CapeTools Enums
http://www.QuantTools.com
In total there are 4 functions present within the CapeTools Enums category of functions.
General Description
Functions to retrieve string versions of general enumeration types.
These functions are mainly for the benefit of Excel users as enumeration objects has no as yet been exposed out to this platform. One can type these enumeration values directly into function parameters but using these functions ensure that a typo has not occurred.
All enumeration string types are case-insensitive.
Function list.
- INVTYPEFIX - Whether you would like to structure a FIXED INVERSE FLOATER LEG [X -N*L], where N is a positive gearing amount, X is the FIXED coupon rate and L is the fixing rate.
- INVTYPEFLT - Whether you would like to structure a FLOAT INVERSE FLOATER LEG [N*L - X], where N is a positive gearing amount, X is the FIXED coupon rate and L is the fixing rate.
- LEGPAY - Whether you would like to PAY the LEG structure.
- LEGREC - Whether you would like to REC the LEG structure.
Copyright (c) 2003-2007 CapeTools - All Rights Reserved.
