TimeSeries

Overview

functions to construct and use TimeSeries objects.

Function List

qlTimeSeries ()
qlTimeSeriesDates ()
qlTimeSeriesEmpty ()
qlTimeSeriesFirstDate ()
qlTimeSeriesFromIndex ()
qlTimeSeriesLastDate ()
qlTimeSeriesSize ()
qlTimeSeriesValue ()
qlTimeSeriesValues ()

Function Documentation

qlTimeSeries

string returnValue
 
qlTimeSeries(
        string ObjectId
        vector<long> Dates
        vector<double> Values
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class TimeSeriesDef and return its id

Supported Platforms:

Excel, C++

Parameters

ObjectId	id of object to be created
Dates	dates.
Values	values.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlTimeSeriesDates

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

Description:

Returns the dates for which historical data exist.

Supported Platforms:

Excel

Parameters

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

qlTimeSeriesEmpty

bool returnValue
 
qlTimeSeriesEmpty(
        string ObjectId
        any Trigger)

Description:

Returns whether the series contains any data.

Supported Platforms:

Excel

Parameters

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

qlTimeSeriesFirstDate

long returnValue
 
qlTimeSeriesFirstDate(
        string ObjectId
        any Trigger)

Description:

Returns the first date for which a historical datum exists.

Supported Platforms:

Excel

Parameters

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

qlTimeSeriesFromIndex

string returnValue
 
qlTimeSeriesFromIndex(
        string ObjectId
        string Index
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class TimeSeriesDef and return its id

Supported Platforms:

Excel

Parameters

ObjectId	id of object to be created
Index	Index object ID.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag

qlTimeSeriesLastDate

long returnValue
 
qlTimeSeriesLastDate(
        string ObjectId
        any Trigger)

Description:

Returns the last date for which a historical datum exists.

Supported Platforms:

Excel

Parameters

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

qlTimeSeriesSize

long returnValue
 
qlTimeSeriesSize(
        string ObjectId
        any Trigger)

Description:

Returns the size of the time series.

Supported Platforms:

Excel

Parameters

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

qlTimeSeriesValue

vector<double> returnValue
 
qlTimeSeriesValue(
        string ObjectId
        vector<long> Dates
        any Trigger)

Description:

Returns returns the data corresponding to the given dates.

Supported Platforms:

Excel

Parameters

ObjectId	id of existing QuantLibAddin::TimeSeriesDef object
Dates	fixing date(s).
Trigger	dependency tracking trigger

qlTimeSeriesValues

vector<double> returnValue
 
qlTimeSeriesValues(
        string ObjectId
        any Trigger)

Description:

Returns the historical data.

Supported Platforms:

Excel

Parameters

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