ShowYCMKTRates2




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Returns the Market Rates values for each of the pair of dates specified within the 'Dates' parameter.

The 'Dates' parameter consists of two columns.

A start date and an end date.

Any period lasting longer than 1 year will be treated as a swap instrumnet.

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.ShowYCMKTRates2


High level graphic of ShowYCMKTRates2() 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

    A two column array of start and end dates.


Extended information

Function Syntax

VB Syntax 


Variant CTDisplayCurves.ShowYCMKTRates2( _
String YCKey, _
Variant Dates)


Excel Spreadsheet Syntax 


=CT.MKT.ShowYCMKTRates2(
Excel String Cell YCKey,
XLRange Dates)


C++ Syntax 


static CTRangeDataCPP ShowYCMKTRates2(
std::string YCKey,
CTRangeDataCPP Dates);


DotNET Syntax 


CTRangeData CTDisplayCurvesSA.ShowYCMKTRates2(
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)
DatesFALSEShowYCMKTRates2_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.

21/Jul/200521/Oct/2005
21/Oct/200521/Jan/2006
21/Jan/200621/Apr/2006
21/Apr/200621/Jul/2006
21/Jul/200621/Oct/2006
21/Oct/200621/Jan/2007
21/Jan/200721/Apr/2007
21/Apr/200721/Jul/2007
21/Jul/200721/Oct/2007
21/Oct/200721/Jan/2008
21/Jan/200821/Apr/2008
21/Apr/200821/Jul/2008
21/Jul/200821/Oct/2008
21/Oct/200821/Jan/2009
21/Jan/200921/Apr/2009
21/Apr/200921/Jul/2009
21/Jul/200921/Oct/2009
21/Oct/200921/Jan/2010
21/Jan/201021/Apr/2010
21/Apr/201021/Jul/2010

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


CTQL.CTRangeData ShowYCMKTRates2_Dates = new CTQL.CTRangeData();

System.Text.StringBuilder ShowYCMKTRates2_Dates_builder =
new System.Text.StringBuilder(100);

ShowYCMKTRates2_Dates_builder.Append("{");
ShowYCMKTRates2_Dates_builder.Append("#21/Jul/2005#	 | #21/Oct/2005# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Oct/2005#	 | #21/Jan/2006# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jan/2006#	 | #21/Apr/2006# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Apr/2006#	 | #21/Jul/2006# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jul/2006#	 | #21/Oct/2006# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Oct/2006#	 | #21/Jan/2007# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jan/2007#	 | #21/Apr/2007# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Apr/2007#	 | #21/Jul/2007# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jul/2007#	 | #21/Oct/2007# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Oct/2007#	 | #21/Jan/2008# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jan/2008#	 | #21/Apr/2008# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Apr/2008#	 | #21/Jul/2008# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jul/2008#	 | #21/Oct/2008# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Oct/2008#	 | #21/Jan/2009# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jan/2009#	 | #21/Apr/2009# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Apr/2009#	 | #21/Jul/2009# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jul/2009#	 | #21/Oct/2009# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Oct/2009#	 | #21/Jan/2010# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Jan/2010#	 | #21/Apr/2010# ;");
ShowYCMKTRates2_Dates_builder.Append("#21/Apr/2010#	 | #21/Jul/2010#");
ShowYCMKTRates2_Dates_builder.Append("}");

// Parse the string into the Range object.
ShowYCMKTRates2_Dates.RangeFromStr( ShowYCMKTRates2_Dates_builder.ToString() );


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 ShowYCMKTRates2() 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 ShowYCMKTRates2() function call


Example
38554386460.0356
38646387380.0366625
38738388280.0371821
38828389190.0399516
38919390110.0383311
39011391030.0383252
39103391930.0383252
39193392840.0383502
39284393760.0386819
39376394680.0386819
39468395590.0386819
39559396500.0386819
39650397420.0386839
39742398340.0386839
39834399240.0386799
39924400150.0386819
40015401070.0386839
40107401990.0386839
40199402890.0386799
40289403800.0386819



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