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ARTLib XL - Core Lite: Function List

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The ARTLib XL - Core Lite  is a subset of ARTLib XL - Core library/add-in developed by traders including all the functionality expected for a modern professional trading operation, this version provides the functions in the list below, for more details contact ARTWare@Arbitrage-trading.com

 

Function Summary List

1 ARTLibXLCore: DateFunctions

DatesSettlementDates
DatesFreq2OffsetCase
DateInt2IntTriple
DateString2Calendar
Date3DWed
DateMonthsOffSet
DatesCashFlowStats_Exct
DatesAlphasFromYrFracsOrOffsets
DatesYFracVectorJul
DateCashFlowStripJul
DatesCashFlowsVectorJul_NCFQ
DatesCashFlowStats_Q_VR
DatesCashFlowStats_Q_VRNS6
DatesCashFlowNumCFs_Std
DatesCashFlowNumCFs_Std_VAR
DatesCashFlowStats_Std
DatesCashFlowStats_Q_VRNS4
DatesNextDateDay
DateIMMVector
DateJulian2Clndr
DateIMMMonthCodeSimple
DateIMMColourCodeSimple
Dates_Freq_Name
Dates_iBasis_Name
Dates_cBasis_Name
DatesCashFlowStatsNames
Dates_DayOfWeek_Name
Dates_DayOfWeek_NameJul
DatesCashFlowsVectorJul_NCF
DatesCashFlowsNCFApprox_EDts
DatesCashFlowsNCFApprox_Names_EDts
DatesCashFlowsArray_EDts
DatesCashFlowsArray_EDX
DatesCashFlowStats_EDts
DatesNumDaysBetween2DatesJul
DatesAllGoodDaysIn2DatesJul
DatesOffsetCase2Freq
DatesOffsetPeriods2Freq
DatesFreq2OffsetPeriods
DatesNextDateJul
DatesNextGoodBusDayJul
DateOffsetString2IntParser
DateOffsetString2Int
DatesYrFracJul
DateHolidayTestJul
Dates_DPM
Dates_DPY

2 ARTLibXLCore: IRFunctions

IRMrtgBlendedPrdCashFlows
IRMrtgBlendedPrdCashFlowsTable
IR_AssignBasisParms
IR_BasisParmsNames
IR_SwapSimple_PandR
IRDisplay_IRResults_Var_Sub
IRDisplay_SwapResults_Var_Sub
IR_SwapStandard_PandR
IRdf_ShiftByZero_S
IRdf_ShiftByYTM_S
IR_FxdIncStandard_YTM_PandR
IR_FxdIncStandard_df_PandR
IR_FRNStandard_PAndR
IR_BondClassic_PAndR
IRModDurn2Macualay
IRCFTableLegCFType_Names
IRLegType_Names
IRBond_PAndR_Names
IR_BondPr3_PAndR
IRNextdf_FutFRA_BootStrap
IRNextdf_FutFRA_BootStrapInterp
IRPV_from_CF_df
IRPV_from_CF_Frwrd_df
IRdf_to_FwdRate_V1D_Q_SR_Pairs
IRdf_to_FwdRate_V1D_Q_SR_Vec
IRdf_to_FwdRate_V1D_Interp
IRdf_To_Zero_V1D
IRYTM_to_Df_V1D
IRTotalReturnStd
IRNextCoupon_df
IRNextdf_Coupon
IRNextdf_CouponBootStrap
IRNextdf_CouponBootStrapInterpNCF
IRNextdf_Cash_BootStrapInterp
IRNextdf_CouponBootStrapInterp
IRNextdf_CouponGW
IRSwapRateDf_ParSimple
IRSwapRateDf_ParSimpleVec

3 ARTLibXLCore: SundryFunctions

ARTUtil_RangeStatsNames
ARTUtil_RangeStats
ARTUtil_RangeStatsSub
ARTUtil_AreaStatsNames
ARTUtil_AreasStats
ARTUtil_AreasStatsSub
ARTUtil_CellsToVarArray
ARTUtil_CellsToVariant
ARTUtil_CellsToRange
ARTVBA_AssignVariantToLocal1DBoolean
ARTVBA_AssignVariantToLocal1DLong
ARTVBA_AssignVariantToLocal1DDouble
ARTVBA_AssignRangeToVariant1D
ARTVBA_AssignRangeToVariant2DXXX
ARTVBA_AssignRangeToVariant2D
ARTVBA_AssignRangeToLocal1DDouble
ARTVBA_AssignVariantToLocal2DDouble
ARTVBA_AssignVariantToLocal3DDouble
ARTVBA_AssignLocal1DDoubleToVariant
ARTVBA_CalcRegion
ARTVBA_CopyExact
ARTVBA_PasteExact
ARTVBA_PasteExactUndo
ARTVBA_CalcActiveSheet
ARTVBA_CalcActiveSheet_Timing
ARTVBAVariantUBound1D
ARTReplaceJulWithXLSerial_Frm_sub
ARTUtilChange2dd_mmm_yy_Frmt
ARTUtilChange2_bps_Frmt
ARTUtilChange2_Num_Frmt
ARTUtil_Define_Local_NameRange
ARTUtil_IsMissingOrIsEmpty
ARTUtil_Indirect
ARTUtil_CheckLinks_Show
ARTUtil_NumDimVarArr
ARTUtil_ArrayType
ARTUtil_IsArrayEmpty
ARTUtil_RemoveVBAComments

4 ARTLibXLCore: ArrayFunctions

ArrayCountTrue1D
ArrayDelDup
ArrayBlendIndexSort2D
ArrayReduceMask2D
ArrayCompressMask1D_Int
ArrayCompressIndex1D_Int
ArrayDelDup1D_Srtd_Int

5 ARTLibXLCore: OptionsFunctions

OptBasicOpt_PAndR_Names
OptDisplay_Results_Simple_Var
OptDisplay_Results_Sub
OptBasicOptionsYFs
Opt_Standard_PAndR
Opt_SwaptionBasicYFs
Opt_SwaptionBasic_PAndR
Opt_SwaptionSimple_PAndR
Opt_CapSimple_PAndR
Opt_CapStandard_PAndR

6 ARTLibXLCore: FittingFunctions

Interp_FitType_Names
InterpFromSearch_dfSet
InterpFromSearch
InterpCubicSpline_Std

7 ARTLibXLCoreStatsFunctions

StatsBasic1D

 

 

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**** Note: this segment is under review, and the final edition of splitting structuring functions between the Core module and the Adv Trader module is yet to be determined.

*** SMP: Symmetric Multi-Processor ready code means that it can immediately take advantage of multiple CPU's on the client PC.   In many cases there is near linear scaling with number of CPU's, e.g. 2 CPU's implies nearly twice the speed of execution.  There are various limits on the total number of CPU's used during the calculations that limited by the version of the module and the client's requirements.  The full benifits of vector/parallel processing require the Adv Trader module.

**Pr/rO  is also included as part of the ARTPr/rO advisory service.

* Shipping is extra.

+ As it becomes available.

++ Plus applicable taxes etc.

 

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Last modified: July 25, 2011