Given a Structure object key, returns a matrix of sensitive points from the given VolCurve that the legs are sensitive to.

It is these points that will be manipulated when risk is conducted.

The Structure object that is to be used within this function must have been previously created via a call to the CreateStructure() function.

This function would have returned a string 'KEY' which is to be passed to the 'StructKey' parameter of this function.

For the legs underlying the structure, only the following volcurves can be manipulated for the computation of risk : SABRVolCurve(), ExpiryKVolMatrix() and ATMVolMatrix(). This is because these curves actually contain the instruments that you can hedge your structure with.

Variant CTQryIRRisk.RiskGetVCSenPoints( _
String StructKey, _
String VCKey)

=CT.RSK.RiskGetVCSenPoints(
Excel String Cell StructKey,
Excel String Cell VCKey)

static CTRangeDataCPP RiskGetVCSenPoints(
std::string StructKey,
std::string VCKey);

CTRangeData CTQryIRRiskSA.RiskGetVCSenPoints(
System.String StructKey,
System.String VCKey);

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.