Copying & Pasting Notionals, Fixed Rates & Spreads in the Cash Flow Date Window

In the Cash Flow Dates window (Working With the Cash Flow Dates Window) depending on the instrument you can copy and paste the notional and fixed rates as well as the spreads for the floating leg to and from Excel. For information on copying and pasting coupon dates see Copying & Pasting Coupon Dates in the Cash Flow Dates Window.

You do this using the Copy and Paste buttons.

This functionality is supported for all instruments in which you can manually edit those fields.

This is different from the paste action when you paste coupon dates. When you paste notionals, fixed rates and spreads, if there are already six coupons in the cash flow and you then paste three notionals, the notionals in the first three coupons only are replaced and the remaining three coupons are left untouched. If there are already six coupons and you then paste ten notionals, the first six notionals are pasted into the six coupons respectively and the last four notionals are discarded. That is, this action does not change the number of coupons in the cash flow.

It is important to note that after you have pasted amounts for one or more coupons, the system behaves as if you had made manual changes to a coupon’s input data. That is, it will remove all calculated fields (including the Discount Factor, the Cash Flow, the Cash flow PV, the Principal Payment and Total Payment columns, etc., as relevant) for all the displayed coupons. You must then click the Calculate button to recalculate the coupons’ results.

After pasting amounts into the Cash Flow Dates window to save changes to the cash flow click Accept. In the pricing page, the instrument’s Notional, Fixed Rate and Spread fields are updated.

To copy notionals, fixed rates and spreads from the Cash Flow Dates window into Excel:

1. In the Cash Flow Dates window click the column(s) you want to copy. They are highlighted in blue.
2. Click Copy.
3. In an Excel spreadsheet click Paste or Ctrl + V.

To paste dates into the Cash Flow Dates window from Excel:

1. In Excel, copy the relevant data.
2. In the Cash Flow Dates window click the columns into which you want to paste the amounts. The relevant columns are highlighted.
3. Click Paste or on the keyboard click CTRL+V. The data is pasted into the relevant date columns.