GroupedCDSCurves

GroupedCDSCurves

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CapeTools Grouped Curves function list

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Creates a container to hold a group of credit default probability curve objects.

The curve objects must of been created by any one of the credit curve object creation functions contained within the CapeTools Credit Curves category of functions.

The value of the 'CurveName' parameter of each credit curve object is used as a key to retrieve the curve object.

This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "GRPCDCRVS"

Note: Within Excel, the function is named - CT.MKT.GroupedCDSCurves

High level graphic of GroupedCDSCurves() function with parameters. Blue square node is the actual function with the parameters ordered.

Parameter Description

Key parameter

Key value to use as a handle for the created object
Reload parameter

When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
Curves parameter

Collection of credit default curve objects

Extended information

Function Syntax

Parameter data types

ArgName	ArgType	IsKey
Key	String	FALSE
Reload	Long	FALSE
Curves	Range	TRUE

Example Inputs

ArgName	IsOptional (Excel only)	Example
Key	FALSE	MyGroupedCDSCurves
Reload	FALSE	1
Curves	FALSE	CurvesNAME.EXTTAG.TICKER (from a function call)

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 GroupedCDSCurves() 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 :

CALEURO() ( CT.QL.Curves20 )
ValueDateObj() ( CT.QL.Utils20 )
CALUKExchange() ( CT.QL.Curves20 )
CreateDepoTemplate() ( CT.QL.Curves20 )
CreateSwapTemplate() ( CT.QL.Curves20 )
MKTYC_XCCY_D() ( CT.QL.Curves20 )
CreditCurveRaw() ( CT.QL.Curves20 )
GroupedCDSCurves() ( CT.QL.Curves20 )

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 GroupedCDSCurves() function call

MyGroupedCDSCurves_3.GRPCDCRVS.0