Given a Fixing YieldCurve and a Discounting YieldCurve and an array of hedge instrument tenors, this function will display the sensitivity vector (delta) on each of the hedge instruments (for a unit notional).

If the Fixing curve and the discounting curves are the same, enter the same key for both parameters.

This function requires the input of YieldCurve object keys, 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.

(For the FixingYC, you cannot use the DiscountCurve(), ForwardCurve(), ZeroCurve(), DiscountCurve2(), ForwardCurve2(), ZeroCurve2() or FlatYieldCurve() functions as these do not contain enough information for hedging.).

For the discounting yieldcurve, these additional 3 functions can also be used : DiscountCurve2(), ForwardCurve2() or ZeroCurve2(). These functions would have returned a string 'KEY' which is to be passed to the 'FixingYC' and 'DiscountYC' parameters of this function.

Variant CTQryIRRisk.DisplayYCHedgeSens2( _
String FixingYC, _
String DiscountYC, _
Variant HedgeTenors)

=CT.RSK.DisplayYCHedgeSens2(
Excel String Cell FixingYC,
Excel String Cell DiscountYC,
XLRange HedgeTenors)

static CTRangeDataCPP DisplayYCHedgeSens2(
std::string FixingYC,
std::string DiscountYC,
CTRangeDataCPP HedgeTenors);

CTRangeData CTQryIRRiskSA.DisplayYCHedgeSens2(
System.String FixingYC,
System.String DiscountYC,
CTRangeData HedgeTenors);

CTQL.CTRangeData DisplayYCHedgeSens2_HedgeTenors;


string[] arrBDisplayYCHedgeSens2_HedgeTenors = {
"3M",
"6M",
"1Y",
"2Y",
"3Y",
"5Y",
"7Y",
"10Y",
"15Y",
"20Y"  //  Array Data

};

CTQL.StringVector arrDisplayYCHedgeSens2_HedgeTenors =
new  CTQL.StringVector(arrBDisplayYCHedgeSens2_HedgeTenors);

// Second parameter determines whether the array is a column array (false) or a row array (true)
DisplayYCHedgeSens2_HedgeTenors = new  CTQL.CTRangeData(arrDisplayYCHedgeSens2_HedgeTenors, false);

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.