ShowYCZeros





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Returns the Zero curve values for each of the end dates (of the tenor/date instruments used within the stripping).

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.ShowYCZeros




High level graphic of ShowYCZeros() 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. ZCQuoteFreq parameter

    The Zero rate quotation frequency.
  3. ZCQuoteComp parameter

    The Zero rate quotation compounding.


Extended information

Function Syntax

VB Syntax


Variant CTDisplayCurves.ShowYCZeros( _
String YCKey, _
FreqEnum ZCQuoteFreq, _
COMPEnum ZCQuoteComp)


Excel Spreadsheet Syntax


=CT.MKT.ShowYCZeros(
Excel String Cell YCKey,
Excel String Cell ZCQuoteFreq,
Excel String Cell ZCQuoteComp)


C++ Syntax


static CTRangeDataCPP ShowYCZeros(
std::string YCKey,
FreqEnum ZCQuoteFreq,
COMPEnum ZCQuoteComp);


DotNET Syntax


CTRangeData CTDisplayCurvesSA.ShowYCZeros(
System.String YCKey,
CTIEnums.FreqEnum ZCQuoteFreq,
CTIEnums.COMPEnum ZCQuoteComp);

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE
ZCQuoteFreqFreqEnumFALSE
ZCQuoteCompCOMPEnumFALSE


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)
ZCQuoteFreqFALSEA
ZCQuoteCompFALSECompounded


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 ShowYCZeros() 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 ShowYCZeros() function call


Example
7D385610.0352454
14D385680.0353254
1M385860.0353997
2M386160.0355539
3M386460.0357074
4M386770.0358582
5M387070.0360098
6M387400.036256
7M387690.0364071
8M387970.0364587
9M388280.0366047
10M388590.0366497
11M388890.0367957
1Y389190.0375063
2Y392860.0380387
5Y403800.0385616
10Y422060.0391133
15Y440330.0422817
25Y476870.0442583
30Y495130.0470688
35Y513400.0504885
40Y531640.061065



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