octave-financial 0.4.0-1 / usr / share / octave / packages / financial-0.4.0 / doc-cache

# Created by Octave 3.6.1, Sat Apr 28 20:53:21 2012 UTC <root@brouzouf>
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bolling


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 -- Function File:  bolling (ASSET, SAMPLES)
 -- Function File:  bolling (ASSET, SAMPLES, ALPHA)
 -- Function File:  bolling (ASSET, SAMPLES, ALPHA, WIDTH)
 -- Function File: [MOVAVG, UPPERBAND, LOWERBAND] = bolling (ASSET,
          SAMPLES, ...)
     If no output is requested, plot the bollinger bands of the ASSET.
     If output is requested, return the values for the bollinger bands.
     If given, ALPHA is the weighting power of the moving average; 0
     (default) is the simple moving average, see `movavg' for the full
     definition.  WIDTH is the number of standard deviations to plot
     above and below the moving average (default: 2).

     See also: movavg, candle, dateaxis, highlow, pointfig





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If no output is requested, plot the bollinger bands of the ASSET.



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busdate


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 -- Function File: b = busdate (refdate)
 -- Function File: b = busdate (refdate, direction)
 -- Function File: b = busdate (refdate, direction, holiday)
 -- Function File: b = busdate (refdate, direction, holiday, weekend)
     Return the datenum of the next or previous business day from
     REFDATE. DIRECTION indicates the next day (default) if 1 and the
     previous day if -1.  HOLIDAY is a vector of datenums that defines
     the holidays observed (the holidays function is used if not
     given).  WEEKEND defines the days of the week that should be
     considered weekends; [1 0 0 0 0 0 1] (default) indicates that
     Sunday and Saturday are holidays.

     If any of the optional inputs (DIRECTION, HOLIDAY, WEEKEND) are
     empty, then the default is used.

     See also: holidays, lbusdate, isbusday, fbusdate





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Return the datenum of the next or previous business day from REFDATE.



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busdays


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 -- Function File: BDATES = busdays (SDATE, EDATE)
 -- Function File: BDATES = busdays (SDATE, EDATE, BDMODE)
 -- Function File: BDATES = busdays (SDATE, EDATE, BDMODE, HOLVEC)
     Generate a list of business dates at the end of the periods defined
     between (including) SDATE and EDATE.

     SDATE is the starting date, EDATE is the ending date, both are in
     serial date format (see datenum).  BDMODE is the business day
     frequency ("daily", "weekly", "monthly", "quarterly",
     "semiannual", or "annual"); these can be abbreviated by the first
     letter and they may also use an integer corresponding to the order
     in the above list (i.e. "daily" = 1).  HOLVEC is an optional list
     of holidays.  If the holidays are not given, then the holidays
     function is used.

     See also: holidays, busdate, lbusdate, isbusday, fbusdate, datenum





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Generate a list of business dates at the end of the periods defined
between (inc



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cfconv


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 -- Function File: CFCONV = cfconv (CF, YIELD)
     Calculate convexity CFCONV from given fixed-paid cash flow CF and
     period yield YIELD.

     Reference:

     [1] http://thismatter.com/money/bonds/duration-convexity.htm

     [2] http://en.wikipedia.org/wiki/Bond_convexity

     See also: cfdur





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Calculate convexity CFCONV from given fixed-paid cash flow CF and
period yield Y



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cfdur


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 -- Function File: [DUR, MOD_DUR] = cfdur (CF, YIELD)
     Calculate duration DUR and modified duration MOD_DUR, from given
     fixed-paid cash flow CF and period yield YIELD.

     Reference: http://en.wikipedia.org/wiki/Bond_duration Using
     periodic compounding instead of continuous compounding.

     See also: cfconv





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Calculate duration DUR and modified duration MOD_DUR, from given
fixed-paid cash



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corr2cov


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 -- Function File: COV = corr2cov (SIGMA, CORR)
     Convert standard deviation SIGMA and correlation coefficients CORR
     to covariance COV.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).

     See also: corrcoef, cov, cov2corr, std





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Convert standard deviation SIGMA and correlation coefficients CORR to
covariance



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cov2corr


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 -- Function File: [SIGMA, CORR] = cov2corr (COV)
     Convert covariance COV from input to standard deviation SIGMA and
     correlation coefficients CORR.

     See also: corr2cov, corrcoef, cov, std





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Convert covariance COV from input to standard deviation SIGMA and
correlation co



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dateaxis


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 -- Function File:  dateaxis ()
 -- Function File:  dateaxis (AX)
 -- Function File:  dateaxis (AX, DATEFORM)
 -- Function File:  dateaxis (AX, DATEFORM, STARTDATE)
 -- Function File:  dateaxis (H, ...)
     Convert the current axis tick labels (or the axis handle H) to a
     date format.  The axis given by AX ("x", "y", or "z") will be
     changed; the default is "x".  The date format, DATEFORM, used will
     be either auto-determined or an integer corresponding to the date
     formats in datestr. If STARTDATE is given, then the first tick
     value on the given axis is assumed to be that date.

     See also: bolling, candle, highlow, movavg, pointfig





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Convert the current axis tick labels (or the axis handle H) to a date
format.



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datefind


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 -- Function File: indices = datefind (subset, superset, tol)
     Find any instances of the `subset' in the `superset' with the
     `tol'erance.  `tol' is 0 by default.

     See also: date, datenum





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Find any instances of the `subset' in the `superset' with the
`tol'erance.



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datesplit


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 -- Function File: Y = datesplit(date, P)
 -- Function File: [Y,M,D,h,m,s] = datesplit(date, P)
     Split a date string into the Year, Month, Day, hour, minute, and
     second.  This routine tries to be as forgiving as possible to the
     date input while requiring that the date is not ambiguous.

     Anywhere possible where it would not be ambiguous, efforts were
     made to make times possible with seconds and AM/PM as optional.
     Also, along the same lines, where possible, commas were allowed
     with spaces, and the year/month/day separators were allowed as
     period (.), slash (/), and dash (-).  Not all format possibilities
     are shown in the following table, but a date like `dd-mmm-yyyy
     HH:MM:SS' is parsed just as well as `d/mmm.yyyy,  ,H:MM, AM'.

     Supported `date' formats include (the same as datestr):
     *Code*  *Format*                       *Example*
     0       dd-mmm-yyyy HH:MM:SS           07-Sep-2000 15:38:09
     1       dd-mmm-yyyy                    07-Sep-2000
     2       mm/dd/yy                       09/07/00
     3       mmm                            Sep
     6       mm/dd                          09/13
     10      yyyy                           2000
     12      mmmyy                          Sep00
     13      HH:MM:SS                       15:38:09
     14      HH:MM:SS PM                    03:38:09 PM
     15      HH:MM                          15:38
     16      HH:MM PM                       03:38 PM
     17      QQ-YY                          Q3-00
     19      dd/mm                          13/03
     20      dd/mm/yy                       13/03/95
     21      mmm.dd.yyyy HH:MM:SS           Mar.03.1962 13:53:06
     22      mmm.dd.yyyy                    Mar.03.1962
     23      mm/dd/yyyy                     03/13/1962
     24      dd/mm/yyyy                     12/03/1962
     25      yy/mm/dd                       95/03/13
     26      yyyy/mm/dd                     1995/03/13
     27      QQ-YYYY                        Q4-2132
     28      mmmyyyy                        Mar2047
     29      yyyymmdd                       20470313
     30      yyyymmddTHHMMSS                20470313T132603
     31      yyyy-mm-dd HH:MM:SS            1047-03-13 13:26:03

     The parameter `P' is needed to convert date strings with 2 digit
     years into dates with 4 digit years.  2 digit years are assumed to
     be between `P' and `P+99'. If `P' is not given then the current
     year - 50 is used, so that dates are centered on the present.  For
     birthdates, you would want `P' to be current year - 99.  For
     appointments, you would want `P' to be current year.

     This function makes no strong attempt to verify the accuracy of the
     numbers that it returns in that it doesn't (currently) check to see
     that you're not trying to use the date Feb 30.  When applicable, it
     tries to make your input work, though.  It will try to determine if
     you're using the date "03/13/95" that the date is "March 13, 1995",
     but if there is doubt, datesplit will return an error instead of
     trying to guess the wrong value.

     See also: date, clock, now, datestr, datenum, calendar, weekday





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Split a date string into the Year, Month, Day, hour, minute, and
second.



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day


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 -- Function File: dom = day (Date)
     Returns the day of the month from a serial date number or a date
     string.

     See also: date, datevec, now, month, year





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Returns the day of the month from a serial date number or a date string.



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daysact


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 -- Function File:  daysact (D1)
 -- Function File:  daysact (D1, D2)
     Calculates the number of days between two dates. If the second
     date is not given, calculate the number of days since 1-Jan-0000.
     The variables D1 and D2 can either be strings or an N-row string
     matrix. If both D1 and D2 are string matrices, then the number of
     rows must match. An example of the use of `daysact' is

          daysact ("01-Jan-2007", ["10-Jan-2007"; "23-Feb-2007"; "23-Jul-2007"])
          =>      9
                 53
                203

     See also: datenum





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Calculates the number of days between two dates.



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easter


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 -- Function File: [m, d] = easter (y)
 -- Function File: datenum = easter (y)
     Return the month (M) and day (D) of Easter in the Gregorial
     calendar on a given year or years.

     See also: holidays





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Return the month (M) and day (D) of Easter in the Gregorial calendar on
a given 



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effrr


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 -- Function File: RETURN = effrr (RATE, NUMPERIODS)
     Compute the effective rate of return based on a nominal RATE over
     a number of periods, NUMPERIODS.

     See also: irr, nomrr





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Compute the effective rate of return based on a nominal RATE over a
number of pe



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eomdate


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 -- Function File: E = eomdate (Y, M)
     Return the last day of the month M for the year Y in datenum
     format.

     See also: datenum, datevec, weekday, eomday





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Return the last day of the month M for the year Y in datenum format.



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fbusdate


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 -- Function File: b = fbusdate (year, month)
 -- Function File: b = fbusdate (year, month, holiday)
 -- Function File: b = fbusdate (year, month, holiday, weekend)
     Return the datenum of the first business day of the YEAR and
     MONTH.  HOLIDAY is a vector of datenums that defines the holidays
     observed (the holidays function is used if not given).  WEEKEND
     defines the days of the week that should be considered weekends;
     [1 0 0 0 0 0 1] (default) indicates that Sunday and Saturday are
     holidays.

     If any of the optional inputs (HOLIDAY, WEEKEND) are empty, then
     the default is used.

     See also: holidays, lbusdate, isbusday, busdate





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Return the datenum of the first business day of the YEAR and MONTH.



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fetch


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 -- DATA =: fetch (CONN, SYMBOL)
 -- DATA =: fetch (..., FIELDS)
 -- DATA =: fetch (..., DATE)
 -- DATA =: fetch (..., FROMDATE, TODATE)
 -- DATA =: fetch (..., PERIOD)
 -- [DATA, FIELDS] =: fetch (...)
     Download stock data from a connection.

     FIELDS are the data fields to download and must come from the set
        * "Symbol"

        * "Last"

        * "Date"

        * "Time"

        * "Change"

        * "Open"

        * "High",

        * "Low"

        * "Volume"

     As an output, FIELDS may be different than your request.  This is
     because there is mapping of field names from the data source to
     the output, and what is returned is the source mapping to allow
     validation.

     DATE is the date string or datenum for the requested data.  If you
     enter today's date, you will get yesterday's data. FROMDATE and
     TODATE allow you to specify a date range for the data.

     PERIOD (default: "d") allows you to select the period for the data
     which can be any of the below as long as they are supported by the
     associated backend.
        * 'd': daily

        * 'w': weekly

        * 'm': monthly (Yahoo only)

        * 'v': dividends (Yahoo only)

     See also: yahoo, google





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Download stock data from a connection.



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fv


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 -- Function File:  fv (R, N, P, L, METHOD)
     Return the future value at the end of period N of an investment
     which consists of N payments of P in each period, assuming an
     interest rate R.

     The optional argument L may be used to specify an additional
     lump-sum payment.

     The optional argument METHOD may be used to specify whether the
     payments are made at the end (`"e"', default) or at the beginning
     (`"b"') of each period.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).




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Return the future value at the end of period N of an investment which
consists o



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fvl


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 -- Function File:  fvl (R, N, L)
     Return the future value at the end of N periods of an initial lump
     sum investment L, given a per-period interest rate R.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).




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Return the future value at the end of N periods of an initial lump sum
investmen



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google


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 -- Function File: CONN = google ()
 -- Function File: CONN = google (URL, IPADDRESS, PORT)
     Prepare a Google connection for the fetch command to get Google
     historical quote data.

     If given, the URL must be "http://finance.google.com".  The
     IPADDRESS and PORT is the proxy ipaddress and port. These
     parameters are currently ignored (with a warning if given).

     See also: fetch, yahoo





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Prepare a Google connection for the fetch command to get Google
historical quote



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hhigh


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 -- Function File: HHV = hhigh (DATA)
 -- Function File: HHV = hhigh (DATA, NPERIODS)
 -- Function File: HHV = hhigh (DATA, NPERIODS, DIM)
     Compute the highest high value of DATA for the past NPERIODS
     (default: 14) across the dimension, DIM (default: 1).

     See also: llow





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Compute the highest high value of DATA for the past NPERIODS (default:
14) acros



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highlow


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 -- Function File: H = highlow (HIGH, LOW, CLOSE)
 -- Function File: H = highlow (HIGH, LOW, CLOSE, OPEN)
 -- Function File: H = highlow (HIGH, LOW, CLOSE, OPEN, COLOR)
     Plot the HIGH, LOW, and CLOSE of a security.  The CLOSE is plotted
     as a tick to the right, and if OPEN is given and non-empty, it is
     plotted as a tick to the left.  The color can override the default
     color for the plot.

     See also: bolling, candle, dateaxis, movavg, pointfig





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Plot the HIGH, LOW, and CLOSE of a security.



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holidays


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 -- Function File: h = holidays (startdate, enddate)
     Return a vector of datenums that were holidays between STARTDATE
     and ENDDATE, inclusive.  These holidays are trading holidays
     observed by the NYSE according to its rule 51.10. It does not take
     into account the exceptions for "unusual business conditions" or
     for additional days that have been called as holidays for one-time
     purposes.

     The complete list can be found at
     http://www.chronos-st.org/NYSE_Observed_Holidays-1885-Present.html

     See also: busdate, lbusdate, isbusday, fbusdate





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Return a vector of datenums that were holidays between STARTDATE and
ENDDATE, in



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hour


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 -- Function File: h = hour (Date)
     Returns the hour from a serial date number or a date string.

     See also: date, datevec, now, minute, second





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Returns the hour from a serial date number or a date string.



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irr


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 -- Function File:  irr (P, I)
     Return the internal rate of return of a series of payments P from
     an initial investment I (i.e., the solution of `npv (r, p) = i'.
     If the second argument is omitted, a value of 0 is used.

     See also: npv, pv, rate





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Return the internal rate of return of a series of payments P from an
initial inv



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isbusday


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 -- Function File: r = isbusday (refdate)
 -- Function File: r = isbusday (refdate, holiday)
 -- Function File: r = isbusday (refdate, holiday, weekend)
     Return true if the REFDATE is a business date REFDATE.  HOLIDAY is
     a vector of datenums that defines the holidays observed (the
     holidays function is used if not given). WEEKEND defines the days
     of the week that should be considered weekends; [1 0 0 0 0 0 1]
     (default) indicates that Sunday and Saturday are weekends.

     See also: holidays, lbusdate, busdate, fbusdate





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Return true if the REFDATE is a business date REFDATE.



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lbusdate


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 -- Function File: b = lbusdate (year, month)
 -- Function File: b = lbusdate (year, month, holiday)
 -- Function File: b = lbusdate (year, month, holiday, weekend)
     Return the datenum of the last business day of the YEAR and MONTH.
     HOLIDAY is a vector of datenums that defines the holidays observed
     (the holidays function is used if not given).  WEEKEND defines the
     days of the week that should be considered weekends; [1 0 0 0 0 0
     1] (default) indicates that Sunday and Saturday are holidays.

     If any of the optional inputs (HOLIDAY, WEEKEND) are empty, then
     the default is used.

     See also: holidays, fbusdate, isbusday, busdate





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Return the datenum of the last business day of the YEAR and MONTH.



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llow


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 -- Function File: LLV = llow (DATA)
 -- Function File: LLV = llow (DATA, NPERIODS)
 -- Function File: LLV = llow (DATA, NPERIODS, DIM)
     Compute the lowest low value of DATA for the past NPERIODS
     (default: 14) across the dimension, DIM (default: 1).

     See also: hhigh





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Compute the lowest low value of DATA for the past NPERIODS (default:
14) across 



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lweekdate


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 -- Function File: last = lweekdate (weekday, year, month, nextday)
     Returns the last occurrence of WEEKDAY from the MONTH and YEAR.
     If the optional NEXTDAY argument is given, then the week must also
     contain NEXTDAY.

     See also: eomdate, nweekdate, weekday





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Returns the last occurrence of WEEKDAY from the MONTH and YEAR.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 7
m2xdate


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 966
 -- Function File: exceldatenums = m2xdate (datenums)
 -- Function File: exceldatenums = m2xdate (datenums, convention)
 -- Function File: exceldatenums = m2xdate (datenums, convention,
          "ExcelBug")
     Convert DATENUMS from the internal date format to the format used
     by Microsoft Excel.  If set to 0 (default, Excel for Windows),
     CONVENTION specifies to use the Excel 1900 convention where Jan 1,
     1900 corresponds to Excel serial date number 1.  If set to 1
     (Excel for Mac), CONVENTION specifies to use the Excel 1904
     convention where Jan 1, 1904 corresponds to Excel serial date
     number 0.

     Note that this does not take into account the Excel bug where 1900
     is considered to be a leap year unless you give the "ExcelBug"
     option.

     Excel does not represent dates prior to 1 January 1900 using this
     format, so a warning will be issued if any dates preceed this date.

     See also: datenum, x2mdate





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Convert DATENUMS from the internal date format to the format used by
Microsoft E



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 6
minute


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 156
 -- Function File: m = minute (Date)
     Returns the minute from a serial date number or a date string.

     See also: date, datevec, now, hour, second





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 62
Returns the minute from a serial date number or a date string.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 4
mirr


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 338
 -- Function File: RETURN = mirr (CASHFLOW, FINRATE, REINVESTRATE)
     Compute the modified internal rate of return.  Take periodic
     CASHFLOWs as a vector and the finance rate, FINRATE, for negative
     cash flows and a reinvestment rate, REINVESTRATE, for positive
     cash flows.

     See also: irr, effrr, nomrr, pvvar, xirr





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 45
Compute the modified internal rate of return.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 5
month


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 169
 -- Function File: mon = month (Date)
     Returns the day of the month from a serial date number or a date
     string.

     See also: date, datevec, now, day, year





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 72
Returns the day of the month from a serial date number or a date string.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 6
months


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 514
 -- Function File: mos = months (startdate, enddate)
 -- Function File: mos = months (startdate, enddate, endmonthflag)
     Return the number of whole months between STARTDATE and ENDDATE.
     ENDMONTHFLAG defaults to 1.

     If ENDMONTHFLAG is true, then if both the STARTDATE and the
     ENDDATE are end of month dates and ENDDATE has fewer days in the
     month than STARTDATE, ENDMONTHFLAG = 1 treats ENDDATE as the end
     of a month, but ENDMONTHFLAG = 0 does not.

     See also: yeardays, yearfrac





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 64
Return the number of whole months between STARTDATE and ENDDATE.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 6
movavg


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 726
 -- Function File:  movavg (ASSET, LEAD, LAG)
 -- Function File:  movavg (ASSET, LEAD, LAG, ALPHA)
 -- Function File: [SHORT, LONG] = movavg (ASSET, LEAD, LAG, ALPHA)
     Calculate the LEADing and LAGging moving average of an ASSET. If
     given, ALPHA is the weighting power of the delay; 0 (default) is
     the simple moving average, 0.5 would be the square root weighted
     moving average, 1 would be linear, 2 would be squared, ..., and
     'e' is the exponential moving average.

     If no output is requested the data is plotted.  The plots are drawn
     in the following order: asset, lag, lead.  If output is requested,
     no plot is generated.

     See also: bolling, candle, dateaxis, highlow, pointfig





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 61
Calculate the LEADing and LAGging moving average of an ASSET.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 9
negvolidx


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 570
 -- Function File: NVI = negvolidx (CLOSEPRICE, VOL)
 -- Function File: NVI = negvolidx ([CLOSEPRICE VOL])
 -- Function File: NVI = negvolidx (CLOSEPRICE, VOL, INITNVI)
 -- Function File: NVI = negvolidx ([CLOSEPRICE VOL], INITNVI)
     Compute the negative volume index of a security based on its
     closing price (CLOSEPRICE) and VOLume.  They may be given as
     separate arguments or as an nx2 matrix.  If given, the INITNVI is
     the starting value of the nvi (default: 100).

     The NVI will always be a column vector.

     See also: onbalvol, posvolidx





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Compute the negative volume index of a security based on its closing
price (CLOS



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 5
nomrr


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 191
 -- Function File: RETURN = nomrr (RATE, NUMPERIODS)
     Compute the nominal rate of return based on a effective RATE over
     a number of periods, NUMPERIODS.

     See also: irr, effrr





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Compute the nominal rate of return based on a effective RATE over a
number of pe



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 4
nper


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 579
 -- Function File:  nper (R, P, A, L, METHOD)
     Return the number of regular payments of P necessary to amortize A
     loan of amount A and interest R.

     The optional argument L may be used to specify an additional
     lump-sum payment of L made at the end of the amortization time.

     The optional argument METHOD may be used to specify whether
     payments are made at the end ("E", default) or at the beginning
     ("B") of each period.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).

     See also: pv, pmt, rate, npv





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Return the number of regular payments of P necessary to amortize A loan
of amoun



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 3
npv


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 577
 -- Function File:  npv (R, P, I)
     Net present value of a series of payments.

     Returns the net present value of a series of irregular (i.e., not
     necessarily identical) payments P which occur at the ends of N
     consecutive periods.  R specifies the one-period interest rates and
     can either be a scalar (constant rates) or a vector of the same
     length as P.

     The optional argument I may be used to specify an initial
     investment.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).

     See also: irr, pv





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 42
Net present value of a series of payments.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 9
nweekdate


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 374
 -- Function File: last = nweekdate (n, weekday, year, month, nextday)
     Returns the Nth occurrence of WEEKDAY from the MONTH and YEAR.  If
     the optional NEXTDAY argument is given, then the week must also
     contain NEXTDAY.  If N is greater than the number of occurrences
     of that day in the month, 0 is returned.

     See also: eomdate, lweekdate, weekday





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 62
Returns the Nth occurrence of WEEKDAY from the MONTH and YEAR.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 8
onbalvol


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 412
 -- Function File: OBV = onbalvol (CLOSEPRICE, VOL)
 -- Function File: OBV = onbalvol ([CLOSEPRICE VOL])
     Compute the on balance volume of a security based on its closing
     price (CLOSEPRICE) and VOLume.  They may be given as separate
     arguments or as an nx2 matrix.

     The output will be a column vector, and the first number in the
     output is always 0.

     See also: negvolidx, posvolidx





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Compute the on balance volume of a security based on its closing price
(CLOSEPRI



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 3
pmt


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 451
 -- Function File:  pmt (R, N, A, L, METHOD)
     Return the amount of periodic payment necessary to amortize a loan
     of amount a with interest rate R in N periods.

     The optional argument L may be used to specify a terminal lump-sum
     payment.

     The optional argument METHOD may be used to specify whether
     payments are made at the end ("E", default) or at the beginning
     ("B") of each period.

     See also: pv, nper, rate





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Return the amount of periodic payment necessary to amortize a loan of
amount a w



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 8
pointfig


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 233
 -- Function File:  pointfig (ASSET)
     Plot the point figure chart of an ASSET.  Upward price movements
     are plotted as Xs and downward movements are plotted as Os.

     See also: bolling, candle, dateaxis, highlow, movavg





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 40
Plot the point figure chart of an ASSET.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 9
posvolidx


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 570
 -- Function File: PVI = posvolidx (CLOSEPRICE, VOL)
 -- Function File: PVI = posvolidx ([CLOSEPRICE VOL])
 -- Function File: PVI = posvolidx (CLOSEPRICE, VOL, INITPVI)
 -- Function File: PVI = posvolidx ([CLOSEPRICE VOL], INITPVI)
     Compute the positive volume index of a security based on its
     closing price (CLOSEPRICE) and VOLume.  They may be given as
     separate arguments or as an nx2 matrix.  If given, the INITPVI is
     the starting value of the pvi (default: 100).

     The PVI will always be a column vector.

     See also: onbalvol, negvolidx





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Compute the positive volume index of a security based on its closing
price (CLOS



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 2
pv


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 580
 -- Function File:  pv (R, N, P, L, METHOD)
     Returns the present value of an investment that will pay off P for
     N consecutive periods, assuming an interest R.

     The optional argument L may be used to specify an additional
     lump-sum payment made at the end of N periods.

     The optional argument METHOD may be used to specify whether
     payments are made at the end (`"e"', default) or at the beginning
     (`"b"') of each period.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).

     See also: pmt, nper, rate, npv





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Returns the present value of an investment that will pay off P for N
consecutive



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 3
pvl


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 268
 -- Function File: V = pvl (R, N, P)
     Return the present value V of an investment that will pay off P in
     one lump sum at the end of N periods, given the interest rate R.

     Note that the rate R is specified as a fraction (i.e., 0.05, not 5
     percent).




# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Return the present value V of an investment that will pay off P in one
lump sum 



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 4
rate


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 616
 -- Function File: R = rate (N, P, V)
 -- Function File: R = rate (N, P, V, L)
 -- Function File: R = rate (N, P, V, L, METHOD)
 -- Function File: R = rate (N, P, V, METHOD)
     Return the rate of return R on an investment of present value V
     which pays P in N consecutive periods.

     The optional argument L may be used to specify an additional
     lump-sum payment made at the end of N periods.

     The optional string argument METHOD may be used to specify whether
     payments are made at the end (`"e"', default) or at the beginning
     (`"b"') of each period.

     See also: pv, pmt, nper, npv





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Return the rate of return R on an investment of present value V which
pays P in 



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 7
rsindex


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 408
 -- Function File: RSI = rsindex (CLOSEPRICE)
 -- Function File: RSI = rsindex (CLOSEPRICE, NPERIODS)
     Compute the relative strength index (RSI) of an asset from the
     vector of closing prices (CLOSEPRICE).  NPERIODS defines the
     number of periods that the rsi should be calculated for (default:
     14).

     The beginning of the RSI is padded with nans to match the size of
     CLOSEPRICE.





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Compute the relative strength index (RSI) of an asset from the vector
of closing



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 6
second


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 156
 -- Function File: s = second (Date)
     Returns the second from a serial date number or a date string.

     See also: date, datevec, now, hour, minute





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 62
Returns the second from a serial date number or a date string.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 7
taxedrr


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 196
 -- Function File: RETURN = taxedrr (PRETAXRETURN, TAXRATE)
     Compute the taxed rate of RETURN based on a PRETAXRETURN rate and
     a TAXRATE.

     See also: irr, effrr, nomrr, pvvar, xirr





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 76
Compute the taxed rate of RETURN based on a PRETAXRETURN rate and a
TAXRATE.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 14
thirdwednesday


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 391
 -- Function File: [begindate, enddate] = thirdwednesday (month, year)
     Find the third Wednesday of the month specified by the MONTH and
     YEAR.  The BEGINDATE is the third Wednesday of the month, and the
     ENDDATE is three months after that.  Outputs are in the form of
     datenums.

     The third Wednesday is used for Eurodollar futures.

     See also: nweekdate, datenum





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 70
Find the third Wednesday of the month specified by the MONTH and YEAR.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 5
today


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 360
 -- Function File: datenum = today ()
     Returns the current local date as the number of days since Jan 1,
     0000.  By this reckoning, Jan 1, 1970 is day number 719529.

     The returned number corresponds to 00:00:00 today.

     The returned value is also called a "serial date number" (see
     `datenum').

     See also: clock, date, datenum, now





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 71
Returns the current local date as the number of days since Jan 1, 0000.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 3
vol


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 477
 -- Function File: VOLAT = vol (X, M, N)
     Return the volatility VOLAT of each column of the input matrix X.

     The number of data sets per period is given by M (e.g. the number
     of data per year if you want to compute the volatility per year).
     The optional parameter N gives the number of past periods used for
     computation, if it is omitted, a value of 1 is used.

     If T is the number of rows of X, `vol' returns the volatility from
     `n*m' to T.





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 65
Return the volatility VOLAT of each column of the input matrix X.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 7
x2mdate


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 967
 -- Function File: datenums = x2mdate (exceldatenums)
 -- Function File: datenums = x2mdate (exceldatenums, convention)
 -- Function File: datenums = x2mdate (exceldatenums, convention,
          "ExcelBug")
     Convert DATENUMS from the Microsoft Excel date format to the
     format used by `datenum'.  If set to 0 (default, Excel for
     Windows), CONVENTION specifies to use the Excel 1900 convention
     where Jan 1, 1900 corresponds to Excel serial date number 1.  If
     set to 1 (Excel for Mac), CONVENTION specifies to use the Excel
     1904 convention where Jan 1, 1904 corresponds to Excel serial date
     number 0.

     Note that this does not take into account the Excel bug where 1900
     is considered to be a leap year unless you give the "ExcelBug"
     option.

     Excel does not represent dates prior to 1 January 1900 using this
     format, so a warning will be issued if any dates preceed this date.

     See also: datenum, x2mdate





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Convert DATENUMS from the Microsoft Excel date format to the format
used by `dat



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 5
yahoo


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 408
 -- Function File: CONN = yahoo ()
 -- Function File: CONN = yahoo (URL, IPADDRESS, PORT)
     Prepare a Yahoo connection for the fetch command to get Yahoo
     historical quote data.

     If given, the URL must be "http://quote.yahoo.com".  The IPADDRESS
     and PORT is the proxy ipaddress and port. These parameters are
     currently ignored (with a warning if given).

     See also: fetch, google





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 80
Prepare a Yahoo connection for the fetch command to get Yahoo
historical quote d



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 4
year


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 150
 -- Function File: y = year (Date)
     Returns the year from a serial date number or a date string.

     See also: date, datevec, now, day, month





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 60
Returns the year from a serial date number or a date string.



# name: <cell-element>
# type: sq_string
# elements: 1
# length: 8
yeardays


# name: <cell-element>
# type: sq_string
# elements: 1
# length: 596
 -- Function File: D = yeardays (Y)
 -- Function File: D = yeardays (Y, B)
     Return the number of days in the year Y with an optional basis B.

     Valid bases
        * 0   actual/actual (default)

        * 1   30/360 (SIA)

        * 2   actual/360

        * 3   actual/365

        * 4   30/360 (PSA)

        * 5   30/360 (IDSA)

        * 6   30/360 (European)

        * 7   actual/365 (Japanese)

        * 8   actual/actual (ISMA)

        * 9   actual/360 (ISMA)

        * 10   actual/365 (ISMA)

        * 11   30/360E (ISMA)

     See also: days365, days360, daysact, daysdif





# name: <cell-element>
# type: sq_string
# elements: 1
# length: 65
Return the number of days in the year Y with an optional basis B.