Computes the change in a leg's object value for an upward shift (one basis point) of the FIXING (reset) YieldCurve (if the yieldcurve has been compose from market rates and can be internally bumped).

The Leg object that is to be used within this function must have been previously created via a call to one of the following leg creation functions within the following categories : CapeTools FLOAT Legs, CapeTools ZeroCoupon FLOAT Legs, CapeTools Averaging FLOAT Legs or CapeTools Compounding FLOAT Legs. These functions would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.

Double CTQryLegs.LegFixingBPV( _
String Key)

=CT.LEG.LegFixingBPV(
Excel String Cell Key)

static double LegFixingBPV(
std::string Key);

System.Double CTQryLegsSA.LegFixingBPV(
System.String Key);

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.