AdvanceDateByTenor




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Advances the given date by a Tenor.

Checks for holidays.

A 'Tenor' is an expression of a length of time.

Thus 15M=15 Months, 2Y=2 Years, 5W=5 Weeks, 14D=14 Days.



Note: Within Excel, the function is named - CT.CAL.AdvanceDateByTenor


High level graphic of AdvanceDateByTenor() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Cal parameter

    Calendar to query
  2. BusDayConv parameter

    Business Day Convention to use
  3. dtDate parameter

    Date to advance
  4. Tenor parameter

    Tenor to advance by.


Extended information

Function Syntax

VB Syntax 


Long CTCalendars.AdvanceDateByTenor( _
String Cal, _
BDCEnum BusDayConv, _
Long dtDate, _
String Tenor)


Excel Spreadsheet Syntax 


=CT.CAL.AdvanceDateByTenor(
Excel String Cell Cal,
Excel String Cell BusDayConv,
Excel Numeric Cell dtDate,
Excel String Cell Tenor)


C++ Syntax 


static long AdvanceDateByTenor(
std::string Cal,
BDCEnum BusDayConv,
long dtDate,
std::string Tenor);


DotNET Syntax 


System.Int32 CTCalendarsSA.AdvanceDateByTenor(
System.String Cal,
CTIEnums.BDCEnum BusDayConv,
System.Int32 dtDate,
System.String Tenor);

Parameter data types

ArgNameArgTypeIsKey
CalStringTRUE
BusDayConvBDCEnumFALSE
dtDateLongFALSE
TenorStringFALSE

Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
CalFALSECalNAME.EXTTAG.TICKER (from a function call)
BusDayConvFALSEModifiedFollowing
dtDateFALSE19/Jul/2005 (serial date type)
TenorFALSE3M


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.Curves20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the AdvanceDateByTenor() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the AdvanceDateByTenor() function call


38644

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