functions to construct and use TimeSeries objects.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the TimeSeries part there are several constructors and member functions available
In[303]:=
Select[Category[TimeSeries],QLConstructor[#]&]
Out[303]=
In[304]:=
Select[Category[TimeSeries],QLMember[#]&]
Out[304]=
TimeSeries
In[305]:=
In[307]:=
obj=TimeSeries[Dates,Values]
Out[307]=
TimeSeriesFromIndex
In[308]:=
Out[312]=
In[313]:=
obj=TimeSeriesFromIndex[IndexID]
Out[313]=
TimeSeriesFirstDate
In[314]:=
TimeSeriesFirstDate[obj]
Out[314]=
TimeSeriesLastDate
In[315]:=
TimeSeriesLastDate[obj]
Out[315]=
TimeSeriesSize
In[316]:=
TimeSeriesSize[obj]
Out[316]=
TimeSeriesEmpty
In[317]:=
TimeSeriesEmpty[obj]
Out[317]=
TimeSeriesDates
In[318]:=
TimeSeriesDates[obj]
Out[318]=
TimeSeriesValues
In[319]:=
TimeSeriesValues[obj]
Out[319]=
TimeSeriesValue
In[322]:=
In[323]:=
TimeSeriesValue[obj,Dates]
Out[323]=
