CapeTools FpML FRA

CapeTools FpML FRA

Welcome | Documentation format | QuantTools Groups | QuantTools Categories | Licence

http://www.QuantTools.com

In total there are 20 functions present within the CapeTools FpML FRA category of functions.

General Description

XPath queries that support the retrieval of FRA nodes within the FpML document.

If you cannot find a function that retrieves the nodes that you require you can always execute the FpMLGenericQuery() function. This function supports most of the XPath query language.

Function list.

DayCountFraction - Returns the Day Count Fraction used by the FRA.
DiscountingMethod - Returns the FRA discounting method.
EffectiveDate - Returns the adjusted effective date.
FRABuyerPartyRef - Returns the buyer's party reference.
FRACurrency - Returns the Currency of the FRA.
FRAFloatingRateIndex - Returns the floating rate index of the FRA.
FRAFloatingRateMultiplier - Returns the floating rate multiplier of the FRA.
FRAFloatingRatePeriod - Returns the floating rate period of the FRA.
FRASellerPartyRef - Returns the seller's party reference.
FixedRate - Returns the fixed rate value of the FRA.
FixingDateOffsetBCs - Returns an array of the fixing date offset's Business Centers.
FixingDateOffsetBDC - Returns the fixing date offset's Business Day convention.
FixingDateOffsetDayType - Returns the fixing date offset's DayType.
FixingDateOffsetMultiplier - Returns the fixing date offset's period multiplier.
FixingDateOffsetPeriod - Returns the fixing date offset's period.
FixingDateRelativeTo - Returns the object in which the fixing date is relative to.
NoOfDaysInPeriod - Returns the number of days within the calculation period.
Notional - Returns the Notional amount of the FRA.
PaymentDate - Returns the unadjusted payment date.
TerminationDate - Returns the adjusted Termination date.