CreateDepoTemplate

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

1. Key parameter
   
   
   Key value to use as a handle for the created object
2. 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).
3. Name parameter
   
   
   A friendly name that you wish to associate with this template
4. FixingDays parameter
   
   
   Number of days for fixing a rate.
5. Ccy parameter
   
   
   Currency in which default values will be copied
6. fixCal parameter
   
   
   Calendar Key required for holiday adjustments. Required for the determination of the index's fixing date.
7. payCal parameter
   
   
   Calendar Key required for holiday adjustments. Required for the determination of the index's payment date. The payment date will actually be determined by combining the 'Fixing' calendar with the 'Payment' calendar so you do not need to use the MergeCalendars() function unless your payment calendar contains more than one calendar (not including the fixing calendar).
8. BusDayConv parameter
   
   
   Business day convention needed for day adjustments when an adjustment moves the date into the preceding, following month.
9. dayCounter parameter
   
   
   Daycounter required for year length calculations.
10. FLTLegFreq parameter
    
    
    The Frequency (Length) of this template. (Can use any of the Frequency codes contained within the 'CapeTools Frequency Enums' category of functions).
11. LIBORMethod parameter
    
    
    Within a Floating leg object, where there are many fixing periods, when fixing a rate there are two ways the end date of a fixing period can be computed. Either 'LIBOR' or 'ParCoupon'. The 'LIBOR' method ignores the end date of the period and computes the end date by adding on the Frequency length (value within the 'FLTLegFreq' parameter of this object) to the start date of the period. The 'ParCoupon' method uses the period end date. When this Index is passed to such a floating leg object, this flag informs the floating leg object of which method to use. However for In-Arrear or CMS type legs, the 'LIBOR' method is always used.

String CTIndexes.CreateDepoTemplate( _
String Key, _
Long Reload, _
String Name, _
Long FixingDays, _
CCYEnum Ccy, _
String fixCal, _
String payCal, _
BDCEnum BusDayConv, _
DayCountEnum dayCounter, _
FreqEnum FLTLegFreq, _
Boolean LIBORMethod)

=CT.TPL.CreateDepoTemplate(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell Name,
Excel Numeric Cell FixingDays,
Excel String Cell Ccy,
Excel String Cell fixCal,
Excel String Cell payCal,
Excel String Cell BusDayConv,
Excel String Cell dayCounter,
Excel String Cell FLTLegFreq,
Excel Boolean Value Cell LIBORMethod)

static std::string CreateDepoTemplate(
std::string Key,
long Reload,
std::string Name,
long FixingDays,
CCYEnum Ccy,
std::string fixCal,
std::string payCal,
BDCEnum BusDayConv,
DayCountEnum dayCounter,
FreqEnum FLTLegFreq,
bool LIBORMethod);

System.String CTIndexesSA.CreateDepoTemplate(
System.String Key,
System.Int32 Reload,
System.String Name,
System.Int32 FixingDays,
CTIEnums.CCYEnum Ccy,
System.String fixCal,
System.String payCal,
CTIEnums.BDCEnum BusDayConv,
CTIEnums.DayCountEnum dayCounter,
CTIEnums.FreqEnum FLTLegFreq,
System.Boolean LIBORMethod);

• CALUKExchange() ( CT.QL.Curves20 )
• CALEURO() ( CT.QL.Curves20 )
• CreateDepoTemplate() ( CT.QL.Curves20 )

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