Overview

functions to construct and use Schedule objects.

Function List

qlSchedule ()
qlScheduleBDC ()
qlScheduleCalendar ()
qlScheduleDates ()
qlScheduleEmpty ()
qlScheduleEndDate ()
qlScheduleEndOfMonth ()
qlScheduleFromDateVector ()
qlScheduleFullInterfaceFromDateVector ()
qlScheduleIsRegular ()
qlScheduleNextDate ()
qlSchedulePreviousDate ()
qlScheduleRule ()
qlScheduleSize ()
qlScheduleStartDate ()
qlScheduleTenor ()
qlScheduleTerminationDateBDC ()
qlScheduleTruncated ()

Function Documentation

qlSchedule

string returnValue
 
qlSchedule(
        string ObjectId
        long EffectiveDate
        long TerminationDate
        string Tenor
        string Calendar
        string Convention
        string TermDateConv
        string GenRule
        bool EndOfMonth
        long FirstDate
        long NextToLastDate
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class Schedule and return its id

Supported Platforms:

Excel, Calc, C++

Parameters

ObjectId	id of object to be created
EffectiveDate	effective date. Default value = QuantLib::Date().
TerminationDate	termination date.
Tenor	tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year).
Calendar	holiday calendar (e.g. TARGET). Default value = NullCalendar.
Convention	accrual dates business day convention. Default value = Unadjusted.
TermDateConv	termination date business day convention. Default value = Unadjusted.
GenRule	Date generation rule (Backward, Forward, ThirdWednesday, Twentieth, TwentiethIMM, Zero). Default value = Backward.
EndOfMonth	end of month convention. Ignored for Tenor below 1M. Default value = false.
FirstDate	stub date, if there is an irregular starting period. Default value = QuantLib::Date().
NextToLastDate	stub date, if there an irregular final period. Default value = QuantLib::Date().
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlScheduleBDC

string returnValue
 
qlScheduleBDC(
        string ObjectId
        any Trigger)

Description:

returns the business day convention used to calculate the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleCalendar

string returnValue
 
qlScheduleCalendar(
        string ObjectId
        any Trigger)

Description:

returns the Calendar used to calculate the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleDates

vector<long> returnValue
 
qlScheduleDates(
        string ObjectId
        any Trigger)

Description:

returns the dates for the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleEmpty

bool returnValue
 
qlScheduleEmpty(
        string ObjectId
        any Trigger)

Description:

returns TRUE if the given Schedule object is empty.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleEndDate

long returnValue
 
qlScheduleEndDate(
        string ObjectId
        any Trigger)

Description:

returns the end date of the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleEndOfMonth

bool returnValue
 
qlScheduleEndOfMonth(
        string ObjectId
        any Trigger)

Description:

returns TRUE if end-of-month convention has been used to calculate the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleFromDateVector

string returnValue
 
qlScheduleFromDateVector(
        string ObjectId
        vector<long> EffectiveDate
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class Schedule and return its id

Supported Platforms:

Excel, Calc, C++

Parameters

ObjectId	id of object to be created
EffectiveDate	date vector. Default value = QuantLib::Date().
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlScheduleFullInterfaceFromDateVector

string returnValue
 
qlScheduleFullInterfaceFromDateVector(
        string ObjectId
        vector<long> Dates
        vector<bool> IsRegular
        string Tenor
        string Calendar
        string Convention
        string TermDateConv
        string GenRule
        bool EndOfMonth
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class Schedule and return its id

Supported Platforms:

Excel, Calc, C++

Parameters

ObjectId	id of object to be created
Dates	date vector. Default value = QuantLib::Date().
IsRegular	boolean vector. Default value = true.
Tenor	tenor (e.g. 2D for two days , 3W for three weeks, 6M for six months, 1Y for one year).
Calendar	holiday calendar (e.g. TARGET). Default value = NullCalendar.
Convention	accrual dates business day convention. Default value = Unadjusted.
TermDateConv	termination date business day convention. Default value = Unadjusted.
GenRule	Date generation rule (Backward, Forward, ThirdWednesday, Twentieth, TwentiethIMM, Zero). Default value = Backward.
EndOfMonth	end of month convention. Ignored for Tenor below 1M. Default value = false.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlScheduleIsRegular

bool returnValue
 
qlScheduleIsRegular(
        string ObjectId
        long Index
        any Trigger)

Description:

returns TRUE if the selected period in the given Schedule object is regular.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Index	one based period index. Default value = 1.
Trigger	dependency tracking trigger

qlScheduleNextDate

long returnValue
 
qlScheduleNextDate(
        string ObjectId
        long RefDate
        any Trigger)

Description:

returns the lowest date in the given Schedule object following the input reference date.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
RefDate	reference date. Default value = QuantLib::Date().
Trigger	dependency tracking trigger

qlSchedulePreviousDate

long returnValue
 
qlSchedulePreviousDate(
        string ObjectId
        long RefDate
        any Trigger)

Description:

returns the highest date in the given Schedule object preceding the input reference date.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
RefDate	reference date. Default value = QuantLib::Date().
Trigger	dependency tracking trigger

qlScheduleRule

string returnValue
 
qlScheduleRule(
        string ObjectId
        any Trigger)

Description:

returns the DateGeneration::Rule of the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleSize

long returnValue
 
qlScheduleSize(
        string ObjectId
        any Trigger)

Description:

returns the number of dates in the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleStartDate

long returnValue
 
qlScheduleStartDate(
        string ObjectId
        any Trigger)

Description:

returns the start date of the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleTenor

string returnValue
 
qlScheduleTenor(
        string ObjectId
        any Trigger)

Description:

returns the tenor used to calculate the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleTerminationDateBDC

string returnValue
 
qlScheduleTerminationDateBDC(
        string ObjectId
        any Trigger)

Description:

returns the business day convention used to calculate the termination date of the given Schedule object.

Supported Platforms:

Excel, Calc

Parameters

ObjectId	id of existing QuantLib::Schedule object
Trigger	dependency tracking trigger

qlScheduleTruncated

string returnValue
 
qlScheduleTruncated(
        string ObjectId
        string OriginalSchedule
        long TruncationDate
        bool ReturnDatesBefore
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class Schedule and return its id

Supported Platforms:

Excel, Calc, C++

Parameters

ObjectId	id of object to be created
OriginalSchedule	original schedule object ID.
TruncationDate	truncation date.
ReturnDatesBefore	Return the dates before or after the truncation date. Default value = true.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag