ShowYCZeros3





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Returns the Zero curve values for each of the Tenors specified within the 'Tenors' parameter.

The end dates of the tenors will be computed in relation to the value date stored within the yieldCurve object and it is these end dates that will be used to extract the information.

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.ShowYCZeros3




High level graphic of ShowYCZeros3() 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.
  3. ZCQuoteFreq parameter

    The Zero rate quotation frequency.
  4. ZCQuoteComp parameter

    The Zero rate quotation compounding.


Extended information

Function Syntax

VB Syntax


Variant CTDisplayCurves.ShowYCZeros3( _
String YCKey, _
Variant Tenors, _
FreqEnum ZCQuoteFreq, _
COMPEnum ZCQuoteComp)


Excel Spreadsheet Syntax


=CT.MKT.ShowYCZeros3(
Excel String Cell YCKey,
XLRange Tenors,
Excel String Cell ZCQuoteFreq,
Excel String Cell ZCQuoteComp)


C++ Syntax


static CTRangeDataCPP ShowYCZeros3(
std::string YCKey,
CTRangeDataCPP Tenors,
FreqEnum ZCQuoteFreq,
COMPEnum ZCQuoteComp);


DotNET Syntax


CTRangeData CTDisplayCurvesSA.ShowYCZeros3(
System.String YCKey,
CTRangeData Tenors,
CTIEnums.FreqEnum ZCQuoteFreq,
CTIEnums.COMPEnum ZCQuoteComp);

Parameter data types

ArgNameArgTypeIsKey
YCKeyStringTRUE
TenorsRangeFALSE
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)
TenorsFALSEShowYCZeros3_Tenors_Range (creates a range object)
ZCQuoteFreqFALSEA
ZCQuoteCompFALSECompounded


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 ShowYCZeros3_Tenors;


string[] arrBShowYCZeros3_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 arrShowYCZeros3_Tenors =
new  CTQL.StringVector(arrBShowYCZeros3_Tenors);

// Second parameter determines whether the array is a column array (false) or a row array (true)
ShowYCZeros3_Tenors = new  CTQL.CTRangeData(arrShowYCZeros3_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 ShowYCZeros3() 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 ShowYCZeros3() function call


Example
3M386460.0357074
6M387380.0362435
9M388280.0366047
12M389190.0375063
15M390110.0377197
18M391030.0378619
21M391930.0379614
24M392840.0380373
27M393760.0381341
30M394680.0382123
33M395590.0382756
36M396500.0383283
39M397420.0383735
42M398340.0384122
45M399240.038445
48M400150.0384741
51M401070.0385
54M401990.0385231
57M402890.0385432
60M403800.0385616



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