ShowYCForwards





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CapeTools Display Curves function list

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




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


Excel Spreadsheet Syntax


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


C++ Syntax


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


DotNET Syntax


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

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE
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
YCKeyFALSEYCKeyNAME.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 ShowYCForwards() 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 ShowYCForwards() function call


Example
38919390130.0383311
39013391040.0383252
39104391950.0383252
39195392860.0383502
39286393770.0386819
39377394680.0386819
39468395590.0386819
39559396500.0386819
39650397420.0386839
39742398340.0386839
39834399240.0386799
39924400150.0386819
40015401070.0386839
40107401990.0386839
40199402890.0386799
40289403800.0386819
40380404720.0394157
40472405640.0394157
40564406540.0394116
40654407450.0394137



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