FIXBKDisplayLeg




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CapeTools Leg Portfolio function list

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Returns a range of information regarding the indicated leg.

The function requires the input of a fixed rate leg portfolio object which must have been constructed via the FixedLegPortfolio() function.

This function would have returned a string 'KEY' which is to be passed to the 'FIXBookKey' parameter of this function.



Note: Within Excel, the function is named - CT.BOOK.FIXBKDisplayLeg


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



Parameter Description


  1. FIXBookKey parameter

    Key Handle to an already constructed Leg Portfolio (Book) object.
  2. FIXDealID parameter

    The Swap deal ID to query for.


Extended information

Function Syntax

VB Syntax 


Variant CTLegPortfolio.FIXBKDisplayLeg( _
String FIXBookKey, _
String FIXDealID)


Excel Spreadsheet Syntax 


=CT.BOOK.FIXBKDisplayLeg(
Excel String Cell FIXBookKey,
Excel String Cell FIXDealID)


C++ Syntax 


static CTRangeDataCPP FIXBKDisplayLeg(
std::string FIXBookKey,
std::string FIXDealID);


DotNET Syntax 


CTRangeData CTLegPortfolioSA.FIXBKDisplayLeg(
System.String FIXBookKey,
System.String FIXDealID);

Parameter data types

ArgNameArgTypeIsKey
FIXBookKeyStringTRUE
FIXDealIDStringFALSE

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
FIXBookKeyFALSEFIXBookKeyNAME.EXTTAG.TICKER (from a function call)
FIXDealIDFALSEFIX-123456


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.IRPortfolio20 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 FIXBKDisplayLeg() 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 FIXBKDisplayLeg() function call


Example
GearingNotional (EUR)StartEndPayCoverageCouponsDCFLegPayments (EUR)Principal Exchange (EUR)Principal Payments (EUR)Total Amount (EUR)Discounted LegPayments (EUR)Discounted Principal Exchange (EUR)Discounted Principal Payments (EUR)Discounted Total Amount (EUR)
15e+0073837638467384670.2493150000000000
15e+0073846738558385580.2493150.05120.9994316382470063824763788300637883
15e+0073855838649386490.2493150.05120.9906646382470063824763228800632288
15e+0073864938741387410.2520550.05120.9817726452600064526063349900633499
15e+0073874138831388310.2465750.05120.9729476312330063123361415600614156
15e+0073883138922389220.2493150.05120.963386382470063824761487400614874
15e+0073892239014390140.2520550.05120.9542216452600064526061572100615721
15e+0073901439106391060.2520550.05120.9451486452600064526060986600609866
15e+0073910639196391960.2465750.05120.9363556312330063123359105800591058
15e+0073919639287392870.2493150.05120.9275486382470063824759200400592004
15e+0073928739379393790.2520550.05120.918676452600064526059278100592781
15e+0073937939471394710.2520550.05120.9098776452600064526058710800587108
15e+0073947139562395620.2493150.05120.9012636382470063824757522800575228
15e+0073956239653396530.2493150.05120.892736382470063824756978200569782
15e+0073965339745397450.2520550.05120.8841856452600064526057052900570529
15e+0073974539839398390.2575340.05120.8755396592880065928857723200577232
15e+0073983939927399270.2410960.05120.8675216172050061720553543900535439
15e+0073992740018400180.2493150.05120.8593086382470063824754845000548450
15e+0074001840112401120.2575340.05120.8509056592880065928856099100560991
15e+0074011240203402030.2493150.05120.8428496382470063824753794500537945



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