Returns the spread on the non-dollar leg of a XCcySwap against the neutral dollar leg.

The YieldCurve passed in must have been created by one of the XCcy yieldcurve stripper functions which incorporates basis swap against the dollar (see the CapeTools XCCY Curves category of functions).

If you use any other yieldcurve object, you are assuming no spread between the index and the dollar and thus the basis swap value will be zero.

Double CTQryCurves.XCcySwap( _
Long Start, _
Long EndDate, _
String XCcyCurve)

=CT.MKT.XCcySwap(
Excel Numeric Cell Start,
Excel Numeric Cell EndDate,
Excel String Cell XCcyCurve)

static double XCcySwap(
long Start,
long EndDate,
std::string XCcyCurve);

System.Double CTQryCurvesSA.XCcySwap(
System.Int32 Start,
System.Int32 EndDate,
System.String XCcyCurve);

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.