FixedMuniBond_y

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

1. Key parameter
   
   
   Key Handle to be used for the new Bond 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. Ccy parameter
   
   
   The currency code that you want to associate with the Bond.
4. SettleDate parameter
   
   
   Settlement date of the Bond.
5. couponFreq parameter
   
   
   Coupon Frequency of the bond. Can use any of the Frequency codes contained within the 'CapeTools Frequency Enums' category of functions.
6. dayCounter parameter
   
   
   DayCounter to use for the accrual periods of the bond.
7. calKey parameter
   
   
   Key to an already constructed Calendar object. Used to adjust dates for holidays.
8. BusDayConv parameter
   
   
   Business Day Convention to use.
9. BondYield parameter
   
   
   The Bond's yield value.
10. exDivTenor parameter
    
    
    The Bond's ex-dividend tenor convention. Will be applied to each bond. The tenor is composed of 2 parts. The first being a positive valued numeric amount, the second, the units of the numeric amount. Possible values for the units are 'BD' (for business days - ie 3BD), 'CD' (for calendar days - ie 5CD) and 'M' (for months - ie 3M). To specify no ex-dividend treatment, enter the value ('none')
11. BondRange parameter
    
    
    A 7 column range of Bond Information. The columns are : 'DatedDate', 'FirstCouponDate', 'PenultCouponDate', 'MaturityDate', 'Coupon', 'Notional', 'Redemption'. The columns 'DatedDate', 'FirstCouponDate' and 'PenultCouponDate' are optional (only required to define odd first or last coupon periods) so you can fill these with zeros. The 'DayCount' column corresponds to the accrual method for calculating the coupon amount in either an odd-first and/or an odd-last coupon period. It does not effect any other periods as in this other periods, the bonds are assumed to make level coupon payments. Finally the 'Yield' is assumed to be a compounded (via the ISMA methodology) yield.

String CTMunicipalBonds.FixedMuniBond_y( _
String Key, _
Long Reload, _
CCYEnum Ccy, _
Long SettleDate, _
FreqEnum couponFreq, _
DayCountEnum dayCounter, _
String calKey, _
BDCEnum BusDayConv, _
Double BondYield, _
String exDivTenor, _
Variant BondRange)

=CT.MUNIBOND.FixedMuniBond_y(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell Ccy,
Excel Numeric Cell SettleDate,
Excel String Cell couponFreq,
Excel String Cell dayCounter,
Excel String Cell calKey,
Excel String Cell BusDayConv,
Excel Numeric Cell BondYield,
Excel String Cell exDivTenor,
XLRange BondRange)

static std::string FixedMuniBond_y(
std::string Key,
long Reload,
CCYEnum Ccy,
long SettleDate,
FreqEnum couponFreq,
DayCountEnum dayCounter,
std::string calKey,
BDCEnum BusDayConv,
double BondYield,
std::string exDivTenor,
CTRangeDataCPP BondRange);

System.String CTMunicipalBondsSA.FixedMuniBond_y(
System.String Key,
System.Int32 Reload,
CTIEnums.CCYEnum Ccy,
System.Int32 SettleDate,
CTIEnums.FreqEnum couponFreq,
CTIEnums.DayCountEnum dayCounter,
System.String calKey,
CTIEnums.BDCEnum BusDayConv,
System.Double BondYield,
System.String exDivTenor,
CTRangeData BondRange);

CTQL.CTRangeData FixedMuniBond_y_BondRange = new CTQL.CTRangeData();

System.Text.StringBuilder FixedMuniBond_y_BondRange_builder =
new System.Text.StringBuilder(100);

FixedMuniBond_y_BondRange_builder.Append("{");
FixedMuniBond_y_BondRange_builder.Append("#21/Apr/2005#	 | 0	 | 0	 | #21/Oct/2006#	 | 0.0518	 | 100	 | 100 ;");
FixedMuniBond_y_BondRange_builder.Append("#21/Apr/2005#	 | 0	 | 0	 | #21/Oct/2007#	 | 0.0536	 | 100	 | 100 ;");
FixedMuniBond_y_BondRange_builder.Append("#21/Apr/2005#	 | 0	 | 0	 | #21/Oct/2008#	 | 0.0549	 | 100	 | 100 ;");
FixedMuniBond_y_BondRange_builder.Append("#21/Apr/2005#	 | 0	 | 0	 | #21/Oct/2009#	 | 0.0568	 | 100	 | 100 ;");
FixedMuniBond_y_BondRange_builder.Append("#21/Apr/2005#	 | 0	 | 0	 | #21/Oct/2010#	 | 0.058	 | 100	 | 100 ;");
FixedMuniBond_y_BondRange_builder.Append("#21/Apr/2005#	 | 0	 | 0	 | #21/Oct/2011#	 | 0.0594	 | 100	 | 100");
FixedMuniBond_y_BondRange_builder.Append("}");

// Parse the string into the Range object.
FixedMuniBond_y_BondRange.RangeFromStr( FixedMuniBond_y_BondRange_builder.ToString() );

• CALEURO() ( CT.QL.Curves20 )
• FixedMuniBond_y() ( CT.QL.Bonds20 )

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