QS.INSTRUMENT.XCCY.FIX.FLOAT

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

Category: QuantSupport - Instruments.

QS.INSTRUMENT.XCCY.FIX.FLOAT(name: text, context: text, start_date: text, maturity_date: text, domestic_currency: text, foreign_currency: text, foreign_index: text, domestic_notional: number, foreign_notional: number, fixed_rate: number, foreign_spread: number, day_counter: text, compounding: text, rate_frequency: text, domestic_frequency: text, foreign_frequency: text, start_tenor: text or blank, 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

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

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

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

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

  • foreign_index (text) – Market index whose curve is present in the pricing context, for example SOFR or EURIBOR3M

  • domestic_notional (number) – Trade notional in currency units

  • foreign_notional (number) – Trade notional in currency units

  • fixed_rate (number) – Rate as a decimal, for example 0.03 for 3%

  • foreign_spread (number) – Spread as a decimal, for example 0.001 for 10 basis points

  • day_counter (text) – Required day-count convention, for example Actual360, Actual365, or Thirty360; no blank-input default

  • compounding (text) – Required compounding convention, for example Simple, Compounded, or Continuous; no blank-input default

  • rate_frequency (text) – Required frequency such as Annual, Semiannual, Quarterly, Monthly, or NoFrequency; no blank-input default

  • domestic_frequency (text) – Required frequency such as Annual, Semiannual, Quarterly, Monthly, or NoFrequency; no blank-input default

  • foreign_frequency (text) – Required frequency such as Annual, Semiannual, Quarterly, Monthly, or NoFrequency; no blank-input default

  • 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

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.XCCY.FIX.FLOAT(name, context, start_date, maturity_date, domestic_currency, foreign_currency, foreign_index, domestic_notional, foreign_notional, fixed_rate, foreign_spread, day_counter, compounding, rate_frequency, domestic_frequency, foreign_frequency, start_tenor, tenor)

Calculation

Runs on Excel’s main calculation thread.

Native Declaration

fn qs_instrument_xccy_fix_float (name : & str , context : & str , start_date : & str , maturity_date : & str , domestic_currency : & str , foreign_currency : & str , foreign_index : & str , domestic_notional : f64 , foreign_notional : f64 , fixed_rate : f64 , foreign_spread : f64 , day_counter : & str , compounding : & str , rate_frequency : & str , domestic_frequency : & str , foreign_frequency : & str , start_tenor : Option < String > , tenor : Option < String > ,) -> Result < String , XllError >

Rust source