CALTARGET




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TARGET calendar used for holiday adjustments.

Holidays (see http://www.ecb.int).

Same as Euro.

European Euro, It is divided into 100 cents.

This calendar object is already pre-programmed with holiday dates.

You can view the list of holidays between any 2 dates by executing the function GetHolidayList(). There are 2 additional optional parameters that can be used to fine tune the holiday list.

You can provide a range object in order to extend the holiday list with further dates.

You can also provide a range object with a list of dates which will be removed from the holiday list.

The dates passed into these range objects must be in the serial date format (Integer values).

Excel automatically passes dates entered into Excel spreadsheets in this serial date format.

The internal holiday dates are : Saturdays; Sundays; New Year's Day, January 1st; Good Friday (since 2000); Easter Monday (since 2000); Labour Day, May 1st (since 2000); Christmas, December 25th; Day of Goodwill, December 26th (since 2000); December 31st (1998, 1999, and 2001).



This function creates an object and returns a string-key value to represent this created object.
The TAG value of the string-key returned (second part of the key) is : "target"



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


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



Parameter Description


  1. Key parameter

    Key value to use as a handle for the created object
  2. Reload parameter

    When creating this object for the first time, set this parameter to a positive value. Within Excel, when re-computing a worksheet where you do not wish to recreate the object, set this parameter to zero (0).
  3. AddHols parameter

    Additional holidays to add to the internal list.
  4. RemoveHols parameter

    Holidays to remove from the internal list.


Extended information

Function Syntax

VB Syntax 


String CTCalendars.CALTARGET( _
String Key, _
Long Reload, _
Variant AddHols, _
Variant RemoveHols)


Excel Spreadsheet Syntax 


=CT.CAL.CALTARGET(
Excel String Cell Key,
Excel Numeric Cell Reload,
XLRange AddHols,
XLRange RemoveHols)


C++ Syntax 


static std::string CALTARGET(
std::string Key,
long Reload,
CTRangeDataCPP AddHols,
CTRangeDataCPP RemoveHols);


DotNET Syntax 


System.String CTCalendarsSA.CALTARGET(
System.String Key,
System.Int32 Reload,
CTRangeData AddHols,
CTRangeData RemoveHols);

Parameter data types

ArgNameArgTypeIsKey
KeyStringFALSE
ReloadLongFALSE
AddHolsRangeFALSE
RemoveHolsRangeFALSE

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
KeyFALSEMyTargetCal
ReloadFALSE1
AddHolsTRUECALTARGET_AddHols_Range (creates a range object)
RemoveHolsTRUECALTARGET_RemoveHols_Range (creates a range object)


Example range for parameter : AddHols

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


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

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


CTQL.CTRangeData CALTARGET_AddHols;


int[] arrBCALTARGET_AddHols = {
CTQL.Date.serialNumber("1/2/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("2/2/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("3/2/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("4/2/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("5/2/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("6/2/2006", "dd/mm/yyyy")  //  Array Data

};

CTQL.IntVector arrCALTARGET_AddHols =
new  CTQL.IntVector(arrBCALTARGET_AddHols);

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

Example range for parameter : RemoveHols

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


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

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


CTQL.CTRangeData CALTARGET_RemoveHols;


int[] arrBCALTARGET_RemoveHols = {
CTQL.Date.serialNumber("25/12/2006", "dd/mm/yyyy"),
CTQL.Date.serialNumber("25/12/2007", "dd/mm/yyyy")  //  Array Data

};

CTQL.IntVector arrCALTARGET_RemoveHols =
new  CTQL.IntVector(arrBCALTARGET_RemoveHols);

// Second parameter determines whether the array is a column array (false) or a row array (true)
CALTARGET_RemoveHols = new  CTQL.CTRangeData(arrCALTARGET_RemoveHols, 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 CALTARGET() 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.


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 CALTARGET() function call


MyTargetCal_2.target.0

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