GroupedIndex




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Creates a container to hold a group of Index objects.

The Index objects must of been created by the Index creation functions present within the new '' category of functions.

This includes both short and CMS type indexes (created via the CreateSwapIndex(), IDXEURSwap(), IDXGBPSwap(), IDXJPYSwap(), IDXCHFSwap() or IDXUSDSwap() function.) This grouped index object can be passed to the interest rate cap, swap or Swaption portfolio functions present within the CapeTools Swap Portfolio, CapeTools Swaption Portfolio and CapeTools CapFloor Portfolio category of functions.

The 'IndexCode' parameter of each Index object is used as a key to retrieve the Index object and is used internally by the portfolio functions.



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 : "GRPIDX"



Note: Within Excel, the function is named - CT.IDX.GroupedIndex


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



Parameter Description


  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. Indexes parameter

    Collection of Index objects


Extended information

Function Syntax

VB Syntax 


String CTIndexes.GroupedIndex( _
String Key, _
Long Reload, _
Variant Indexes)


Excel Spreadsheet Syntax 


=CT.IDX.GroupedIndex(
Excel String Cell Key,
Excel Numeric Cell Reload,
XLRange Indexes)


C++ Syntax 


static std::string GroupedIndex(
std::string Key,
long Reload,
CTRangeDataCPP Indexes);


DotNET Syntax 


System.String CTIndexesSA.GroupedIndex(
System.String Key,
System.Int32 Reload,
CTRangeData Indexes);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
IndexesRangeTRUE

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
KeyFALSEMyGroupedIndex
ReloadFALSE1
IndexesFALSEIndexesNAME.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 GroupedIndex() 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 GroupedIndex() function call


MyGroupedIndex_19.GRPIDX.0

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