EquityExpiryKVolMatrix

ArgName	ArgType	IsKey
Key	String	FALSE
Reload	Long	FALSE
ValueDate	String	TRUE
SettleDays	Long	FALSE
volRange	Range	FALSE
DivideVolBy100	Boolean	FALSE
BusDayConv	BDCEnum	FALSE
DayCount	DayCountEnum	FALSE
Cal	String	TRUE
InterpType	InterpEnum	FALSE

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.

ArgName	IsOptional (Excel only)	Example
Key	FALSE	MyEquityExpiryKVolMatrix
Reload	FALSE	1
ValueDate	FALSE	ValueDateNAME.EXTTAG.TICKER (from a function call)
SettleDays	FALSE	2
volRange	FALSE	EquityExpiryKVolMatrix_volRange_Range (creates a range object)
DivideVolBy100	FALSE	true
BusDayConv	FALSE	ModifiedFollowing
DayCount	FALSE	30360
Cal	FALSE	CalNAME.EXTTAG.TICKER (from a function call)
InterpType	TRUE	LINEAR

Example range for parameter : volRange

Within Excel, a range such as this can be passed directly into the volRange parameter.


Opt\Strike	2	2.1	2.2	2.3	2.4	2.5	2.6	2.7	2.8	2.9	3
3M	21.34	20.34	19.54	18.94	18.54	18.34	18.54	18.94	19.54	20.34	21.34
6M	21.22	20.22	19.42	18.82	18.42	18.22	18.42	18.82	19.42	20.22	21.22
9M	21.29	20.29	19.49	18.89	18.49	18.29	18.49	18.89	19.49	20.29	21.29
12M	21.2	20.2	19.4	18.8	18.4	18.2	18.4	18.8	19.4	20.2	21.2
2Y	21.36	20.36	19.56	18.96	18.56	18.36	18.56	18.96	19.56	20.36	21.36
4Y	21.31	20.31	19.51	18.91	18.51	18.31	18.51	18.91	19.51	20.31	21.31
6Y	21.34	20.34	19.54	18.94	18.54	18.34	18.54	18.94	19.54	20.34	21.34
8Y	21.27	20.27	19.47	18.87	18.47	18.27	18.47	18.87	19.47	20.27	21.27
10Y	21.32	20.32	19.52	18.92	18.52	18.32	18.52	18.92	19.52	20.32	21.32
12Y	21.38	20.38	19.58	18.98	18.58	18.38	18.58	18.98	19.58	20.38	21.38
14Y	21.39	20.39	19.59	18.99	18.59	18.39	18.59	18.99	19.59	20.39	21.39
16Y	21.25	20.25	19.45	18.85	18.45	18.25	18.45	18.85	19.45	20.25	21.25
18Y	21.27	20.27	19.47	18.87	18.47	18.27	18.47	18.87	19.47	20.27	21.27
20Y	21.35	20.35	19.55	18.95	18.55	18.35	18.55	18.95	19.55	20.35	21.35
22Y	21.28	20.28	19.48	18.88	18.48	18.28	18.48	18.88	19.48	20.28	21.28

Example C# API usage for setting the range data for parameter : volRange

CTQL.CTRangeData EquityExpiryKVolMatrix_volRange = new CTQL.CTRangeData();

System.Text.StringBuilder EquityExpiryKVolMatrix_volRange_builder =
new System.Text.StringBuilder(100);

EquityExpiryKVolMatrix_volRange_builder.Append("{");
EquityExpiryKVolMatrix_volRange_builder.Append("'Opt\\Strike'	 | 2	 | 2.1	 | 2.2	 | 2.3	 | 2.4	 | 2.5	 | 2.6	 | 2.7	 | 2.8	 | 2.9	 | 3 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'3M'	 | 21.34	 | 20.34	 | 19.54	 | 18.94	 | 18.54	 | 18.34	 | 18.54	 | 18.94	 | 19.54	 | 20.34	 | 21.34 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'6M'	 | 21.22	 | 20.22	 | 19.42	 | 18.82	 | 18.42	 | 18.22	 | 18.42	 | 18.82	 | 19.42	 | 20.22	 | 21.22 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'9M'	 | 21.29	 | 20.29	 | 19.49	 | 18.89	 | 18.49	 | 18.29	 | 18.49	 | 18.89	 | 19.49	 | 20.29	 | 21.29 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'12M'	 | 21.2	 | 20.2	 | 19.4	 | 18.8	 | 18.4	 | 18.2	 | 18.4	 | 18.8	 | 19.4	 | 20.2	 | 21.2 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'2Y'	 | 21.36	 | 20.36	 | 19.56	 | 18.96	 | 18.56	 | 18.36	 | 18.56	 | 18.96	 | 19.56	 | 20.36	 | 21.36 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'4Y'	 | 21.31	 | 20.31	 | 19.51	 | 18.91	 | 18.51	 | 18.31	 | 18.51	 | 18.91	 | 19.51	 | 20.31	 | 21.31 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'6Y'	 | 21.34	 | 20.34	 | 19.54	 | 18.94	 | 18.54	 | 18.34	 | 18.54	 | 18.94	 | 19.54	 | 20.34	 | 21.34 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'8Y'	 | 21.27	 | 20.27	 | 19.47	 | 18.87	 | 18.47	 | 18.27	 | 18.47	 | 18.87	 | 19.47	 | 20.27	 | 21.27 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'10Y'	 | 21.32	 | 20.32	 | 19.52	 | 18.92	 | 18.52	 | 18.32	 | 18.52	 | 18.92	 | 19.52	 | 20.32	 | 21.32 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'12Y'	 | 21.38	 | 20.38	 | 19.58	 | 18.98	 | 18.58	 | 18.38	 | 18.58	 | 18.98	 | 19.58	 | 20.38	 | 21.38 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'14Y'	 | 21.39	 | 20.39	 | 19.59	 | 18.99	 | 18.59	 | 18.39	 | 18.59	 | 18.99	 | 19.59	 | 20.39	 | 21.39 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'16Y'	 | 21.25	 | 20.25	 | 19.45	 | 18.85	 | 18.45	 | 18.25	 | 18.45	 | 18.85	 | 19.45	 | 20.25	 | 21.25 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'18Y'	 | 21.27	 | 20.27	 | 19.47	 | 18.87	 | 18.47	 | 18.27	 | 18.47	 | 18.87	 | 19.47	 | 20.27	 | 21.27 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'20Y'	 | 21.35	 | 20.35	 | 19.55	 | 18.95	 | 18.55	 | 18.35	 | 18.55	 | 18.95	 | 19.55	 | 20.35	 | 21.35 ;");
EquityExpiryKVolMatrix_volRange_builder.Append("'22Y'	 | 21.28	 | 20.28	 | 19.48	 | 18.88	 | 18.48	 | 18.28	 | 18.48	 | 18.88	 | 19.48	 | 20.28	 | 21.28");
EquityExpiryKVolMatrix_volRange_builder.Append("}");

// Parse the string into the Range object.
EquityExpiryKVolMatrix_volRange.RangeFromStr( EquityExpiryKVolMatrix_volRange_builder.ToString() );