FixBondAccrualDays





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

Accrual Days are the number of days between each coupon.

The Fixed Bond object that is to be queried must have been previously created via either the FixedCouponBond(), FixedCouponBond_y() or FixedCouponBond_p() functions or any one of the FIXED COUPON BOND creation functions (including Forwards and BondOptions) within the following function categories : CapeTools Forward Bonds, CapeTools Bond Options, CapeTools Bonds (Yield) or CapeTools Bonds (Price). These Fixed Coupon Bond 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.FixBondAccrualDays




High level graphic of FixBondAccrualDays() 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 (Fixed Coupon Bonds only).


Extended information

Function Syntax

VB Syntax


Variant CTQryBonds.FixBondAccrualDays( _
String BondKey)


Excel Spreadsheet Syntax


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


C++ Syntax


static CTRangeDataCPP FixBondAccrualDays(
std::string BondKey);


DotNET Syntax


CTRangeData CTQryBondsSA.FixBondAccrualDays(
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 FixBondAccrualDays() 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 FixBondAccrualDays() function call


Example
StartDateEndDateAccDays
3846338646180
3864638828180
3882839011180
3901139193180
3919339376180
3937639559180
3955939742180
3974239924180
3992440107180
4010740289180
4028940472180
4047240654180
4065440837180
4083741020180
4102041203180
4120341385180
4138541568180
4156841750180
4175041933180
4193342115180



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