FLTBondAccrualDays





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Return a range object containing an array of a Floating Rate Bond's Accrual Days.

Accrual Days are the number of days between each.

The Floating Bond object that is to be queried must have been previously created via the FloatingRateBond(), FloatingRateBond_p() or FloatingRateBond_y() series of function.

These FloatingRateBond functions would have returned a string 'KEY' which is to be passed to the 'BondKey' parameter of this function.



Note: Within Excel, the function is named - CT.BOND.FLTBondAccrualDays




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



Parameter Description


  1. BondKey parameter

    Key Handle to an already constructed BOND object FloatingRateBond only.


Extended information

Function Syntax

VB Syntax


Variant CTQryBonds.FLTBondAccrualDays( _
String BondKey)


Excel Spreadsheet Syntax


=CT.BOND.FLTBondAccrualDays(
Excel String Cell BondKey)


C++ Syntax


static CTRangeDataCPP FLTBondAccrualDays(
std::string BondKey);


DotNET Syntax


CTRangeData CTQryBondsSA.FLTBondAccrualDays(
System.String BondKey);

Parameter data types

ArgNameArgTypeIsKey
BondKeyStringTRUE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
BondKeyFALSEBondKeyNAME.EXTTAG.TICKER (from a function call)


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.Bonds20 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 FLTBondAccrualDays() 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 :





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 FLTBondAccrualDays() function call


Example
StartDateEndDateAccDays
384633855490
385543864690
386463873890
387383882890
388283891990
389193901190
390113910390
391033919390
391933928490
392843937690
393763946890
394683955990
395593965090
396503974290
397423983490
398343992490
399244001590
400154010790
401074019990
401994028990
402894038090
403804047290
404724056490
405644065490
406544074590
407454083790
408374092990
409294102090
410204111190
411114120390
412034129590
412954138590
413854147690
414764156890
415684166090
416604175090
417504184190
418414193390
419334202590
420254211590



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