FLTBondPayTimes





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

A Pay time period is the year fraction between the calculation date (ie - today) and the payment date of the rate.

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.FLTBondPayTimes




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


Excel Spreadsheet Syntax


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


C++ Syntax


static CTRangeDataCPP FLTBondPayTimes(
std::string BondKey);


DotNET Syntax


CTRangeData CTQryBondsSA.FLTBondPayTimes(
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 FLTBondPayTimes() 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 FLTBondPayTimes() function call


Example
StartDateEndDatePayTimes
38463385540.00547945
38554386460.257534
38646387380.509589
38738388280.756164
38828389191.00548
38919390111.25753
39011391031.50959
39103391931.75616
39193392842.00548
39284393762.25753
39376394682.50959
39468395592.7589
39559396503.00822
39650397423.26027
39742398343.51233
39834399243.7589
39924400154.00822
40015401074.26027
40107401994.51233
40199402894.7589
40289403805.00822
40380404725.26027
40472405645.51233
40564406545.7589
40654407456.00822
40745408376.26027
40837409296.51233
40929410206.76164
41020411117.01096
41111412037.26301
41203412957.51507
41295413857.76164
41385414768.01096
41476415688.26301
41568416608.51507
41660417508.76164
41750418419.01096
41841419339.26301
41933420259.51507
42025421159.76164



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