CapeTools Query Swaps
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In total there are 18 functions present within the CapeTools Query Swaps category of functions.
General Description
Functions to query for information given a swap object.
The swap objects must have been created via the CapeTools Swaps category of functions.
There are functions to display detailed information regarding any of the legs contained within the swap structure as well as pricing the leg object.
Function list.
- DisplaySwapLeg - Returns a range of information (regarding a swap leg) given a swap object.
- DisplaySwapLeg2 - Returns a range of extended information (regarding a swap leg) given a swap object.
- SSWPAccrualDays - Given a swap object and the choice of leg, return an array of the leg's fixing Accrual Days.
- SSWPAccrualTimes - Given a swap object and the choice of leg, return an array of the accrual times.
- SSWPCouponArray - Given a swap object and the choice of leg, returns an array of the leg's coupons (FIXED LEG ONLY).
- SSWPDCFs - Given a swap object and the choice of leg, return an array of the leg's Discount factors.
- SSWPEndDates - Given a swap object and the choice of leg, return an array of the leg's period end dates.
- SSWPFairRate - Given a swap object and the choice of leg, returns the fair rate (FIXED LEG COUPON) from an already constructed Swap object.
- SSWPFairSpread - Given a swap object and the choice of leg, returns the fair spread (FLOATING LEG MARGIN) from an already constructed Swap object.
- SSWPFixings - Given a swap object and the choice of leg, return an array of the Floating fixings (FLOATING LEG ONLY).
- SSWPFlatFixedRate - Given a swap object and the choice of leg, returns the Flat Fixed Coupon (FIXED LEG COUPON).
- SSWPFlatSpread - Given a swap object and the choice of leg, returns the Flat Spread (margin) (FLOATING LEG).
- SSWPLegBPS - Given a swap object and the choice of leg, returns the Legs 'value of a basis point' from an already constructed Swap object.
- SSWPLegNominals - Given a swap object and the choice of leg, returns the leg's Nominal array.
- SSWPPayTimes - Given a swap object and the choice of leg, return an array of the leg's Pay Times.
- SSWPResetTimes - Given a swap object and the choice of leg, return an array of the leg's reset times (FLOAT LEG ONLY).
- SSWPSpreadArray - Given a swap object and the choice of leg, returns the array of margins (spreads) that was passed to the FLOAT leg of the swap structure.
- SSWPStartDates - Given a swap object and the choice of leg, return an array of the leg's period start dates.
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