API Index - I




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FunctionName - (Excel FunctionName) - (Category)


IDXAUDLibor - (CT.IDX.AUDLibor) - (CapeTools Indexes)
IDXCADLibor - (CT.IDX.CADLibor) - (CapeTools Indexes)
IDXCDOR - (CT.IDX.CDOR) - (CapeTools Indexes)
IDXCHFLibor - (CT.IDX.CHFLibor) - (CapeTools Indexes)
IDXCHFSwap - (CT.IDX.CHFSwap) - (CapeTools Indexes)
IDXDKKlibor - (CT.IDX.DKKlibor) - (CapeTools Indexes)
IDXEURLibor - (CT.IDX.EURLibor) - (CapeTools Indexes)
IDXEURSwap - (CT.IDX.EURSwap) - (CapeTools Indexes)
IDXEuribor - (CT.IDX.Euribor) - (CapeTools Indexes)
IDXGBPLibor - (CT.IDX.GBPLibor) - (CapeTools Indexes)
IDXGBPSwap - (CT.IDX.GBPSwap) - (CapeTools Indexes)
IDXJPYLibor - (CT.IDX.JPYLibor) - (CapeTools Indexes)
IDXJPYSwap - (CT.IDX.JPYSwap) - (CapeTools Indexes)
IDXJibar - (CT.IDX.Jibar) - (CapeTools Indexes)
IDXNZDlibor - (CT.IDX.NZDlibor) - (CapeTools Indexes)
IDXTRLibor - (CT.IDX.TRLibor) - (CapeTools Indexes)
IDXTibor - (CT.IDX.Tibor) - (CapeTools Indexes)
IDXUSDLibor - (CT.IDX.USDLibor) - (CapeTools Indexes)
IDXUSDSwap - (CT.IDX.USDSwap) - (CapeTools Indexes)
IDXZibor - (CT.IDX.Zibor) - (CapeTools Indexes)
INVTYPEFIX - (CT.INVTYPE.FIX) - (CapeTools Enums)
INVTYPEFLT - (CT.INVTYPE.FLT) - (CapeTools Enums)
IRMCGetTimeSteps - (CT.PRO.IR.MCGetTimeSteps) - (CapeTools (Compact) IR Process Simulation)
IRMCNextStep - (CT.PRO.IR.MCNextStep) - (CapeTools (Compact) IR Process Simulation)
IRProcessViewer - (CT.PRO.IR.IRProcessViewer) - (CapeTools (Full) IR Process Simulation)
IRStepMonteCarlo - (CT.PRO.IR.StepMonteCarlo) - (CapeTools (Compact) IR Process Simulation)
IRVolatility - (CT.MKT.IRVolatility) - (CapeTools Query Curves)
IVCFBook - (CT.BOOK.IVCFBook) - (CapeTools CapFloor Portfolio)
IVCapFloorPortfolio - (CT.BOOK.IVCapFloorPortfolio) - (CapeTools CapFloor Portfolio)
IVCapFloor - (CT.MKT.IVCapFloor) - (CapeTools Query Curves)
IVOSBook - (CT.BOOK.IVOSBook) - (CapeTools Swaption Portfolio)
IVSwaptionPortfolio - (CT.BOOK.IVSwaptionPortfolio) - (CapeTools Swaption Portfolio)
IVSwaption - (CT.MKT.IVSwaption) - (CapeTools Query Curves)
InitialExchange - (CT.FpML.SW.InitialExchange) - (CapeTools FpML Swaps)
InitialNotionalCurrency - (CT.FpML.SW.InitialNotionalCurrency) - (CapeTools FpML Swaps)
InitialNotional - (CT.FpML.SW.InitialNotional) - (CapeTools FpML Swaps)
InitialStubIndex - (CT.FpML.SW.InitialStubIndex) - (CapeTools FpML Swaps)
InitialStubRateIndexMultiplier - (CT.FpML.SW.InitialStubRateIndexMultiplier) - (CapeTools FpML Swaps)
InitialStubRateIndexPeriod - (CT.FpML.SW.InitialStubRateIndexPeriod) - (CapeTools FpML Swaps)
InitialStubRate - (CT.FpML.SW.InitialStubRate) - (CapeTools FpML Swaps)
IntegralEngine - (CT.ENG.IntegralEngine) - (CapeTools Vanilla Engine)
InterestRate - (CT.Rate.InterestRate) - (CapeTools Utils)
IntermediateExchange - (CT.FpML.SW.IntermediateExchange) - (CapeTools FpML Swaps)
InterpForCubic1st - (CT.INTERP.InterpForCubic1st) - (CapeTools Utils)
InterpForCubic2nd - (CT.INTERP.InterpForCubic2nd) - (CapeTools Utils)
InterpForValue1D - (CT.INTERP.InterpForValue1D) - (CapeTools Utils)
InterpForValue2D - (CT.INTERP.InterpForValue2D) - (CapeTools Utils)
InterpLLSError - (CT.INTERP.InterpLLSError) - (CapeTools Utils)
InterpLLSObject1D - (CT.INTERP.InterpLLSObject1D) - (CapeTools Utils)
InterpLLSWeights - (CT.INTERP.InterpLLSWeights) - (CapeTools Utils)
InterpObject1D - (CT.INTERP.InterpObject1D) - (CapeTools Utils)
InterpObject2D - (CT.INTERP.InterpObject2D) - (CapeTools Utils)
InterpObjectCubic1D - (CT.INTERP.InterpObjectCubic1D) - (CapeTools Utils)
Interpolate1D - (CT.INTERP.Interpolate1D) - (CapeTools Utils)
Interpolate2D - (CT.INTERP.Interpolate2D) - (CapeTools Utils)
IrishGovtBond_p - (CT.BOND.IrishGovtBond_p) - (CapeTools Bonds (Price))
IrishGovtBond_y - (CT.BOND.IrishGovtBond_y) - (CapeTools Bonds (Yield))
IsAmerRelevantUnderlyingDate - (CT.FpML.OS.IsAmerRelevantUnderlyingDate) - (CapeTools FpML Swaption)
IsAmericanSwaption - (CT.FpML.OS.IsAmericanSwaption) - (CapeTools FpML Swaption)
IsAmortised - (CT.FpML.SW.IsAmortised) - (CapeTools FpML Swaps)
IsBermOptEarlyTermination - (CT.FpML.SwapExt.IsBermOptEarlyTermination) - (CapeTools FpML SwapsExt)
IsBermRelDatesInRelUndDateObj - (CT.FpML.SwapExt.IsBermRelDatesInRelUndDateObj) - (CapeTools FpML SwapsExt)
IsBermRelUndDate - (CT.FpML.SwapExt.IsBermRelUndDate) - (CapeTools FpML SwapsExt)
IsBermRelevantUnderlyingDate - (CT.FpML.OS.IsBermRelevantUnderlyingDate) - (CapeTools FpML Swaption)
IsBermudanSwaption - (CT.FpML.OS.IsBermudanSwaption) - (CapeTools FpML Swaption)
IsBusinessDate - (CT.CAL.IsBusinessDate) - (CapeTools Query Market)
IsCalculationAgent - (CT.FpML.SwapExt.IsCalculationAgent) - (CapeTools FpML SwapsExt)
IsCashSettled - (CT.FpML.OS.IsCashSettled) - (CapeTools FpML Swaption)
IsCompoundingMethod - (CT.FpML.SW.IsCompoundingMethod) - (CapeTools FpML Swaps)
IsEarlyTerminationProvision - (CT.FpML.SwapExt.IsEarlyTerminationProvision) - (CapeTools FpML SwapsExt)
IsEndOfMonth - (CT.CAL.IsEndOfMonth) - (CapeTools Query Market)
IsEuroOptETRelUndDate - (CT.FpML.SwapExt.IsEuroOptETRelUndDate) - (CapeTools FpML SwapsExt)
IsEuroOptEarlyTermination - (CT.FpML.SwapExt.IsEuroOptEarlyTermination) - (CapeTools FpML SwapsExt)
IsEuroRelevantUnderlyingDate - (CT.FpML.OS.IsEuroRelevantUnderlyingDate) - (CapeTools FpML Swaption)
IsEuropeanExerciseFee - (CT.FpML.OS.IsEuropeanExerciseFee) - (CapeTools FpML Swaption)
IsEuropeanPartialExercise - (CT.FpML.OS.IsEuropeanPartialExercise) - (CapeTools FpML Swaption)
IsEuropeanSwaption - (CT.FpML.OS.IsEuropeanSwaption) - (CapeTools FpML Swaption)
IsFinalStubFloatingRate - (CT.FpML.SW.IsFinalStubFloatingRate) - (CapeTools FpML Swaps)
IsFinalStubRate - (CT.FpML.SW.IsFinalStubRate) - (CapeTools FpML Swaps)
IsFinalStub - (CT.FpML.SW.IsFinalStub) - (CapeTools FpML Swaps)
IsFirstRegPeriodStartDate - (CT.FpML.SW.IsFirstRegPeriodStartDate) - (CapeTools FpML Swaps)
IsFirstRegularPeriodStartDate - (CT.FpML.SW.IsFirstRegularPeriodStartDate) - (CapeTools FpML Swaps)
IsFixLeg - (CT.FpML.SW.IsFixLeg) - (CapeTools FpML Swaps)
IsFixedRateStepArray - (CT.FpML.SW.IsFixedRateStepArray) - (CapeTools FpML Swaps)
IsFloatLeg - (CT.FpML.SW.IsFloatLeg) - (CapeTools FpML Swaps)
IsHoliday - (CT.CAL.IsHoliday) - (CapeTools Query Market)
IsInitialStubFloatingRate - (CT.FpML.SW.IsInitialStubFloatingRate) - (CapeTools FpML Swaps)
IsInitialStubRate - (CT.FpML.SW.IsInitialStubRate) - (CapeTools FpML Swaps)
IsInitialStub - (CT.FpML.SW.IsInitialStub) - (CapeTools FpML Swaps)
IsLastRegularPeriodEndDate - (CT.FpML.SW.IsLastRegularPeriodEndDate) - (CapeTools FpML Swaps)
IsManEarlyTerm - (CT.FpML.SwapExt.IsManEarlyTerm) - (CapeTools FpML SwapsExt)
IsOptEarlyTermination - (CT.FpML.SwapExt.IsOptEarlyTermination) - (CapeTools FpML SwapsExt)
IsPayDatesOffset - (CT.FpML.SW.IsPayDatesOffset) - (CapeTools FpML Swaps)
IsSpreadSchedule - (CT.FpML.SW.IsSpreadSchedule) - (CapeTools FpML Swaps)
IsSquareRange - (CT.Range.IsSquareRange) - (CapeTools Range Utils)
IsStraddle - (CT.FpML.OS.IsStraddle) - (CapeTools FpML Swaption)
IsStubCalcObject - (CT.FpML.SW.IsStubCalcObject) - (CapeTools FpML Swaps)
IsSwaptionAdjDatesObj - (CT.FpML.OS.IsSwaptionAdjDatesObj) - (CapeTools FpML Swaption)
IsToBeFollwedUpConfirmed - (CT.FpML.OS.IsToBeFollwedUpConfirmed) - (CapeTools FpML Swaption)
IsVector - (CT.Range.IsVector) - (CapeTools Range Utils)
ItalianGovtBond_p - (CT.BOND.ItalianGovtBond_p) - (CapeTools Bonds (Price))
ItalianGovtBond_y - (CT.BOND.ItalianGovtBond_y) - (CapeTools Bonds (Yield))

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