VB Syntax
Double CTQryCurves.MKTSwaption( _
String SwaptionType, _
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, _
String IRVolCurve)
Excel Spreadsheet Syntax
=CT.MKT.Swaption(
Excel String Cell SwaptionType,
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,
Excel String Cell IRVolCurve)
C++ Syntax
static double MKTSwaption(
std::string SwaptionType,
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,
std::string IRVolCurve);
DotNET Syntax
System.Double CTQryCurvesSA.MKTSwaption(
System.String SwaptionType,
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,
System.String IRVolCurve);