax


=CT.MKT.ShowIndexFwdSpreads(
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 ShowIndexFwdSpreads(
std::string IndexKey,
long StartDate,
long EndDate,
FreqEnum Freq,
std::string calKey,
BDCEnum BusDayConv);


DotNET Syntax


CTRangeData CTDisplayCurvesSA.ShowIndexFwdSpreads(
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 ShowIndexFwdSpreads() 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 ShowIndexFwdSpreads() function call


Example
389190.000764948
390130.000650028
391040.000650028
391950.000650028
392860.000650028
393770.000779022
394680.000779022
395590.000779022
396500.000779022
397420.000726558
398340.000726558
399240.000726558
400150.000726558
401070.000726558
401990.000726558
402890.000726558
403800.000726558
404720.000726595
405640.000726595
406540.000726595
407450.000726595



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