public static LoanFloatingRate CreateLoanFloatingRate([ExcelArgument(Description = "The currency of the cashflows.")] Currency currency,
[ExcelArgument(Description = "The dates on which the loan balances are known. All dates other than the first one will be assumed to also be cashflow dates.")] Date[] balanceDates,
[ExcelArgument(Description = "The notionals on which the payments are based.")] double[] balanceAmounts,
[ExcelArgument(Description = "The reference index on which the floating flows are based.")] FloatingIndex floatingIndex,
[ExcelArgument(Description = "The spread that will be added to the floating index.")] double floatingSpread)
{
return(LoanFloatingRate.CreateSimple(balanceDates, balanceAmounts, floatingIndex, floatingSpread, currency));
}
public static object _CreateLoanFloatingRate(string objectName,
object[,] currency,
object[,] balanceDates,
object[,] balanceAmounts,
object[,] floatingIndex,
object[,] floatingSpread)
{
try
{
Currency _currency = XU.GetCurrency0D(currency, "currency");
Date[] _balanceDates = XU.GetDate1D(balanceDates, "balanceDates");
Double[] _balanceAmounts = XU.GetDouble1D(balanceAmounts, "balanceAmounts");
FloatingIndex _floatingIndex = XU.GetFloatingIndex0D(floatingIndex, "floatingIndex");
Double _floatingSpread = XU.GetDouble0D(floatingSpread, "floatingSpread");
LoanFloatingRate _result = XLRates.CreateLoanFloatingRate(_currency, _balanceDates, _balanceAmounts, _floatingIndex, _floatingSpread);
return(XU.AddObject(objectName, _result));
}
catch (Exception e)
{
return(XU.Error0D(e));
}
}
