CapeTools Query Market

CapeTools Query Market

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In total there are 17 functions present within the CapeTools Query Market category of functions.

General Description

Functions to query some market objects (ie - Index, Libor type, objects and Calendar objects). You can retrieve detailed information given an Index objects as well as test for business days, test for holidays, retrieve a list of holidays or business days and apply date adjustments.

Function list.

AreBusinessDates - Are the dates passed in business dates.
AreEndOfMonth - Are the dates passed in end of month.
AreHolidays - Are the dates passed in holidays.
GetHolidayList - Gets the Holiday List for the given Calendar.
GetIndexBusDayConv - Gets the Business Day Convention of an Index.
GetIndexCalendarCode - Gets the Calendar code of an Index.
GetIndexCurrency - Gets the Currency of an Index.
GetIndexDayCounter - Gets the DayCounter of an Index.
GetIndexFrequency - Gets the Frequency value of an Index.
GetIndexHolidayList - Gets the Holiday List of an Index.
GetIndexSettlementDays - Gets the Settlement Days of an Index.
GetIndexTenor - Gets the Tenor value of an Index.
IsBusinessDate - Is the day given a business date.
IsEndOfMonth - Is the day end of month.
IsHoliday - Is the day given a holiday.
ModifyDate - Modifies the date passed in.
ModifyDates - Modifies the given dates according to a Business Day Convention.