CapeTools Calendars

CapeTools Calendars

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In total there are 58 functions present within the CapeTools Calendars category of functions.

General Description

These functions provide Calendar objects. Calendar objects contain a list of holidays. These Calendar objects can be passed to numerous functions that require date calculation or manipulation. This category does contain a few functions that you can use to query these Calendar objects.
Additionally, you can add and remove dates from these objects. You can also merge Calendar objects.

Function list.

AdvanceDateByTenor - Advances the given date by a Tenor.
AdvanceDatesByTenor - Advances the given dates by a Tenor period.
CALArgentina - Argentina date calendar for the Buenos Aires stock exchange (data from http://www.merval.sba.com.ar).
CALAustralia - Australian date calendar.
CALBrazil - Brazilian date calendar.
CALCanada - Canadian date calendar.
CALChina - Chinese date calendar.
CALCzechRepublic - Czech date calendar.
CALDenmark - Danish date calendar.
CALEURO - EURO calendar used for holiday adjustments.
CALFinland - Finnish date calendar.
CALGermanyEurex - Germany date calendar.
CALGermanySettlement - Germany date calendar (Public holidays).
CALGermanyStockExchange - Germany date calendar.
CALGermanyXetra - Germany date calendar.
CALHongKong - HongKong date calendar.
CALHungary - Hungarian date calendar.
CALITLExchange - Italy date calendar.
CALITLSettlement - Italian date calendar (Public holidays).
CALIceland - Icelandic date calendar.
CALIndia - Indian date calendar.
CALIndonesia - Indonesian date calendar.
CALJapan - Japanese date calendar.
CALMexico - Mexican date calendar.
CALNewZealand - New Zealand date calendar.
CALNorway - Norwegian date calendar.
CALPoland - Polish date calendar.
CALSaudiArabia - Saudi Arabian date calendar.
CALSingapore - Singapore date calendar.
CALSlovakia - Slovak date calendar.
CALSouthAfrica - South-African date calendar.
CALSouthKorea - South Korean date calendar.
CALSweden - Swedish date calendar.
CALSwitzerland - Swiss date calendar.
CALTARGET - TARGET calendar used for holiday adjustments.
CALTaiwan - Taiwan date calendar.
CALTurkey - Turkish date calendar.
CALUKExchange - UK date calendar used within the UK stock exchange.
CALUKMetals - UK date calendar used within the UK metals market.
CALUKSettlement - UK date calendar.
CALUSEnergy - Holidays for the North American Energy Reliability Council (data from http://www.nerc.com/~oc/offpeaks.html).
CALUSExchange - US date calendar used within the NY stock exchange for equities (data from http://www.nyse.com).
CALUSGovernmentBond - US date calendar used within the US Government Bond market (data from http://www.bondmarkets.com).
CALUSSettlement - US public holidays (see: http://www.opm.gov/fedhol/).
CALUkrainian - Ukrainian date calendar.
DayCount - Compute the day count between 2 dates.
DisplaySchedule - Displays an already generated schedule, via the generated schedule Key.
EmptyCalendar - Calendar for reproducing theoretical calculations.
GenericCalendar - Creates a generic calendar object.
GetFreqFromTenor - Returns a frequency code from a tenor of less than a year.
GetTenorFromFreq - Returns a Tenor formatted string from a Frequency value of less than a year.
MakeSchedule - Generates a schedule of start and end dates, given the initial start date and unadjusted final end dates.
MakeSchedule2 - Generates a schedule of start and end dates, given the initial start date and final end dates.
MakeSchedule3 - Generates a schedule from the calculation date (or spot date) given an Index object and a number of reset periods.
MakeSchedule4 - Generates a schedule of start and end dates, given a SettleDate, DatedDate, a firstCouponDate, a penultCouponDate and a maturity date.
MakeTenor - Creates a Tenor from a Frequency and period.
MergeCalendars - Merge several calendar objects into one.
YearFraction - Compute the Year Fraction between 2 dates.