FLTBondResetTimes





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

A Reset time period is the year fraction between the calculation date (ie - today) and the reset date (fixing 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.FLTBondResetTimes




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


Excel Spreadsheet Syntax


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


C++ Syntax


static CTRangeDataCPP FLTBondResetTimes(
std::string BondKey);


DotNET Syntax


CTRangeData CTQryBondsSA.FLTBondResetTimes(
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 FLTBondResetTimes() 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 FLTBondResetTimes() function call


Example
StartDateEndDateResetTimes
3846338554-0.243836
38554386460.00547945
38646387380.257534
38738388280.509589
38828389190.756164
38919390111.00548
39011391031.25753
39103391931.50959
39193392841.75616
39284393762.00548
39376394682.25753
39468395592.50959
39559396502.7589
39650397423.00822
39742398343.26027
39834399243.51233
39924400153.7589
40015401074.00822
40107401994.26027
40199402894.51233
40289403804.7589
40380404725.00822
40472405645.26027
40564406545.51233
40654407455.7589
40745408376.00822
40837409296.26027
40929410206.51233
41020411116.76164
41111412037.01096
41203412957.26301
41295413857.51507
41385414767.76164
41476415688.01096
41568416608.26301
41660417508.51507
41750418418.76164
41841419339.01096
41933420259.26301
42025421159.51507



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