ShowYCMKTRates3




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Returns the Market Rates values for each of the Tenors specified within the 'Tenors' 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.ShowYCMKTRates3


High level graphic of ShowYCMKTRates3() 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.ShowYCMKTRates3( _
String YCKey, _
Variant Tenors)


Excel Spreadsheet Syntax 


=CT.MKT.ShowYCMKTRates3(
Excel String Cell YCKey,
XLRange Tenors)


C++ Syntax 


static CTRangeDataCPP ShowYCMKTRates3(
std::string YCKey,
CTRangeDataCPP Tenors);


DotNET Syntax 


CTRangeData CTDisplayCurvesSA.ShowYCMKTRates3(
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)
TenorsFALSEShowYCMKTRates3_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 ShowYCMKTRates3_Tenors;


string[] arrBShowYCMKTRates3_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 arrShowYCMKTRates3_Tenors =
new  CTQL.StringVector(arrBShowYCMKTRates3_Tenors);

// Second parameter determines whether the array is a column array (false) or a row array (true)
ShowYCMKTRates3_Tenors = new  CTQL.CTRangeData(arrShowYCMKTRates3_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 ShowYCMKTRates3() 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 ShowYCMKTRates3() function call


Example
3M0.0356
6M0.0363
9M0.0368
12M0.0378187
15M0.0376659
18M0.0378345
21M0.0378991
24M0.038
27M0.0380704
30M0.0381665
33M0.0382086
36M0.0382773
39M0.038305
42M0.0383578
45M0.0383751
48M0.0384165
51M0.0384292
54M0.0384636
57M0.0384714
60M0.0385



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