FLTBondFixings





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

A fixing is the interest rate, computed from a Yieldcurve, that is applied during the length of a coupon period.

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.FLTBondFixings




High level graphic of FLTBondFixings() 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.FLTBondFixings( _
String BondKey)


Excel Spreadsheet Syntax


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


C++ Syntax


static CTRangeDataCPP FLTBondFixings(
std::string BondKey);


DotNET Syntax


CTRangeData CTQryBondsSA.FLTBondFixings(
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 FLTBondFixings() 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 FLTBondFixings() function call


Example
StartDateEndDateFixings
38463385540.0351
38554386460.03595
38646387380.0370062
38738388280.0381129
38828389190.0388787
38919390110.0405483
39011391030.0409483
39103391930.0413483
39193392840.0417483
39284393760.0446786
39376394680.0451786
39468395590.0456786
39559396500.0461786
39650397420.048725
39742398340.049325
39834399240.049925
39924400150.0460256
40015401070.0460285
40107401990.0460285
40199402890.0460228
40289403800.0460256
40380404720.0450438
40472405640.0450438
40564406540.0450384
40654407450.0450411
40745408370.0450438
40837409290.0450493
40929410200.0450411
41020411110.0450411
41111412030.0454679
41203412950.0454679
41295413850.0454652
41385414760.0454652
41476415680.0454679
41568416600.0454679
41660417500.0454652
41750418410.0454652
41841419330.0461962
41933420250.0462042
42025421150.0461984



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