Given a Structure object key, Returns a list of Legs within the structure that are sensitive to the indicated YieldCurve and VolCurve.

When risk is conducted, these are the legs that will be manipulated.

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 'StructKey' which is to be passed to the 'Key' parameter of this function.

For the legs underlying the structure, only the following category of yieldcurve creation functions can be manipulated for the computation of yield curve risk : CapeTools Curves, CapeTools XCCY Curves, CapeTools Bond Curves and CapeTools Credit Curves. (excluding the DiscountCurve(), ForwardCurve(), ZeroCurve(), DiscountCurve2(), ForwardCurve2(), ZeroCurve2() or FlatYieldCurve() functions as these do not contain enough information for hedging).

This is because these curves actually contain the instruments that you can hedge your structure with.

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.RiskGetYCVCSenLegs( _
String StructKey, _
String YCKey, _
String VCKey)

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

static CTRangeDataCPP RiskGetYCVCSenLegs(
std::string StructKey,
std::string YCKey,
std::string VCKey);

CTRangeData CTQryIRRiskSA.RiskGetYCVCSenLegs(
System.String StructKey,
System.String YCKey,
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.