Calendar

Overview

Calendar related functions.

Function List

qlCalendarAddHoliday ()
qlCalendarAdjust ()
qlCalendarAdvance ()
qlCalendarBusinessDaysBetween ()
qlCalendarEndOfMonth ()
qlCalendarHolidayList ()
qlCalendarIsBusinessDay ()
qlCalendarIsEndOfMonth ()
qlCalendarIsHoliday ()
qlCalendarName ()
qlCalendarRemoveHoliday ()

Function Documentation

qlCalendarAddHoliday

void returnValue
 
qlCalendarAddHoliday(
        string calendar
        long Date
        any Trigger)

Description:

adds an holiday to the given calendar.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date.
Trigger	dependency tracking trigger

qlCalendarAdjust

vector<long> returnValue
 
qlCalendarAdjust(
        string calendar
        vector<long> Date
        string BusinessDayConvention
        any Trigger)

Description:

Adjusts a non-business day to the appropriate near business day according to a given calendar with respect to the given convention.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date to be adjusted.
BusinessDayConvention	rolling convention. Default value = Following.
Trigger	dependency tracking trigger

qlCalendarAdvance

vector<long> returnValue
 
qlCalendarAdvance(
        string calendar
        long StartDate
        vector<string> Period
        string BusinessDayConvention
        bool EndOfMonth
        any Trigger)

Description:

advances a date according to a given calendar.

Supported Platforms:

Excel

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
StartDate	start date to be advanced.
Period	period(s) to advance (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year).
BusinessDayConvention	rolling convention. Default value = Following.
EndOfMonth	flag to enforce end of month convention. Default value = false.
Trigger	dependency tracking trigger

qlCalendarBusinessDaysBetween

vector<long> returnValue
 
qlCalendarBusinessDaysBetween(
        string calendar
        vector<long> FirstDate
        long LastDate
        bool IncludeFirst
        bool IncludeLast
        any Trigger)

Description:

Returns the number of business days between two dates.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
FirstDate	first date of the period.
LastDate	last date of the period.
IncludeFirst	include the first date when counting business days. Default value = false.
IncludeLast	include the last date when counting business days. Default value = false.
Trigger	dependency tracking trigger

qlCalendarEndOfMonth

vector<long> returnValue
 
qlCalendarEndOfMonth(
        string calendar
        vector<long> Date
        any Trigger)

Description:

returns the last business day in the given calendar of the month to which the given date belongs.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date.
Trigger	dependency tracking trigger

qlCalendarHolidayList

vector<long> returnValue
 
qlCalendarHolidayList(
        string Calendar
        long FromDate
        long ToDate
        bool IncludeWeekEnds
        any Trigger)

Description:

returns the holidays in a period between two dates according to a given holiday calendar.

Supported Platforms:

Excel, Calc

Parameters

Calendar	Calendar to use for holiday determination.
FromDate	first date of the period.
ToDate	last date of the period.
IncludeWeekEnds	include week-end as holidays. Default value = false.
Trigger	dependency tracking trigger

qlCalendarIsBusinessDay

vector<bool> returnValue
 
qlCalendarIsBusinessDay(
        string calendar
        vector<long> Date
        any Trigger)

Description:

Returns TRUE if the date is a business day for the given calendar.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date.
Trigger	dependency tracking trigger

qlCalendarIsEndOfMonth

vector<bool> returnValue
 
qlCalendarIsEndOfMonth(
        string calendar
        vector<long> Date
        any Trigger)

Description:

returns TRUE if the date is last business day for the month in the given calendar.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date.
Trigger	dependency tracking trigger

qlCalendarIsHoliday

vector<bool> returnValue
 
qlCalendarIsHoliday(
        string calendar
        vector<long> Date
        any Trigger)

Description:

returns TRUE if the date is a holiday for the given calendar.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date.
Trigger	dependency tracking trigger

qlCalendarName

string returnValue
 
qlCalendarName(
        string calendar
        any Trigger)

Description:

Returns the name of the given calendar.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Trigger	dependency tracking trigger

qlCalendarRemoveHoliday

void returnValue
 
qlCalendarRemoveHoliday(
        string calendar
        long Date
        any Trigger)

Description:

removes an holiday from the given calendar.

Supported Platforms:

Excel, Calc

Parameters

calendar	ID of Enumeration of class QuantLib::Calendar
Date	date.
Trigger	dependency tracking trigger