Calendar

Calendar related functions.

The first step is to load the QuantLib package.

In[1]:=

Needs["QuantLib`"]

Within the Calendar part there are several procedures and member functions available

In[2]:=

Select[Category[Calendar],QLProcedure[#]&]

Out[2]=

Calendar.HTML_1.gif

In[3]:=

Select[Category[Calendar],QLEnumerationMember[#]&]

Out[3]=

Calendar.HTML_2.gif

Procedures

CalendarHolidayList

Calendar.HTML_3.gif

Calendar.HTML_4.gif

In[4]:=

Calendar.HTML_5.gif

In[6]:=

CalendarHolidayList[fromDate,toDate,Calendar->"TARGET"]

Out[6]=

Calendar.HTML_6.gif

Enumeration Member

CalendarName

In[1]:=

CalendarName[]

Out[1]=

Calendar.HTML_7.gif

CalendarIsBusinessDay

Calendar.HTML_8.gif

In[2]:=

Calendar.HTML_9.gif

In[4]:=

CalendarIsBusinessDay[date]

Out[4]=

Calendar.HTML_10.gif

CalendarIsHoliday

Calendar.HTML_11.gif

In[5]:=

Calendar.HTML_12.gif

In[6]:=

CalendarIsHoliday[date]

Out[6]=

Calendar.HTML_13.gif

CalendarIsEndOfMonth

Calendar.HTML_14.gif

In[7]:=

Calendar.HTML_15.gif

In[8]:=

CalendarIsEndOfMonth[date]

Out[8]=

Calendar.HTML_16.gif

CalendarEndOfMonth

Calendar.HTML_17.gif

In[9]:=

Calendar.HTML_18.gif

In[11]:=

CalendarEndOfMonth[date]

Out[11]=

Calendar.HTML_19.gif

CalendarAddHoliday

Calendar.HTML_20.gif

In[12]:=

Calendar.HTML_21.gif

In[13]:=

Calendar.HTML_22.gif

Out[13]=

Calendar.HTML_23.gif

CalendarRemoveHoliday

Calendar.HTML_24.gif

In[14]:=

Calendar.HTML_25.gif

In[15]:=

CalendarRemoveHoliday[date]

Out[15]=

Calendar.HTML_26.gif

CalendarAdjust

Calendar.HTML_27.gif

Calendar.HTML_28.gif

In[19]:=

Calendar.HTML_29.gif

In[20]:=

CalendarAdjust[date]

Out[20]=

Calendar.HTML_30.gif

CalendarAdvance

Calendar.HTML_31.gif

Calendar.HTML_32.gif

In[21]:=

Calendar.HTML_33.gif

In[23]:=

CalendarAdvance[StartDate,Period]

Out[23]=

Calendar.HTML_34.gif

CalendarBusinessDaysBetween

Calendar.HTML_35.gif

Calendar.HTML_36.gif

In[30]:=

Calendar.HTML_37.gif

In[32]:=

CalendarBusinessDaysBetween[FirstDate,LastDate]

Out[32]=

Calendar.HTML_38.gif

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