QS.DISCOUNT.POLICY.CSA¶
Creates a native single-curve CSA discount policy
Category: QuantSupport - Pricing.
- QS.DISCOUNT.POLICY.CSA(name: text, collateral_currency: text, collateral_index: text) text handle¶
- Parameters:
name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle
collateral_currency (text) – Native CSA collateral currency, such as USD
collateral_index (text) – Ordinary market index for the native CSA collateral curve, such as SOFR
- Returns:
Revisioned text handle to a native discount policy selecting ordinary market curves; no instrument or trade is modified.
- Return Type:
text handle
- Errors:
#VALUE! for invalid inputs, stale or wrong-type handles, unsupported target/pricer/trade combinations or native evaluation errors; #N/A when the result does not contain the requested measure.
Formula¶
=QS.DISCOUNT.POLICY.CSA(name, collateral_currency, collateral_index)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_discount_policy_csa (name : & str , collateral_currency : & str , collateral_index : & str ,) -> Result < String , XllError >