Creates a simple FIX vs FLT SWAP object that can be amortised and have stepping up/down margins and coupons.

Both legs must be in the same currency.

However you cannot specify Quanto features, Compounding features or CMS swap indexes within any of the legs passed in.

To specify those features please refer to the Swap2 function.

The swap Key generated here, is to be used within the Swaption() function call.

However if one wishes to price or query the features of a swap with the limitations that this function possesses, this object can be used.

This function requires the input of a FIX leg object, which must have been produced via a call to one of the following functions : CreateFixedRateLeg() or CreateAmortFixLeg(). These functions would have returned a string 'KEY' which is to be passed to the 'FixLeg' parameter of this function.

This function requires the input of a float leg object key, which must have been produced via a call to one of the following functions : CreateFloatLeg() or CreateAmortFloatLeg() functions.

These functions would have returned a string 'KEY' which is to be passed to the 'FloatLeg' parameter of this function.

The discounting curve is retrieved from the fixleg object.

This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "SWPFIXFLT"

String CTSwaps.Swap( _
String Key, _
Long Reload, _
String FixLeg, _
String FloatLeg)

=CT.SWP.Swap(
Excel String Cell Key,
Excel Numeric Cell Reload,
Excel String Cell FixLeg,
Excel String Cell FloatLeg)

static std::string Swap(
std::string Key,
long Reload,
std::string FixLeg,
std::string FloatLeg);

System.String CTSwapsSA.Swap(
System.String Key,
System.Int32 Reload,
System.String FixLeg,
System.String FloatLeg);

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.