GetHolidayList




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Gets the Holiday List for the given Calendar.

This function requires the input of a Calendar object key, which must have been produced via a call to one of the Calendar creation functions present within the CapeTools Calendars category of functions.

These functions would have returned a string 'KEY' which is to be passed to the 'CalendarKey' parameter of this function.



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


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



Parameter Description


  1. CalendarKey parameter

    Calendar to query
  2. StartDate parameter

    Initial Start Date.
  3. EndDate parameter

    Final End Date.
  4. includeWeekends parameter

    Include weekend dates?


Extended information

Function Syntax

VB Syntax 


Variant CTQueryMKT.GetHolidayList( _
String CalendarKey, _
Long StartDate, _
Long EndDate, _
Boolean includeWeekends)


Excel Spreadsheet Syntax 


=CT.CAL.GetHolidayList(
Excel String Cell CalendarKey,
Excel Numeric Cell StartDate,
Excel Numeric Cell EndDate,
Excel Boolean Value Cell includeWeekends)


C++ Syntax 


static CTRangeDataCPP GetHolidayList(
std::string CalendarKey,
long StartDate,
long EndDate,
bool includeWeekends);


DotNET Syntax 


CTRangeData CTQueryMKTSA.GetHolidayList(
System.String CalendarKey,
System.Int32 StartDate,
System.Int32 EndDate,
System.Boolean includeWeekends);

Parameter data types

ArgNameArgTypeIsKey
CalendarKeyStringTRUE
StartDateLongFALSE
EndDateLongFALSE
includeWeekendsBooleanFALSE

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
CalendarKeyFALSECalendarKeyNAME.EXTTAG.TICKER (from a function call)
StartDateFALSE21/Jul/2006 (serial date type)
EndDateFALSE21/Jul/2011 (serial date type)
includeWeekendsFALSEfalse


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 GetHolidayList() 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 GetHolidayList() function call


Example
39077
39083
39178
39181
39203
39442
39448
39528
39531
39569
39807
39808
39814
39913
39916
39934
40172
40179
40270
40273
40655
40658



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