ShowYCZeros2




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Returns the Zero curve values for each of the dates specified within the 'Dates' 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) 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.ShowYCZeros2


High level graphic of ShowYCZeros2() 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

    An array of dates.
  3. ZCQuoteFreq parameter

    The Zero rate quotation frequency.
  4. ZCQuoteComp parameter

    The Zero rate quotation compounding.


Extended information

Function Syntax

VB Syntax 


Variant CTDisplayCurves.ShowYCZeros2( _
String YCKey, _
Variant Dates, _
FreqEnum ZCQuoteFreq, _
COMPEnum ZCQuoteComp)


Excel Spreadsheet Syntax 


=CT.MKT.ShowYCZeros2(
Excel String Cell YCKey,
XLRange Dates,
Excel String Cell ZCQuoteFreq,
Excel String Cell ZCQuoteComp)


C++ Syntax 


static CTRangeDataCPP ShowYCZeros2(
std::string YCKey,
CTRangeDataCPP Dates,
FreqEnum ZCQuoteFreq,
COMPEnum ZCQuoteComp);


DotNET Syntax 


CTRangeData CTDisplayCurvesSA.ShowYCZeros2(
System.String YCKey,
CTRangeData Dates,
CTIEnums.FreqEnum ZCQuoteFreq,
CTIEnums.COMPEnum ZCQuoteComp);

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE
DatesRangeFALSE
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)
DatesFALSEShowYCZeros2_Dates_Range (creates a range object)
ZCQuoteFreqFALSEA
ZCQuoteCompFALSECompounded


Example range for parameter : Dates

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


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

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


CTQL.CTRangeData ShowYCZeros2_Dates;


int[] arrBShowYCZeros2_Dates = {
CTQL.Date.serialNumber("21/7/2005", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2005", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2007", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2008", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/7/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/10/2009", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/1/2010", "dd/mm/yyyy"),
CTQL.Date.serialNumber("21/4/2010", "dd/mm/yyyy")  //  Array Data

};

CTQL.IntVector arrShowYCZeros2_Dates =
new  CTQL.IntVector(arrBShowYCZeros2_Dates);

// Second parameter determines whether the array is a column array (false) or a row array (true)
ShowYCZeros2_Dates = new  CTQL.CTRangeData(arrShowYCZeros2_Dates, 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 ShowYCZeros2() 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 ShowYCZeros2() function call


Example
385540.0352454
386460.0357074
387380.0362435
388280.0366047
389190.0375063
390110.0377197
391030.0378619
391930.0379614
392840.0380373
393760.0381341
394680.0382123
395590.0382756
396500.0383283
397420.0383735
398340.0384122
399240.038445
400150.0384741
401070.0385
401990.0385231
402890.0385432



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