The BasisPointSensitivity(cashflows, discount, opts) calling sequence returns the basis point sensitivity for the future cash flows discounted with respect to the given discount rate.

The BasisPointSensitivity(swap, discount, opts) calling sequence returns a list containing the basis point sensitivities of the paying leg and the receiving leg of the given swap.

Note that the result is returned in basis points, that is in 1/100th of 1%.

daycounter = a name representing a supported day counter (e.g. ISDA, Simple) or a day counter data structure created using the DayCounter constructor -- This option provides a day counter that will be used to convert the period between two dates to a fraction of the year.

referencedate =  a string containing a date specification in a format recognized by ParseDate or a date data structure -- This option specifies the reference date, that is, the date when the discount factor is 1. By default this is set to the global evaluation date (see EvaluationDate).

The Finance[BasisPointSensitivity] command was introduced in Maple 15.

For more information on Maple 15 changes, see Updates in Maple 15.