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# name: cache
# type: cell
# rows: 3
# columns: 24
# name: <cell-element>
# type: string
# elements: 1
# length: 7
busdate
# name: <cell-element>
# type: string
# elements: 1
# length: 833
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 69
Return the datenum of the next or previous business day from REFDATE.
# name: <cell-element>
# type: string
# elements: 1
# length: 8
datefind
# name: <cell-element>
# type: string
# elements: 1
# length: 203
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 74
Find any instances of the `subset' in the `superset' with the
`tol'erance.
# name: <cell-element>
# type: string
# elements: 1
# length: 9
datesplit
# name: <cell-element>
# type: string
# elements: 1
# length: 3210
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 72
Split a date string into the Year, Month, Day, hour, minute, and
second.
# name: <cell-element>
# type: string
# elements: 1
# length: 3
day
# name: <cell-element>
# type: string
# elements: 1
# length: 169
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 72
Returns the day of the month from a serial date number or a date string.
# name: <cell-element>
# type: string
# elements: 1
# length: 7
daysact
# name: <cell-element>
# type: string
# elements: 1
# length: 578
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 48
Calculates the number of days between two dates.
# name: <cell-element>
# type: string
# elements: 1
# length: 6
easter
# name: <cell-element>
# type: string
# elements: 1
# length: 211
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 80
Return the month (M) and day (D) of Easter in the Gregorial calendar on
a given
# name: <cell-element>
# type: string
# elements: 1
# length: 7
eomdate
# name: <cell-element>
# type: string
# elements: 1
# length: 169
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 68
Return the last day of the month M for the year Y in datenum format.
# name: <cell-element>
# type: string
# elements: 1
# length: 8
fbusdate
# name: <cell-element>
# type: string
# elements: 1
# length: 679
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 67
Return the datenum of the first business day of the YEAR and MONTH.
# name: <cell-element>
# type: string
# elements: 1
# length: 8
holidays
# name: <cell-element>
# type: string
# elements: 1
# length: 586
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 80
Return a vector of datenums that were holidays between STARTDATE and
ENDDATE, in
# name: <cell-element>
# type: string
# elements: 1
# length: 4
hour
# name: <cell-element>
# type: string
# elements: 1
# length: 154
-- Function File: h = hour (Date)
Returns the hour from a serial date number or a date string.
See also: date, datevec, now, minute, second
# name: <cell-element>
# type: string
# elements: 1
# length: 60
Returns the hour from a serial date number or a date string.
# name: <cell-element>
# type: string
# elements: 1
# length: 8
isbusday
# name: <cell-element>
# type: string
# elements: 1
# length: 551
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 54
Return true if the REFDATE is a business date REFDATE.
# name: <cell-element>
# type: string
# elements: 1
# length: 8
lbusdate
# name: <cell-element>
# type: string
# elements: 1
# length: 672
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 66
Return the datenum of the last business day of the YEAR and MONTH.
# name: <cell-element>
# type: string
# elements: 1
# length: 9
lweekdate
# name: <cell-element>
# type: string
# elements: 1
# length: 277
-- 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
# name: <cell-element>
# type: string
# elements: 1
# length: 63
Returns the last occurrence of WEEKDAY from the MONTH and YEAR.
# name: <cell-element>
# type: string
# elements: 1
# length: 7
m2xdate
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 80
Convert DATENUMS from the internal date format to the format used by
Microsoft E
# name: <cell-element>
# type: string
# elements: 1
# length: 6
minute
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 62
Returns the minute from a serial date number or a date string.
# name: <cell-element>
# type: string
# elements: 1
# length: 5
month
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 72
Returns the day of the month from a serial date number or a date string.
# name: <cell-element>
# type: string
# elements: 1
# length: 6
months
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 64
Return the number of whole months between STARTDATE and ENDDATE.
# name: <cell-element>
# type: string
# elements: 1
# length: 9
nweekdate
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 62
Returns the Nth occurrence of WEEKDAY from the MONTH and YEAR.
# name: <cell-element>
# type: string
# elements: 1
# length: 6
second
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 62
Returns the second from a serial date number or a date string.
# name: <cell-element>
# type: string
# elements: 1
# length: 14
thirdwednesday
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 70
Find the third Wednesday of the month specified by the MONTH and YEAR.
# name: <cell-element>
# type: string
# elements: 1
# length: 5
today
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 71
Returns the current local date as the number of days since Jan 1, 0000.
# name: <cell-element>
# type: string
# elements: 1
# length: 7
x2mdate
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 80
Convert DATENUMS from the Microsoft Excel date format to the format
used by `dat
# name: <cell-element>
# type: string
# elements: 1
# length: 4
year
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 60
Returns the year from a serial date number or a date string.
# name: <cell-element>
# type: string
# elements: 1
# length: 8
yeardays
# name: <cell-element>
# type: 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: string
# elements: 1
# length: 65
Return the number of days in the year Y with an optional basis B.
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