Dual Currency Deposit

Last updated 9 November 2026

Function reference › FX Derivatives › Other Products

9 GIAnalyzer functions for Excel. Optional arguments are shown in [brackets].

GIA_FXD_DCD_Other

Returns the principal, current balance or accrued interest of a Dual Currency Deposit, given volatility and interest rates of the base and of the counter currencies.

GIA_FXD_DCD_Other(Principal, PrincipalCur, InteresRateD, EfDate, MDate, DaysIntRate, S, VDate, SDate, ValueType, ValueCur)

Returns: Principal, current balance or accrued interest of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`EfDate`	Required	The DCD's effective date.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`S`	Required	The FX spot rate.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`ValueType`	Required	Which contribution to the value to output (Principal, CurrentBalance, AccruedInterest)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_Value

Returns the value of a Dual Currency Deposit, given volatility and interest rates of the base and of the counter currencies.

GIA_FXD_DCD_Value(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, Vol, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromCurves

Returns the value of a Dual Currency Deposit, given volatility and interest rate curves of the base and of the counter currencies.

GIA_FXD_DCD_ValueFromCurves(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, Vol, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromPointsCurveAndBaseCurve

Returns the value of a Dual Currency Deposit, given volatility, the forward points curve and the interest rate curve of the base currency.

GIA_FXD_DCD_ValueFromPointsCurveAndBaseCurve(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, Vol, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, Comp, DaysB, DaysC, Interp, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of rates in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromPointsCurveAndCounterCurve

Returns the value of a Dual Currency Deposit, given volatility, the forward points curve and the interest rate curve of the counter currency..

GIA_FXD_DCD_ValueFromPointsCurveAndCounterCurve(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, Vol, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`Vol`	Required	The volatility of the underlying asset.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of rates in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromSurface

Returns the value of a Dual Currency Deposit, given the volatility surface and interest rates of the base and of the counter currencies.

GIA_FXD_DCD_ValueFromSurface(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, VolSurface, InterestRateB, InterestRateC, VDate, SDate, Comp, DaysB, DaysC, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`InterestRateB`	Required	The interest rate of the base currency.
`InterestRateC`	Required	The interest rate of the counter currency.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromSurfaceAndCurves

Returns the value of a Dual Currency Deposit, given the volatility surface and interest rate curves of the base and of the counter currencies.

GIA_FXD_DCD_ValueFromSurfaceAndCurves(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, VolSurface, CurveDatesB, CurveRatesB, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromSurfacePointsCurveAndBaseCurve

Returns the value of a Dual Currency Deposit, given the volatility surface, the forward points curve and the interest rate curve of the base currency.

GIA_FXD_DCD_ValueFromSurfacePointsCurveAndBaseCurve(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesB, CurveRatesB, VDate, SDate, Comp, DaysB, DaysC, Interp, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of rates in the forward points curve.
`CurveDatesB`	Required	The array of dates in the base currency interest rate curve.
`CurveRatesB`	Required	The array of rates in the base currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)

GIA_FXD_DCD_ValueFromSurfacePointsCurveAndCounterCurve

Returns the value of a Dual Currency Deposit, given the volatility surface, the forward points curve and the interest rate curve of the counter currency.

GIA_FXD_DCD_ValueFromSurfacePointsCurveAndCounterCurve(Principal, PrincipalCur, InteresRateD, MDate, DaysIntRate, Strike, S, VolSurface, CurveDatesP, CurveRatesP, CurveDatesC, CurveRatesC, VDate, SDate, Comp, DaysB, DaysC, Interp, ValueType, ValueCur)

Returns: Value of a Dual Currency Deposit

Argument	Use	Description
`Principal`	Required	The DCD's principal amount.
`PrincipalCur`	Required	The currency that the principal is in (Base, Counter).
`InteresRateD`	Required	The DCD's offered interest rate.
`MDate`	Required	The DCD's maturity date.
`DaysIntRate`	Required	The time basis of the offered interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`Strike`	Required	The DCD's threshold rate.
`S`	Required	The FX spot rate.
`VolSurface`	Required	The volatility surface.This argument has to be in the form of RxC matrix ("R" stands for rows and "C" for columns). The matrix size is flexible. See the documentation for full description.
`CurveDatesP`	Required	The array of dates in the forward points curve.
`CurveRatesP`	Required	The array of rates in the forward points curve.
`CurveDatesC`	Required	The array of dates in the counter currency interest rate curve.
`CurveRatesC`	Required	The array of rates in the counter currency interest rate curve.
`VDate`	Required	The value date.
`SDate`	Required	The spot date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`DaysB`	Required	The time basis of the base currency interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`DaysC`	Required	The time basis of the counter currency interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`ValueType`	Required	Which contribution to the value to output (Total, Deposit, Option)
`ValueCur`	Required	The currency in which the DCD's value is expressed (Base, Counter)