ShowYCDiscounts





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Returns discount factor values for each of the end dates (of the tenor/date instruments used within the stripping).

This function requires the input of a YieldCurve object key, which must have been produced via a call to one of the YieldCurve (CapeTools Curves, CapeTools XCCY Curves or CapeTools Bond Curves) or Credit Default Curves (CapeTools Credit Curves) category of functions.

(You cannot use the DiscountCurve(), ForwardCurve(), ZeroCurve() or FlatYieldCurve() functions).

These functions would have returned a string 'KEY' which is to be passed to the 'YCKey' parameter of this function.



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




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



Parameter Description


  1. YCKey parameter

    Key to an already constructed YieldCurve object.


Extended information

Function Syntax

VB Syntax


Variant CTDisplayCurves.ShowYCDiscounts( _
String YCKey)


Excel Spreadsheet Syntax


=CT.MKT.ShowYCDiscounts(
Excel String Cell YCKey)


C++ Syntax


static CTRangeDataCPP ShowYCDiscounts(
std::string YCKey);


DotNET Syntax


CTRangeData CTDisplayCurvesSA.ShowYCDiscounts(
System.String YCKey);

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE


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
YCKeyFALSEYCKeyNAME.EXTTAG.TICKER (from a function call)


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 ShowYCDiscounts() 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 ShowYCDiscounts() function call


Example
7D0.999146
14D0.998479
1M0.996765
2M0.993893
3M0.991005
4M0.988007
5M0.985089
6M0.981823
7M0.978964
8M0.97625
9M0.973182
10M0.970179
11M0.967188
1Y0.963655
2Y0.927674
5Y0.827377
10Y0.681065
15Y0.536942
25Y0.338288
30Y0.25127
35Y0.17805
40Y0.0932123



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