QS.INSTRUMENT.CAPLET.FLOORLET

Creates a native CapletFloorlet contract; use QS.TRADE.CREATE for a position

Category: QuantSupport - Instruments.

QS.INSTRUMENT.CAPLET.FLOORLET(name: text, context: text, fixing_date: text, accrual_start: text, accrual_end: text, payment_date: text, market_index: text, currency: text, strike: number, caplet_floorlet_type: text, start_tenor: text or blank, tenor: text or blank, fixing_tenor: text or blank, payment_tenor: text or blank) → text handle
Parameters:

  • name (text) – Workbook-unique object name; unchanged recalculation reuses its current handle

  • context (text) – Required prepared context handle used to build concrete dates and initial contractual terms; construction waits for committed market inputs

  • fixing_date (text) – ISO date text in YYYY-MM-DD format

  • accrual_start (text) – ISO date text in YYYY-MM-DD format

  • accrual_end (text) – ISO date text in YYYY-MM-DD format

  • payment_date (text) – ISO date text in YYYY-MM-DD format

  • market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:

  • currency (text) – Three-letter ISO currency code, for example USD or EUR

  • strike (number) – Option strike as a decimal price or rate

  • caplet_floorlet_type (text) – Instrument type: Caplet or Floorlet

  • start_tenor (text or blank) – Optional start offset from the evaluation date, e.g. 0D or 1Y; leave start_date blank; built from the explicit construction context

  • tenor (text or blank) – Optional maturity/accrual tenor from resolved start, e.g. 5Y; for swaptions from expiry; leave the corresponding end/maturity date blank

  • fixing_tenor (text or blank) – Optional fixing offset from resolved accrual start, e.g. -2D; leave fixing_date blank

  • payment_tenor (text or blank) – Optional payment offset from resolved accrual end, e.g. 2D; leave payment_date blank

Returns:

Concrete instrument handle built using the supplied construction context. #N/A means construction is pending; no unresolved product handle is published. Pass it to QS.EVALUATE, or use QS.TRADE.CREATE for side, execution date/tenor, quantity or bond anchor.

Return Type:

text handle

Errors:

#VALUE! for invalid contract terms, missing dependencies, native builder errors or registry failures.

Formula

=QS.INSTRUMENT.CAPLET.FLOORLET(name, context, fixing_date, accrual_start, accrual_end, payment_date, market_index, currency, strike, caplet_floorlet_type, start_tenor, tenor, fixing_tenor, payment_tenor)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_instrument_caplet_floorlet (name : & str , context : & str , fixing_date : & str , accrual_start : & str , accrual_end : & str , payment_date : & str , market_index : & str , currency : & str , strike : f64 , caplet_floorlet_type : & str , start_tenor : Option < String > , tenor : Option < String > , fixing_tenor : Option < String > , payment_tenor : Option < String > ,) -> Result < String , XllError >

Rust source