Returns the fixing rate given a fixing date and a YieldCurve object.

The actual Libor (Deposit) template Index object used will be the one that was passed into the YieldCurve construction function.

This function requires the input of a YieldCurve object key, which must have been produced via a call to one of the YieldCurve (CapeTools Curves, CapeTools XCCY Curves or CapeTools Bond Curves) or Credit Default Curves (CapeTools Credit Curves) category of functions.

(You cannot use the DiscountCurve(), ForwardCurve(), ZeroCurve() or FlatYieldCurve() functions as these do not contain enough information for pricing.).

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

Double CTQryCurves.FixingRate2( _
Long dtFixing, _
String YCKey)

=CT.MKT.FixingRate2(
Excel Numeric Cell dtFixing,
Excel String Cell YCKey)

static double FixingRate2(
long dtFixing,
std::string YCKey);

System.Double CTQryCurvesSA.FixingRate2(
System.Int32 dtFixing,
System.String YCKey);

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.