OSBKDisplayLeg2

High level graphic of OSBKDisplayLeg2() function with parameters. Blue square node is the actual function with the parameters ordered.

1. OSBookKey parameter
   
   
   Key Handle to an already constructed Swaption Portfolio (Book) object.
2. OSDealID parameter
   
   
   The ID of the Swaption deal in which the underlying swap information will be extracted.
3. PayRecLeg parameter
   
   
   Which leg you wish to query the information for.

Variant CTOSPortfolio.OSBKDisplayLeg2( _
String OSBookKey, _
String OSDealID, _
PAYRECEnum PayRecLeg)

=CT.BOOK.OSBKDisplayLeg2(
Excel String Cell OSBookKey,
Excel String Cell OSDealID,
Excel String Cell PayRecLeg)

static CTRangeDataCPP OSBKDisplayLeg2(
std::string OSBookKey,
std::string OSDealID,
PAYRECEnum PayRecLeg);

CTRangeData CTOSPortfolioSA.OSBKDisplayLeg2(
System.String OSBookKey,
System.String OSDealID,
CTIEnums.PAYRECEnum PayRecLeg);

• 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 )
• SwaptionPortfolio() ( CT.QL.IRPortfolio20 )
• OSBKDisplayLeg2() ( CT.QL.IRPortfolio20 )

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