AdvanceDatesByTenor




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Advances the given dates by a Tenor period.

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.AdvanceDatesByTenor


High level graphic of AdvanceDatesByTenor() 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. Dates parameter

    Date range to advance
  4. Tenor parameter

    Tenor to advance by.


Extended information

Function Syntax

VB Syntax 


Variant CTCalendars.AdvanceDatesByTenor( _
String Cal, _
BDCEnum BusDayConv, _
Variant Dates, _
String Tenor)


Excel Spreadsheet Syntax 


=CT.CAL.AdvanceDatesByTenor(
Excel String Cell Cal,
Excel String Cell BusDayConv,
XLRange Dates,
Excel String Cell Tenor)


C++ Syntax 


static CTRangeDataCPP AdvanceDatesByTenor(
std::string Cal,
BDCEnum BusDayConv,
CTRangeDataCPP Dates,
std::string Tenor);


DotNET Syntax 


CTRangeData CTCalendarsSA.AdvanceDatesByTenor(
System.String Cal,
CTIEnums.BDCEnum BusDayConv,
CTRangeData Dates,
System.String Tenor);

Parameter data types

ArgNameArgTypeIsKey
CalStringTRUE
BusDayConvBDCEnumFALSE
DatesRangeFALSE
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
DatesFALSEAdvanceDatesByTenor_Dates_Range (creates a range object)
TenorFALSE6M


Example range for parameter : Dates

Within Excel, a range such as this can be passed directly into the Dates parameter.


Data is stored within the second column (Vector of data)..

Example C# API usage for setting the range data for parameter : Dates 


CTQL.CTRangeData AdvanceDatesByTenor_Dates;


int[] arrBAdvanceDatesByTenor_Dates = {
CTQL.Date.serialNumber("30/1/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/3/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/4/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/5/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/6/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/7/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/8/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/9/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("30/10/2006", "dd/mm/yyyy")  //  Array Data

};

CTQL.IntVector arrAdvanceDatesByTenor_Dates =
new  CTQL.IntVector(arrBAdvanceDatesByTenor_Dates);

// Second parameter determines whether the array is a column array (false) or a row array (true)
AdvanceDatesByTenor_Dates = new  CTQL.CTRangeData(arrAdvanceDatesByTenor_Dates, false);


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 AdvanceDatesByTenor() 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 AdvanceDatesByTenor() function call


Example
38929
38989
39020
39051
39080
39112
39141
39171
39202



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