ModifyDates




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Modifies the given dates according to a Business Day Convention.

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.ModifyDates


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



Parameter Description


  1. CalendarKey parameter

    Calendar to query
  2. BusDayConv parameter

    Business Day Convention to use
  3. Dates parameter

    Date range to modify


Extended information

Function Syntax

VB Syntax 


Variant CTQueryMKT.ModifyDates( _
String CalendarKey, _
BDCEnum BusDayConv, _
Variant Dates)


Excel Spreadsheet Syntax 


=CT.CAL.ModifyDates(
Excel String Cell CalendarKey,
Excel String Cell BusDayConv,
XLRange Dates)


C++ Syntax 


static CTRangeDataCPP ModifyDates(
std::string CalendarKey,
BDCEnum BusDayConv,
CTRangeDataCPP Dates);


DotNET Syntax 


CTRangeData CTQueryMKTSA.ModifyDates(
System.String CalendarKey,
CTIEnums.BDCEnum BusDayConv,
CTRangeData Dates);

Parameter data types

ArgNameArgTypeIsKey
CalendarKeyStringTRUE
BusDayConvBDCEnumFALSE
DatesRangeFALSE

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)
BusDayConvFALSEModifiedFollowing
DatesFALSEModifyDates_Dates_Range (creates a range object)


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 ModifyDates_Dates;


int[] arrBModifyDates_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 arrModifyDates_Dates =
new  CTQL.IntVector(arrBModifyDates_Dates);

// Second parameter determines whether the array is a column array (false) or a row array (true)
ModifyDates_Dates = new  CTQL.CTRangeData(arrModifyDates_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 ModifyDates() 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 ModifyDates() function call


Example
38747
38806
38835
38867
38898
38929
38959
38989
39020



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