PriceOSBook

High level graphic of PriceOSBook() 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. 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. Greek parameter
   
   
   Output - PREMIUM, DELTA, VEGA, GAMMA, THETA, VOLGA.
4. FXManagerKey parameter
   
   
   Optional key to an already created FXManager object.
5. 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 CTOSPortfolio.PriceOSBook( _
String OSBookKey, _
String Level, _
String Greek, _
String FXManagerKey, _
CCYEnum ReportPVCcy)

=CT.BOOK.PriceOSBook(
Excel String Cell OSBookKey,
Excel String Cell Level,
Excel String Cell Greek,
Excel String Cell FXManagerKey,
Excel String Cell ReportPVCcy)

static CTRangeDataCPP PriceOSBook(
std::string OSBookKey,
std::string Level,
std::string Greek,
std::string FXManagerKey,
CCYEnum ReportPVCcy);

CTRangeData CTOSPortfolioSA.PriceOSBook(
System.String OSBookKey,
System.String Level,
System.String Greek,
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 )
• SwaptionPortfolio() ( CT.QL.IRPortfolio20 )
• PriceOSBook() ( CT.QL.IRPortfolio20 )

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