PriceFLTBook

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

1. FLTBookKey parameter
   
   
   Key Handle to an already constructed Leg Portfolio (Book) object.
2. Level parameter
   
   
   The type of output you would like to see. 'TOTAL' (for total price) or 'CASHFLOW' for the price of each swap contract within the portfolio.
3. FXManagerKey parameter
   
   
   Optional key to an already created FXManager object.
4. ReportPVCcy parameter
   
   
   Optional currency code that you wish the value of the leg to be reported in (must be specified if the 'FXManagerKey' parameter is specified).

Variant CTLegPortfolio.PriceFLTBook( _
String FLTBookKey, _
String Level, _
String FXManagerKey, _
CCYEnum ReportPVCcy)

=CT.BOOK.PriceFLTBook(
Excel String Cell FLTBookKey,
Excel String Cell Level,
Excel String Cell FXManagerKey,
Excel String Cell ReportPVCcy)

static CTRangeDataCPP PriceFLTBook(
std::string FLTBookKey,
std::string Level,
std::string FXManagerKey,
CCYEnum ReportPVCcy);

CTRangeData CTLegPortfolioSA.PriceFLTBook(
System.String FLTBookKey,
System.String Level,
System.String FXManagerKey,
CTIEnums.CCYEnum ReportPVCcy);

• CreateFXManager() ( CT.QL.Curves20 )
• CALUKExchange() ( CT.QL.Curves20 )
• CALEURO() ( CT.QL.Curves20 )
• ValueDateObj() ( CT.QL.Utils20 )
• CALUKSettlement() ( CT.QL.Curves20 )
• CALTARGET() ( CT.QL.Curves20 )
• CreateDepoTemplate() ( CT.QL.Curves20 )
• CreateSwapTemplate() ( CT.QL.Curves20 )
• MKTYC_XCCY_D() ( CT.QL.Curves20 )
• SABRVolCurve() ( CT.QL.Curves20 )
• CreateIndex() ( CT.QL.Curves20 )
• CreateSwapIndex() ( CT.QL.Curves20 )
• MKTYC_D() ( CT.QL.Curves20 )
• IDXGBPLibor() ( CT.QL.Curves20 )
• GroupedIndex() ( CT.QL.Curves20 )
• FloatLegPortfolio() ( CT.QL.IRPortfolio20 )
• PriceFLTBook() ( CT.QL.IRPortfolio20 )

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