VB Syntax
Double CTQryCurves.IVSwaption( _
Double Premium, _
Double Notional, _
Long ExerciseDate, _
Long startDate, _
Long matDate, _
DayCountEnum FLTDayCount, _
Double FLTMargin, _
String FLTIndexKey, _
FreqEnum FIXCouponFreq, _
BDCEnum FIXBusDayConv, _
DayCountEnum FIXDayCount, _
String FIXCalKey, _
Double FIXCoupon, _
String YCKey)
Excel Spreadsheet Syntax
=CT.MKT.IVSwaption(
Excel Numeric Cell Premium,
Excel Numeric Cell Notional,
Excel Numeric Cell ExerciseDate,
Excel Numeric Cell startDate,
Excel Numeric Cell matDate,
Excel String Cell FLTDayCount,
Excel Numeric Cell FLTMargin,
Excel String Cell FLTIndexKey,
Excel String Cell FIXCouponFreq,
Excel String Cell FIXBusDayConv,
Excel String Cell FIXDayCount,
Excel String Cell FIXCalKey,
Excel Numeric Cell FIXCoupon,
Excel String Cell YCKey)
C++ Syntax
static double IVSwaption(
double Premium,
double Notional,
long ExerciseDate,
long startDate,
long matDate,
DayCountEnum FLTDayCount,
double FLTMargin,
std::string FLTIndexKey,
FreqEnum FIXCouponFreq,
BDCEnum FIXBusDayConv,
DayCountEnum FIXDayCount,
std::string FIXCalKey,
double FIXCoupon,
std::string YCKey);
DotNET Syntax
System.Double CTQryCurvesSA.IVSwaption(
System.Double Premium,
System.Double Notional,
System.Int32 ExerciseDate,
System.Int32 startDate,
System.Int32 matDate,
CTIEnums.DayCountEnum FLTDayCount,
System.Double FLTMargin,
System.String FLTIndexKey,
CTIEnums.FreqEnum FIXCouponFreq,
CTIEnums.BDCEnum FIXBusDayConv,
CTIEnums.DayCountEnum FIXDayCount,
System.String FIXCalKey,
System.Double FIXCoupon,
System.String YCKey);