ShowYCDiscounts3





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

The end dates of the tenors will be computed in relation to the value date stored within the yieldCurve object and it is these end dates that will be used to extract the information.

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.ShowYCDiscounts3




High level graphic of ShowYCDiscounts3() 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. Tenors parameter

    An array of Tenors.


Extended information

Function Syntax

VB Syntax


Variant CTDisplayCurves.ShowYCDiscounts3( _
String YCKey, _
Variant Tenors)


Excel Spreadsheet Syntax


=CT.MKT.ShowYCDiscounts3(
Excel String Cell YCKey,
XLRange Tenors)


C++ Syntax


static CTRangeDataCPP ShowYCDiscounts3(
std::string YCKey,
CTRangeDataCPP Tenors);


DotNET Syntax


CTRangeData CTDisplayCurvesSA.ShowYCDiscounts3(
System.String YCKey,
CTRangeData Tenors);

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE
TenorsRangeFALSE


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)
TenorsFALSEShowYCDiscounts3_Tenors_Range (creates a range object)


Example range for parameter : Tenors

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


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

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



CTQL.CTRangeData ShowYCDiscounts3_Tenors;


string[] arrBShowYCDiscounts3_Tenors = {
"3M",
"6M",
"9M",
"12M",
"15M",
"18M",
"21M",
"24M",
"27M",
"30M",
"33M",
"36M",
"39M",
"42M",
"45M",
"48M",
"51M",
"54M",
"57M",
"60M"  //  Array Data

};

CTQL.StringVector arrShowYCDiscounts3_Tenors =
new  CTQL.StringVector(arrBShowYCDiscounts3_Tenors);

// Second parameter determines whether the array is a column array (false) or a row array (true)
ShowYCDiscounts3_Tenors = new  CTQL.CTRangeData(arrShowYCDiscounts3_Tenors, 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 ShowYCDiscounts3() 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 ShowYCDiscounts3() function call


Example
3M0.991005
6M0.982021
9M0.973182
12M0.963655
15M0.954506
18M0.945444
21M0.936662
24M0.927866
27M0.918983
30M0.910182
33M0.901561
36M0.893021
39M0.884469
42M0.876
45M0.867793
48M0.859573
51M0.851341
54M0.843189
57M0.835289
60M0.827377



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