FIXBKDisplayLeg2

FIXBKDisplayLeg2

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CapeTools Leg Portfolio function list

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Returns a range of extended 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.FIXBKDisplayLeg2

High level graphic of FIXBKDisplayLeg2() function with parameters. Blue square node is the actual function with the parameters ordered.

Parameter Description

FIXBookKey parameter

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

The Swap deal ID to query for.

Extended information

Function Syntax

Parameter data types

ArgName	ArgType	IsKey
FIXBookKey	String	TRUE
FIXDealID	String	FALSE

Example Inputs

ArgName	IsOptional (Excel only)	Example
FIXBookKey	FALSE	FIXBookKeyNAME.EXTTAG.TICKER (from a function call)
FIXDealID	FALSE	FIX-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 FIXBKDisplayLeg2() 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 )
FixedLegPortfolio() ( CT.QL.IRPortfolio20 )
FIXBKDisplayLeg2() ( CT.QL.IRPortfolio20 )

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 FIXBKDisplayLeg2() function call

Example
Gearing	Notional (EUR)	Start	End	Pay	AccrualDays	ResetTimes	PayTimes	Coverage	Coupons	DCF	LegPayments (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)
1	5e+007	38376	38467	38467	91	-0.482192	-0.232877	0.249315	0	0	0	0	0	0	0	0	0	0
1	5e+007	38467	38558	38558	91	-0.232877	0.0164384	0.249315	0.0512	0.999431	638247	0	0	638247	637883	0	0	637883
1	5e+007	38558	38649	38649	91	0.0164384	0.265753	0.249315	0.0512	0.990664	638247	0	0	638247	632288	0	0	632288
1	5e+007	38649	38741	38741	92	0.265753	0.517808	0.252055	0.0512	0.981772	645260	0	0	645260	633499	0	0	633499
1	5e+007	38741	38831	38831	90	0.517808	0.764384	0.246575	0.0512	0.972947	631233	0	0	631233	614156	0	0	614156
1	5e+007	38831	38922	38922	91	0.764384	1.0137	0.249315	0.0512	0.96338	638247	0	0	638247	614874	0	0	614874
1	5e+007	38922	39014	39014	92	1.0137	1.26575	0.252055	0.0512	0.954221	645260	0	0	645260	615721	0	0	615721
1	5e+007	39014	39106	39106	92	1.26575	1.51781	0.252055	0.0512	0.945148	645260	0	0	645260	609866	0	0	609866
1	5e+007	39106	39196	39196	90	1.51781	1.76438	0.246575	0.0512	0.936355	631233	0	0	631233	591058	0	0	591058
1	5e+007	39196	39287	39287	91	1.76438	2.0137	0.249315	0.0512	0.927548	638247	0	0	638247	592004	0	0	592004
1	5e+007	39287	39379	39379	92	2.0137	2.26575	0.252055	0.0512	0.91867	645260	0	0	645260	592781	0	0	592781
1	5e+007	39379	39471	39471	92	2.26575	2.51781	0.252055	0.0512	0.909877	645260	0	0	645260	587108	0	0	587108
1	5e+007	39471	39562	39562	91	2.51781	2.76712	0.249315	0.0512	0.901263	638247	0	0	638247	575228	0	0	575228
1	5e+007	39562	39653	39653	91	2.76712	3.01644	0.249315	0.0512	0.89273	638247	0	0	638247	569782	0	0	569782
1	5e+007	39653	39745	39745	92	3.01644	3.26849	0.252055	0.0512	0.884185	645260	0	0	645260	570529	0	0	570529
1	5e+007	39745	39839	39839	94	3.26849	3.52603	0.257534	0.0512	0.875539	659288	0	0	659288	577232	0	0	577232
1	5e+007	39839	39927	39927	88	3.52603	3.76712	0.241096	0.0512	0.867521	617205	0	0	617205	535439	0	0	535439
1	5e+007	39927	40018	40018	91	3.76712	4.01644	0.249315	0.0512	0.859308	638247	0	0	638247	548450	0	0	548450
1	5e+007	40018	40112	40112	94	4.01644	4.27397	0.257534	0.0512	0.850905	659288	0	0	659288	560991	0	0	560991
1	5e+007	40112	40203	40203	91	4.27397	4.52329	0.249315	0.0512	0.842849	638247	0	0	638247	537945	0	0	537945