CapeTools ZeroCoupon FLOAT Legs

CapeTools ZeroCoupon FLOAT Legs

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In total there are 4 functions present within the CapeTools ZeroCoupon FLOAT Legs category of functions.

General Description

Creates interest rate FIXED RATE leg objects that receive no cashflows until the maturity date of the leg.

These leg objects can be priced and queried via functions present within the 'CapeTools Query Legs' category of functions.

Function list.

CreateZCFloatLeg - This floating leg (or FRN) only provide one payoff.
CreateZCIALeg - This floating leg (or FRN) only provide one payoff.
CreateZCQIALeg - This floating leg (or FRN) only provide one payoff.
CreateZCQLeg - This floating leg (or FRN) only provide one payoff.