Excel functions: dates and calendars

nqlASXCode

The ASX code of an ASX date (e.g. M5 for June 12th, 2015).

Argument	Description
asxDate	The ASX date (a date)

Returns string. C#: Code

nqlASXDate

The ASX date of an ASX code (e.g. June 12th, 2015 for M5): the first on or after the reference date.

Argument	Description
asxCode	The ASX code, its letter in either case (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
referenceDate	Optional. The reference date, or null for the evaluation date (a date)

Returns date. C#: Date

nqlASXIsASXcode

Whether the given string is an ASX code: a month letter, either case, and a year digit.

Argument	Description
in	The string (text)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns bool. C#: IsASXcode

nqlASXIsASXdate

Whether the given date is an ASX date: the second Friday of its month.

Argument	Description
d	The date (a date)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns bool. C#: IsASXdate

nqlASXNextCode

The ASX code of the next ASX date after a date.

Argument	Description
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns string. C#: NextCode

nqlASXNextCode2

The ASX code of the next ASX date after the date of an ASX code.

Argument	Description
asxCode	The ASX code (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)
referenceDate	Optional. The code's reference date, or null for the evaluation date (a date)

Returns string. C#: NextCode

nqlASXNextDate

The next ASX date after a date: the first delivery date of the next contract listed in the Australian Securities Exchange.

Argument	Description
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns date. C#: NextDate

nqlASXNextDate2

The next ASX date after the date of an ASX code.

Argument	Description
asxCode	The ASX code (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)
referenceDate	Optional. The code's reference date, or null for the evaluation date (a date)

Returns date. C#: NextDate

nqlCalendarAddedHolidays

Gets the holidays added to the calendar's rules.

Argument	Description
self	a Calendar handle or its name

Returns array:date. C#: AddedHolidays

nqlCalendarAddHoliday

A copy of the calendar with the date added to its holidays.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns handle. C#: AddHoliday

nqlCalendarAdjust

Adjusts a non-business day to a nearby business day by the given convention.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)
c	Optional. The business-day convention (a BusinessDayConvention name)

Returns date. C#: Adjust

nqlCalendarAdvance

Advances a date by a number of time units, moving by business days for Days.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)
n	The number of units (a whole number)
unit	The time unit (a TimeUnit name)
c	Optional. The business-day convention applied to the result (a BusinessDayConvention name)
endOfMonth	Optional. Whether a month-end date stays at month end (TRUE or FALSE)

Returns date. C#: Advance

nqlCalendarAdvance2

Advances a date by a period, moving by business days for a period in days.

Argument	Description
self	a Calendar handle or its name
date	The date (a date)
period	The period (a period such as "6M")
c	Optional. The business-day convention applied to the result (a BusinessDayConvention name)
endOfMonth	Optional. Whether a month-end date stays at month end (TRUE or FALSE)

Returns date. C#: Advance

nqlCalendarBusinessDayList

The business days between two dates, both included.

Argument	Description
self	a Calendar handle or its name
from	The first date (a date)
to	The last date (a date)

Returns array:date. C#: BusinessDayList

nqlCalendarBusinessDaysBetween

The number of business days between two dates.

Argument	Description
self	a Calendar handle or its name
from	The first date (a date)
to	The second date (a date)
includeFirst	Optional. Whether from counts (TRUE or FALSE)
includeLast	Optional. Whether to counts (TRUE or FALSE)

Returns int32. C#: BusinessDaysBetween

nqlCalendarEndOfMonth

The last business day of the month to which the given date belongs.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns date. C#: EndOfMonth

nqlCalendarHolidayList

The holidays between two dates, both included.

Argument	Description
self	a Calendar handle or its name
from	The first date (a date)
to	The last date (a date)
includeWeekEnds	Optional. Whether weekend days are listed too (TRUE or FALSE)

Returns array:date. C#: HolidayList

nqlCalendarIsBusinessDay

Whether the date is a business day for the given market.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns bool. C#: IsBusinessDay

nqlCalendarIsEndOfMonth

Whether, in the given market, the date is on or after the month's last business day.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns bool. C#: IsEndOfMonth

nqlCalendarIsHoliday

Whether the date is a holiday for the given market.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns bool. C#: IsHoliday

nqlCalendarIsStartOfMonth

Whether, in the given market, the date is on or before the month's first business day.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns bool. C#: IsStartOfMonth

nqlCalendarIsWeekend

Whether the weekday is part of the weekend for the given market.

Argument	Description
self	a Calendar handle or its name
w	The weekday (a Weekday name)

Returns bool. C#: IsWeekend

nqlCalendarName

Gets the calendar's name, used for output and comparison; not meant for switch-on-type code.

Argument	Description
self	a Calendar handle or its name

Returns string. C#: Name

nqlCalendarRemovedHolidays

Gets the holidays removed from the calendar's rules.

Argument	Description
self	a Calendar handle or its name

Returns array:date. C#: RemovedHolidays

nqlCalendarRemoveHoliday

A copy of the calendar with the date removed from its holidays.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns handle. C#: RemoveHoliday

nqlCalendarResetAddedAndRemovedHolidays

A copy of the calendar with no added or removed holidays.

Argument	Description
self	a Calendar handle or its name

Returns handle. C#: ResetAddedAndRemovedHolidays

nqlCalendarStartOfMonth

The first business day of the month to which the given date belongs.

Argument	Description
self	a Calendar handle or its name
d	The date (a date)

Returns date. C#: StartOfMonth

nqlDate

Initializes a new instance of the Date struct from a serial number, as Excel numbers dates.

Argument	Description
serialNumber	The serial number, 367 to 109574 (a whole number)

Returns date. C#: Date

nqlDate2

Initializes a new instance of the Date struct from a day, a month and a year.

Argument	Description
d	The day of the month (a whole number)
m	The month (a Month name)
y	The year, 1901 to 2199 (a whole number)

Returns date. C#: Date

nqlDateAddition

Returns a new date incremented by the given number of days.

Argument	Description
d	The date (a date)
days	The number of days (a whole number)

Returns date. C#: operator +

nqlDateAddition2

Returns a new date incremented by the given period.

Argument	Description
d	The date (a date)
p	The period (a period such as "6M")

Returns date. C#: operator +

nqlDateDayOfMonth

Gets the day of the month.

Argument	Description
self	a date

Returns int32. C#: DayOfMonth

nqlDateDayOfYear

Gets the day of the year, one-based (January 1st = 1).

Argument	Description
self	a date

Returns int32. C#: DayOfYear

nqlDateEndOfMonth

The last day of the month to which the given date belongs.

Argument	Description
d	The date (a date)

Returns date. C#: EndOfMonth

nqlDateFunctionsDaysBetween

Difference in days, including any fraction of a day, between two dates.

Argument	Description
d1	The earlier date (a date)
d2	The later date (a date)

Returns double. C#: DaysBetween

nqlDateFunctionsIsoDate

A date in ISO format, yyyy-mm-dd.

Argument	Description
d	The date, or null (a date)

Returns string. C#: IsoDate

nqlDateFunctionsLongDate

A date in long format, e.g. "October 15th, 2026".

Argument	Description
d	The date, or null (a date)

Returns string. C#: LongDate

nqlDateFunctionsShortDate

A date in short format, mm/dd/yyyy.

Argument	Description
d	The date, or null (a date)

Returns string. C#: ShortDate

nqlDateFunctionsToString

A month's name, as QuantLib writes it.

Argument	Description
m	The month (a Month name)

Returns string. C#: ToString

nqlDateGreaterThan

Whether a date is later than another.

Argument	Description
d1	The first date (a date)
d2	The second date (a date)

Returns bool. C#: operator >

nqlDateGreaterThanOrEqual

Whether a date is later than or equal to another.

Argument	Description
d1	The first date (a date)
d2	The second date (a date)

Returns bool. C#: operator >=

nqlDateIsEndOfMonth

Whether a date is the last day of its month.

Argument	Description
d	The date (a date)

Returns bool. C#: IsEndOfMonth

nqlDateIsLeap

Whether the given year is a leap one.

Argument	Description
y	The year, 1900 to 2200 (a whole number)

Returns bool. C#: IsLeap

nqlDateIsStartOfMonth

Whether a date is the first day of its month.

Argument	Description
d	The date (a date)

Returns bool. C#: IsStartOfMonth

nqlDateLessThan

Whether a date is earlier than another.

Argument	Description
d1	The first date (a date)
d2	The second date (a date)

Returns bool. C#: operator <

nqlDateLessThanOrEqual

Whether a date is earlier than or equal to another.

Argument	Description
d1	The first date (a date)
d2	The second date (a date)

Returns bool. C#: operator <=

nqlDateMaxDate

Gets the latest allowed date, December 31st, 2199.

Returns date. C#: MaxDate

nqlDateMinDate

Gets the earliest allowed date, January 1st, 1901.

Returns date. C#: MinDate

nqlDateMonth

Gets the month.

Argument	Description
self	a date

Returns enum. C#: Month

nqlDateNextWeekday

The next given weekday following or equal to the given date.

Argument	Description
d	The date (a date)
w	The weekday (a Weekday name)

Returns date. C#: NextWeekday

nqlDateNthWeekday

The n-th given weekday in the given month and year.

Argument	Description
n	Which occurrence, 1 to 5 (a whole number)
w	The weekday (a Weekday name)
m	The month (a Month name)
y	The year (a whole number)

Returns date. C#: NthWeekday

nqlDateSerialNumber

Gets the serial number; 0 for default(Date) .

Argument	Description
self	a date

Returns int32. C#: SerialNumber

nqlDateStartOfMonth

The first day of the month to which the given date belongs.

Argument	Description
d	The date (a date)

Returns date. C#: StartOfMonth

nqlDateSubtraction

Returns a new date decremented by the given number of days.

Argument	Description
d	The date (a date)
days	The number of days (a whole number)

Returns date. C#: operator -

nqlDateSubtraction2

Returns a new date decremented by the given period.

Argument	Description
d	The date (a date)
p	The period (a period such as "6M")

Returns date. C#: operator -

nqlDateSubtraction3

Returns the difference in days between two dates.

Argument	Description
d1	The later date (a date)
d2	The earlier date (a date)

Returns int32. C#: operator -

nqlDateWeekday

Gets the day of the week.

Argument	Description
self	a date

Returns enum. C#: Weekday

nqlDateYear

Gets the year.

Argument	Description
self	a date

Returns int32. C#: Year

nqlDayCounterDayCount

The number of days between two dates.

Argument	Description
self	a DayCounter handle or its name
d1	The start date (a date)
d2	The end date (a date)

Returns int32. C#: DayCount

nqlDayCounterName

Gets the day counter's name, used for output and comparison; not meant for switch-on-type code.

Argument	Description
self	a DayCounter handle or its name

Returns string. C#: Name

nqlDayCounterYearFraction

The period between two dates as a fraction of a year.

Argument	Description
self	a DayCounter handle or its name
d1	The start date (a date)
d2	The end date (a date)
refPeriodStart	Optional. The reference period's start, for conventions that use one (a date)
refPeriodEnd	Optional. The reference period's end, for conventions that use one (a date)

Returns double. C#: YearFraction

nqlECBAddDate

A copy of the value with the date added to the known dates.

Argument	Description
self	a ECB handle
d	The date (a date)

Returns handle. C#: AddDate

nqlECBCode

The ECB code of an ECB date (e.g. MAR10 for March xxth, 2010).

Argument	Description
self	a ECB handle
ecbDate	The ECB date (a date)

Returns string. C#: Code

nqlECBDate

The maintenance period start date in the given month and year: the first known date from its first day.

Argument	Description
self	a ECB handle
m	The month (a Month name)
y	The year (a whole number)

Returns date. C#: Date

nqlECBDate2

The ECB date of an ECB code (e.g. March xxth, 2013 for MAR13), in the century of the reference date.

Argument	Description
self	a ECB handle
ecbCode	The ECB code, its month in either case (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
referenceDate	Optional. The reference date, or null for the evaluation date (a date)

Returns date. C#: Date

nqlECBDefault

Gets QuantLib's known dates, from January 2005 to December 2024.

Returns handle. C#: Default

nqlECBIsECBcode

Whether the given string is an ECB code: a month's three letters, in either case, and two digits.

Argument	Description
ecbCode	The string (text)

Returns bool. C#: IsECBcode

nqlECBIsECBdate

Whether the given date is a maintenance period start date.

Argument	Description
self	a ECB handle
d	The date (a date)

Returns bool. C#: IsECBdate

nqlECBKnownDates

Gets the known maintenance period start dates.

Argument	Description
self	a ECB handle

Returns array:date. C#: KnownDates

nqlECBNextCode

The ECB code following the given code (e.g. FEB06 after JAN06, JAN00 after DEC99).

Argument	Description
ecbCode	The ECB code, its month in either case (text)

Returns string. C#: NextCode

nqlECBNextCode2

The ECB code of the next maintenance period start date after the given date.

Argument	Description
self	a ECB handle
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)

Returns string. C#: NextCode

nqlECBNextDate

The next maintenance period start date after the given date.

Argument	Description
self	a ECB handle
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)

Returns date. C#: NextDate

nqlECBNextDate2

The next maintenance period start date after the date of an ECB code.

Argument	Description
self	a ECB handle
ecbCode	The ECB code (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
referenceDate	Optional. The code's reference date, or null for the evaluation date (a date)

Returns date. C#: NextDate

nqlECBNextDates

The maintenance period start dates after the given date.

Argument	Description
self	a ECB handle
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)

Returns array:date. C#: NextDates

nqlECBNextDates2

The maintenance period start dates after the date of an ECB code.

Argument	Description
self	a ECB handle
ecbCode	The ECB code (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
referenceDate	Optional. The code's reference date, or null for the evaluation date (a date)

Returns array:date. C#: NextDates

nqlECBRemoveDate

A copy of the value with the date removed from the known dates.

Argument	Description
self	a ECB handle
d	The date (a date)

Returns handle. C#: RemoveDate

nqlFrequencyFunctionsToString

A frequency's text, as QuantLib writes it; it differs from the member name for four members.

Argument	Description
f	The frequency (a Frequency name)

Returns string. C#: ToString

nqlIMMCode

The IMM code of an IMM date (e.g. H3 for March 20th, 2013).

Argument	Description
immDate	The IMM date (a date)

Returns string. C#: Code

nqlIMMDate

The IMM date of an IMM code (e.g. March 20th, 2013 for H3): the first on or after the reference date.

Argument	Description
immCode	The IMM code, its letter in either case (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
referenceDate	Optional. The reference date, or null for the evaluation date (a date)

Returns date. C#: Date

nqlIMMIsIMMcode

Whether the given string is an IMM code: a month letter, either case, and a year digit.

Argument	Description
in	The string (text)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns bool. C#: IsIMMcode

nqlIMMIsIMMdate

Whether the given date is an IMM date: the third Wednesday of its month.

Argument	Description
d	The date (a date)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns bool. C#: IsIMMdate

nqlIMMNextCode

The IMM code of the next IMM date after a date.

Argument	Description
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns string. C#: NextCode

nqlIMMNextCode2

The IMM code of the next IMM date after the date of an IMM code.

Argument	Description
immCode	The IMM code (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)
referenceDate	Optional. The code's reference date, or null for the evaluation date (a date)

Returns string. C#: NextCode

nqlIMMNextDate

The next IMM date after a date: the first delivery date of the next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

Argument	Description
context	The evaluation context, whose evaluation date is the default date (a EvaluationContext handle)
d	Optional. The date, or null for the evaluation date (a date)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)

Returns date. C#: NextDate

nqlIMMNextDate2

The next IMM date after the date of an IMM code.

Argument	Description
immCode	The IMM code (text)
context	The evaluation context, whose evaluation date is the default reference date (a EvaluationContext handle)
mainCycle	Optional. Whether only March, June, September and December count (TRUE or FALSE)
referenceDate	Optional. The code's reference date, or null for the evaluation date (a date)

Returns date. C#: NextDate

nqlIntervalPrice

Initializes a new instance of the IntervalPrice class.

Argument	Description
open	The opening price (a number)
close	The closing price (a number)
high	The highest price (a number)
low	The lowest price (a number)

Returns handle. C#: IntervalPrice

nqlIntervalPriceClose

Gets the closing price.

Argument	Description
self	a IntervalPrice handle

Returns double. C#: Close

nqlIntervalPriceExtractComponent

One of the four prices at each date of a series, as a series.

Argument	Description
ts	The series (a TimeSeries handle)
type	Which price (a IntervalPriceType name)

Returns handle. C#: ExtractComponent

nqlIntervalPriceExtractValues

One of the four prices at each date of a series, in date order.

Argument	Description
ts	The series (a TimeSeries handle)
type	Which price (a IntervalPriceType name)

Returns array:double. C#: ExtractValues

nqlIntervalPriceHigh

Gets the highest price.

Argument	Description
self	a IntervalPrice handle

Returns double. C#: High

nqlIntervalPriceLow

Gets the lowest price.

Argument	Description
self	a IntervalPrice handle

Returns double. C#: Low

nqlIntervalPriceMakeSeries

A series of interval prices from their dates and four price sequences.

Argument	Description
d	The dates (a row or column)
open	The opening prices (a row or column)
close	The closing prices (a row or column)
high	The highest prices (a row or column)
low	The lowest prices (a row or column)

Returns handle. C#: MakeSeries

nqlIntervalPriceOpen

Gets the opening price.

Argument	Description
self	a IntervalPrice handle

Returns double. C#: Open

nqlIntervalPriceSetValue

The prices with one of them replaced.

Argument	Description
self	a IntervalPrice handle
value	The new price (a number)
type	Which price (a IntervalPriceType name)

Returns handle. C#: SetValue

nqlIntervalPriceSetValues

The prices with all four replaced.

Argument	Description
self	a IntervalPrice handle
open	The opening price (a number)
close	The closing price (a number)
high	The highest price (a number)
low	The lowest price (a number)

Returns handle. C#: SetValues

nqlIntervalPriceValue

One of the four prices.

Argument	Description
self	a IntervalPrice handle
type	Which price (a IntervalPriceType name)

Returns double. C#: Value

nqlJointCalendar

Initializes a new instance of the JointCalendar class joining two calendars.

Argument	Description
c1	The first calendar (a Calendar handle or its name)
c2	The second calendar (a Calendar handle or its name)
r	Optional. The rule for joining them (a JointCalendarRule name)

Returns handle. C#: JointCalendar

nqlJointCalendar2

Initializes a new instance of the JointCalendar class joining three calendars.

Argument	Description
c1	The first calendar (a Calendar handle or its name)
c2	The second calendar (a Calendar handle or its name)
c3	The third calendar (a Calendar handle or its name)
r	Optional. The rule for joining them (a JointCalendarRule name)

Returns handle. C#: JointCalendar

nqlJointCalendar3

Initializes a new instance of the JointCalendar class joining four calendars.

Argument	Description
c1	The first calendar (a Calendar handle or its name)
c2	The second calendar (a Calendar handle or its name)
c3	The third calendar (a Calendar handle or its name)
c4	The fourth calendar (a Calendar handle or its name)
r	Optional. The rule for joining them (a JointCalendarRule name)

Returns handle. C#: JointCalendar

nqlJointCalendar4

Initializes a new instance of the JointCalendar class joining any number of calendars.

Argument	Description
cv	The calendars, in order; the sequence is copied (a row or column)
r	Optional. The rule for joining them (a JointCalendarRule name)

Returns handle. C#: JointCalendar

nqlJointCalendarCalendars

Gets the joined calendars, in construction order.

Argument	Description
self	a JointCalendar handle

Returns array:handle. C#: Calendars

nqlJointCalendarIsWeekend

Whether the weekday is part of the weekend for the given market.

Argument	Description
self	a JointCalendar handle
w	The weekday (a Weekday name)

Returns bool. C#: IsWeekend

nqlJointCalendarName

Gets the calendar's name, used for output and comparison; not meant for switch-on-type code.

Argument	Description
self	a JointCalendar handle

Returns string. C#: Name

nqlJointCalendarRule

Gets the rule joining the calendars.

Argument	Description
self	a JointCalendar handle

Returns enum. C#: Rule

nqlMakeSchedule

new MakeSchedule()

Returns handle. C#: MakeSchedule

nqlMakeScheduleBackwards

Generates the dates backward from the termination date.

Argument	Description
self	a MakeSchedule handle

Returns handle. C#: Backwards

nqlMakeScheduleEndOfMonth

Sets the end-of-month flag.

Argument	Description
self	a MakeSchedule handle
flag	Optional. Whether dates stay at month end (TRUE or FALSE)

Returns handle. C#: EndOfMonth

nqlMakeScheduleForwards

Generates the dates forward from the effective date.

Argument	Description
self	a MakeSchedule handle

Returns handle. C#: Forwards

nqlMakeScheduleFrom

Sets the effective date.

Argument	Description
self	a MakeSchedule handle
effectiveDate	The effective date (a date)

Returns handle. C#: From

nqlMakeScheduleTo

Sets the termination date.

Argument	Description
self	a MakeSchedule handle
terminationDate	The termination date (a date)

Returns handle. C#: To

nqlMakeScheduleToSchedule

Builds the schedule.

Argument	Description
self	a MakeSchedule handle

Returns handle. C#: ToSchedule

nqlMakeScheduleWithCalendar

Sets the calendar.

Argument	Description
self	a MakeSchedule handle
calendar	The calendar, or null, QuantLib's empty calendar, for none: the schedule is then built on a NullCalendar, with Unadjusted as the default convention (a Calendar handle or its name)

Returns handle. C#: WithCalendar

nqlMakeScheduleWithConvention

Sets the business-day convention.

Argument	Description
self	a MakeSchedule handle
conv	The convention (a BusinessDayConvention name)

Returns handle. C#: WithConvention

nqlMakeScheduleWithFirstDate

Sets the first date after the effective date, for an irregular first period.

Argument	Description
self	a MakeSchedule handle
d	The date, or null for none (a date)

Returns handle. C#: WithFirstDate

nqlMakeScheduleWithFrequency

Sets the tenor from a frequency.

Argument	Description
self	a MakeSchedule handle
frequency	The frequency (a Frequency name)

Returns handle. C#: WithFrequency

nqlMakeScheduleWithNextToLastDate

Sets the date before the termination date, for an irregular last period.

Argument	Description
self	a MakeSchedule handle
d	The date, or null for none (a date)

Returns handle. C#: WithNextToLastDate

nqlMakeScheduleWithRule

Sets the date-generation rule.

Argument	Description
self	a MakeSchedule handle
r	The rule (a DateGenerationRule name)

Returns handle. C#: WithRule

nqlMakeScheduleWithTenor

Sets the tenor.

Argument	Description
self	a MakeSchedule handle
tenor	The tenor (a period such as "6M")

Returns handle. C#: WithTenor

nqlMakeScheduleWithTerminationDateConvention

Sets the termination date's business-day convention.

Argument	Description
self	a MakeSchedule handle
conv	The convention (a BusinessDayConvention name)

Returns handle. C#: WithTerminationDateConvention

nqlPeriod

Initializes a new instance of the Period struct.

Argument	Description
n	The length (a whole number)
units	The time unit (a TimeUnit name)

Returns period. C#: Period

nqlPeriod2

Initializes a new instance of the Period struct from a frequency.

Argument	Description
f	The frequency (a Frequency name)

Returns period. C#: Period

nqlPeriodAddition

Adds two periods, converting years to months or weeks to days where needed.

Argument	Description
p1	The first period (a period such as "6M")
p2	The second period (a period such as "6M")

Returns period. C#: operator +

nqlPeriodDivision

Divides a period, changing years to months or weeks to days when the length doesn't divide.

Argument	Description
p	The period (a period such as "6M")
n	The divisor (a whole number)

Returns period. C#: operator /

nqlPeriodFrequency

The frequency the period corresponds to.

Argument	Description
self	a period such as "6M"

Returns enum. C#: Frequency

nqlPeriodFunctionsDays

The period's length in days.

Argument	Description
p	The period (a period such as "6M")

Returns double. C#: Days

nqlPeriodFunctionsLongPeriod

A period in long format, e.g. "6 months".

Argument	Description
p	The period (a period such as "6M")

Returns string. C#: LongPeriod

nqlPeriodFunctionsMonths

The period's length in months.

Argument	Description
p	The period (a period such as "6M")

Returns double. C#: Months

nqlPeriodFunctionsShortPeriod

A period in short format, e.g. "6M".

Argument	Description
p	The period (a period such as "6M")

Returns string. C#: ShortPeriod

nqlPeriodFunctionsWeeks

The period's length in weeks.

Argument	Description
p	The period (a period such as "6M")

Returns double. C#: Weeks

nqlPeriodFunctionsYears

The period's length in years.

Argument	Description
p	The period (a period such as "6M")

Returns double. C#: Years

nqlPeriodGreaterThan

Whether a period is longer than another.

Argument	Description
p1	The first period (a period such as "6M")
p2	The second period (a period such as "6M")

Returns bool. C#: operator >

nqlPeriodGreaterThanOrEqual

Whether a period is not shorter than another.

Argument	Description
p1	The first period (a period such as "6M")
p2	The second period (a period such as "6M")

Returns bool. C#: operator >=

nqlPeriodLength

Gets the length.

Argument	Description
self	a period such as "6M"

Returns int32. C#: Length

nqlPeriodLessThan

Whether a period is shorter than another.

Argument	Description
p1	The first period (a period such as "6M")
p2	The second period (a period such as "6M")

Returns bool. C#: operator <

nqlPeriodLessThanOrEqual

Whether a period is not longer than another.

Argument	Description
p1	The first period (a period such as "6M")
p2	The second period (a period such as "6M")

Returns bool. C#: operator <=

nqlPeriodMultiply

Multiplies a period's length.

Argument	Description
n	The factor (a whole number)
p	The period (a period such as "6M")

Returns period. C#: operator *

nqlPeriodMultiply2

Multiplies a period's length.

Argument	Description
p	The period (a period such as "6M")
n	The factor (a whole number)

Returns period. C#: operator *

nqlPeriodNormalized

The period in its normal form: zero as zero days, months as years and days as weeks where whole.

Argument	Description
self	a period such as "6M"

Returns period. C#: Normalized

nqlPeriodSubtraction

Subtracts a period from another.

Argument	Description
p1	The first period (a period such as "6M")
p2	The period to subtract (a period such as "6M")

Returns period. C#: operator -

nqlPeriodUnaryNegation

Returns the period with the opposite sign.

Argument	Description
p	The period (a period such as "6M")

Returns period. C#: operator -

nqlPeriodUnits

Gets the time unit.

Argument	Description
self	a period such as "6M"

Returns enum. C#: Units

nqlSchedule

Initializes a new instance of the Schedule class from any list of dates and, optionally, meta information that client classes can use. Neither the dates nor the meta information is checked for plausibility in any sense.

Argument	Description
dates	The dates (a row or column)
calendar	Optional. The calendar; a NullCalendar when null (a Calendar handle or its name)
convention	Optional. The business-day convention (a BusinessDayConvention name)
terminationDateConvention	Optional. The termination date's business-day convention, if known (a BusinessDayConvention name)
tenor	Optional. The tenor, if known (a period such as "6M")
rule	Optional. The date-generation rule, if known (a DateGenerationRule name)
endOfMonth	Optional. The end-of-month flag, if known (TRUE or FALSE)
isRegular	Optional. Whether each period is regular: empty, or one flag per period (a row or column)

Returns handle. C#: Schedule

nqlSchedule2

Initializes a new instance of the Schedule class by its generation rule.

Argument	Description
effectiveDate	The effective date. When null, with no first date and the backward rule, a placeholder is placed a whole number of years before the termination (or next-to-last) date, from the evaluation date (a date)
terminationDate	The termination date (a date)
tenor	The tenor (a period such as "6M")
calendar	The calendar, or null for QuantLib's empty calendar, which adjusts only by Unadjusted: a schedule that needs another adjustment, or the end-of-month one, is refused, and the schedule built answers null for Calendar (a Calendar handle or its name)
convention	The business-day convention (a BusinessDayConvention name)
terminationDateConvention	The termination date's business-day convention (a BusinessDayConvention name)
rule	The date-generation rule (a DateGenerationRule name)
endOfMonth	Whether dates stay at month end (TRUE or FALSE)
context	The evaluation context, read when the effective date is null (a EvaluationContext handle)
firstDate	Optional. The first date after the effective date, for an irregular first period (a date)
nextToLastDate	Optional. The date before the termination date, for an irregular last period (a date)

Returns handle. C#: Schedule

nqlScheduleAfter

The schedule truncated to the dates on or after the given date, which joins it if missing.

Argument	Description
self	a Schedule handle
truncationDate	The truncation date (a date)

Returns handle. C#: After

nqlScheduleAt

The date at the given index, checked.

Argument	Description
self	a Schedule handle
i	The index (a whole number)

Returns date. C#: At

nqlScheduleBack

The last date.

Argument	Description
self	a Schedule handle

Returns date. C#: Back

nqlScheduleBusinessDayConvention

Gets the business-day convention.

Argument	Description
self	a Schedule handle

Returns enum. C#: BusinessDayConvention

nqlScheduleCalendar

Gets the calendar: null, QuantLib's empty calendar, for a schedule generated on it; a schedule built from dates without one has a NullCalendar.

Argument	Description
self	a Schedule handle

Returns handle. C#: Calendar

nqlScheduleDate

The date at the given index, checked.

Argument	Description
self	a Schedule handle
i	The index (a whole number)

Returns date. C#: Date

nqlScheduleDates

Gets the dates.

Argument	Description
self	a Schedule handle

Returns array:date. C#: Dates

nqlScheduleEmpty

Gets a value indicating whether the schedule has no dates.

Argument	Description
self	a Schedule handle

Returns bool. C#: Empty

nqlScheduleEndDate

The end date.

Argument	Description
self	a Schedule handle

Returns date. C#: EndDate

nqlScheduleEndOfMonth

The end-of-month flag.

Argument	Description
self	a Schedule handle

Returns bool. C#: EndOfMonth

nqlScheduleFront

The first date.

Argument	Description
self	a Schedule handle

Returns date. C#: Front

nqlScheduleFunctionsAllowsEndOfMonth

Whether the tenor allows the end-of-month convention: a non-zero tenor in months or years.

Argument	Description
tenor	The tenor (a period such as "6M")

Returns bool. C#: AllowsEndOfMonth

nqlScheduleFunctionsPreviousTwentieth

The date on or before the given date that is the 20th of its month and, where the rule needs it, of a main IMM month.

Argument	Description
d	The date (a date)
rule	The date-generation rule (a DateGenerationRule name)

Returns date. C#: PreviousTwentieth

nqlScheduleHasEndOfMonth

Gets a value indicating whether the schedule knows its end-of-month flag.

Argument	Description
self	a Schedule handle

Returns bool. C#: HasEndOfMonth

nqlScheduleHasIsRegular

Gets a value indicating whether the schedule knows which periods are regular.

Argument	Description
self	a Schedule handle

Returns bool. C#: HasIsRegular

nqlScheduleHasRule

Gets a value indicating whether the schedule knows its date-generation rule.

Argument	Description
self	a Schedule handle

Returns bool. C#: HasRule

nqlScheduleHasTenor

Gets a value indicating whether the schedule knows its tenor.

Argument	Description
self	a Schedule handle

Returns bool. C#: HasTenor

nqlScheduleHasTerminationDateBusinessDayConvention

Gets a value indicating whether the schedule knows its termination date's convention.

Argument	Description
self	a Schedule handle

Returns bool. C#: HasTerminationDateBusinessDayConvention

nqlScheduleIsRegular

Whether each period is regular.

Argument	Description
self	a Schedule handle

Returns array:bool. C#: IsRegular

nqlScheduleIsRegular2

Whether the given period is regular.

Argument	Description
self	a Schedule handle
i	The period, one-based: period i runs from date i - 1 to date i (a whole number)

Returns bool. C#: IsRegular

nqlScheduleItem

Gets the date at the given index.

Argument	Description
self	a Schedule handle
i	The index (a whole number)

Returns date. C#: this

nqlScheduleLowerBound

The index of the first date on or after the reference date.

Argument	Description
self	a Schedule handle
context	The evaluation context, whose date is the default reference date (a EvaluationContext handle)
refDate	Optional. The reference date; the evaluation date when null (a date)

Returns int32. C#: LowerBound

nqlScheduleNextDate

The first date on or after the reference date.

Argument	Description
self	a Schedule handle
refDate	The reference date; the evaluation date when null (a date)
context	The evaluation context (a EvaluationContext handle)

Returns date?. C#: NextDate

nqlSchedulePreviousDate

The last date before the reference date.

Argument	Description
self	a Schedule handle
refDate	The reference date; the evaluation date when null (a date)
context	The evaluation context (a EvaluationContext handle)

Returns date?. C#: PreviousDate

nqlScheduleRule

The date-generation rule.

Argument	Description
self	a Schedule handle

Returns enum. C#: Rule

nqlScheduleSize

Gets the number of dates.

Argument	Description
self	a Schedule handle

Returns int32. C#: Size

nqlScheduleStartDate

The start date.

Argument	Description
self	a Schedule handle

Returns date. C#: StartDate

nqlScheduleTenor

The tenor.

Argument	Description
self	a Schedule handle

Returns period. C#: Tenor

nqlScheduleTerminationDateBusinessDayConvention

The termination date's business-day convention.

Argument	Description
self	a Schedule handle

Returns enum. C#: TerminationDateBusinessDayConvention

nqlScheduleUntil

The schedule truncated to the dates on or before the given date, which joins it if missing.

Argument	Description
self	a Schedule handle
truncationDate	The truncation date (a date)

Returns handle. C#: Until

nqlTimeSeries

Initializes a new instance of the TimeSeries class from dates and their values, taken in pairs. A date given twice keeps its last value; values beyond the last date are ignored, as QuantLib's iterator constructor ignores them. TimeSeries: 1…

Argument	Description
T	One of IntervalPrice (text)
dates	The dates, in any order (a row or column)
values	The values, one per date (a row or column)

Returns handle. C#: TimeSeries

nqlTimeSeries2

Initializes a new instance of the TimeSeries class from values on consecutive calendar dates, the first on firstDate. TimeSeries: 1 constructions

Argument	Description
T	One of IntervalPrice (text)
firstDate	The date of the first value (a date)
values	The values (a row or column)

Returns handle. C#: TimeSeries

nqlTimeSeries3

Initializes a new instance of the TimeSeries class from dates and their values, taken in pairs. A date given twice keeps its last value; values beyond the last date are ignored, as QuantLib's iterator constructor ignores them. TimeSeries: 1…

Argument	Description
T	One of Double (text)
dates	The dates, in any order (a row or column)
values	The values, one per date (a row or column)

Returns handle. C#: TimeSeries

nqlTimeSeries4

Initializes a new instance of the TimeSeries class from values on consecutive calendar dates, the first on firstDate. TimeSeries: 1 constructions

Argument	Description
T	One of Double (text)
firstDate	The date of the first value (a date)
values	The values (a row or column)

Returns handle. C#: TimeSeries

nqlTimeSeriesDates

The dates for which data exist, in order. TimeSeries: 2 constructions

Argument	Description
T	One of IntervalPrice, Double (text)
self	a TimeSeries handle

Returns array:date. C#: Dates

nqlTimeSeriesEmpty

Gets a value indicating whether the series holds no data. TimeSeries: 2 constructions

Argument	Description
T	One of IntervalPrice, Double (text)
self	a TimeSeries handle

Returns bool. C#: Empty

nqlTimeSeriesFirstDate

The first date for which a datum exists. TimeSeries: 2 constructions

Argument	Description
T	One of IntervalPrice, Double (text)
self	a TimeSeries handle

Returns date. C#: FirstDate

nqlTimeSeriesLastDate

The last date for which a datum exists. TimeSeries: 2 constructions

Argument	Description
T	One of IntervalPrice, Double (text)
self	a TimeSeries handle

Returns date. C#: LastDate

nqlTimeSeriesSize

Gets the number of data. TimeSeries: 2 constructions

Argument	Description
T	One of IntervalPrice, Double (text)
self	a TimeSeries handle

Returns int32. C#: Size

nqlTimeSeriesValues

The data, in date order. TimeSeries: 2 constructions

Argument	Description
T	One of IntervalPrice, Double (text)
self	a TimeSeries handle

Returns array:handle. C#: Values