QS.RESULT.COUPONS¶
Spills coupon type, fixing index, dates, signed notional, weighted rate/spread and original conventions
Category: QuantSupport - Pricing.
- QS.RESULT.COUPONS(result: text, transpose: logical or blank, headers: logical or blank) spilled range¶
- Parameters:
result (text) – EvaluationResults handle from QS.EVALUATE or QS.EVALUATE.PORTFOLIO; the requested measure must have been returned by the evaluation
transpose (logical or blank) – Optional TRUE transposes the entire spill; omitted or blank defaults to FALSE; table headers move with their fields
headers (logical or blank) – Optional TRUE includes table headers (default); FALSE removes the first header row before transposing; omitted or blank defaults to TRUE
- Returns:
Eighteen-column cashflow spill including original coupon type, fixing and contractual indices, accrual dates, signed notional, weighted rate/spread, day count and overnight/payoff conventions. Optional transpose and headers control layout. headers=FALSE removes the header row before transposing; omitted headers defaults to TRUE. transpose=TRUE exchanges rows and columns; omitted transpose defaults to FALSE. Empty output returns a blank cell.
- Return Type:
spilled range
- 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. Invalid transpose/headers flags return #VALUE!; use TRUE/FALSE or leave optional flags blank.
Formula¶
=QS.RESULT.COUPONS(result, transpose, headers)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_result_coupons (result : & str , transpose : * const XLOPER12 , headers : * const XLOPER12 ,) -> Result < * mut XLOPER12 , XllError >