ShowYCDiscounts2




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Returns discount factor values for each of the dates specified within the 'Dates' parameter.

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.ShowYCDiscounts2


High level graphic of ShowYCDiscounts2() 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.
  2. Dates parameter

    An array of dates.


Extended information

Function Syntax

VB Syntax 


Variant CTDisplayCurves.ShowYCDiscounts2( _
String YCKey, _
Variant Dates)


Excel Spreadsheet Syntax 


=CT.MKT.ShowYCDiscounts2(
Excel String Cell YCKey,
XLRange Dates)


C++ Syntax 


static CTRangeDataCPP ShowYCDiscounts2(
std::string YCKey,
CTRangeDataCPP Dates);


DotNET Syntax 


CTRangeData CTDisplayCurvesSA.ShowYCDiscounts2(
System.String YCKey,
CTRangeData Dates);

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE
DatesRangeFALSE

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)
DatesFALSEShowYCDiscounts2_Dates_Range (creates a range object)


Example range for parameter : Dates

Within Excel, a range such as this can be passed directly into the Dates parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : Dates 


CTQL.CTRangeData ShowYCDiscounts2_Dates;


int[] arrBShowYCDiscounts2_Dates = {
CTQL.Date.serialNumber("21/7/2005", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2005", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2010", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2010", "dd/mm/yyyy")  //  Array Data

};

CTQL.IntVector arrShowYCDiscounts2_Dates =
new  CTQL.IntVector(arrBShowYCDiscounts2_Dates);

// Second parameter determines whether the array is a column array (false) or a row array (true)
ShowYCDiscounts2_Dates = new  CTQL.CTRangeData(arrShowYCDiscounts2_Dates, false);


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 ShowYCDiscounts2() 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 ShowYCDiscounts2() function call


Example
385540.99981
386460.991005
387380.982021
388280.973182
389190.963655
390110.954506
391030.945444
391930.936662
392840.927866
393760.918983
394680.910182
395590.901561
396500.893021
397420.884469
398340.876
399240.867793
400150.859573
401070.851341
401990.843189
402890.835289



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