Returns the fixing rate given a fixing date and an index Key (not index template).

All market information are derived from the Index object.

An Index object has an embedded yieldCurve object within it (unlike an index object template).

This function requires the input of an Index object key, which must have been produced via a call to one of the Index creation functions present within the CapeTools Indexes category of functions.

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

Double CTQryCurves.FixingRate( _
Long dtFixing, _
String IndexKey)

=CT.MKT.FixingRate(
Excel Numeric Cell dtFixing,
Excel String Cell IndexKey)

static double FixingRate(
long dtFixing,
std::string IndexKey);

System.Double CTQryCurvesSA.FixingRate(
System.Int32 dtFixing,
System.String IndexKey);

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.