数据预处理 -凯发官方首页
金融市场的日期和货币数据
在运行分析之前,数据的表示形式和质量至关重要。通常需要将金融数据的格式转换为标准格式。此工具箱提供了一组工具来整理和转换金融数据以进行分析。
函数
日期时间分量格式
(不推荐;请改用 datetime )当前日期时间作为日期序列值 | |
indices of dates in matrix | |
将日期时间转换为分量向量 | |
表示时间点的数组 | |
年中的天数 |
日期转换
time and frequency from dates | |
display date entries | |
(不推荐;请改用 datetime 或 duration )将日期和时间转换为日期序列值 | |
(不推荐;请改用 string 或 char )将日期和时间转换为字符串格式 | |
dates from time and frequency | |
graphical calendar |
工作日
next or previous business day | |
business days for given period | |
date of day in future or past month | |
date of future or past workday | |
number of business days between dates | |
基于一年 360 天的日期之间的天数 | |
days between dates based on 360-day year (european) | |
days between dates based on 360-day year (international swap dealer association (isda) compliant) | |
days between dates based on 360-day year (public securities association (psa) compliant) | |
基于一年 365 天的日期之间的天数 | |
日期之间的实际天数 | |
date away from starting date for any day-count basis | |
days between dates for any for any day-count basis | |
first business date of month | |
true for dates that are business days | |
last business date of month | |
find third wednesday of month | |
number of working days between dates | |
计算日期之间的天数占全年的比例 |
交易日历
create trading calendars | |
holidays and nontrading days | |
new york stock exchange closures from 1885 to 2070 | |
add business calendar awareness to timetables |
息票债券日期
应计天数占付息周期的比例 | |
coupon payments remaining until maturity | |
next coupon date for fixed-income security | |
next quasi-coupon date for fixed-income security | |
previous quasi-coupon date for fixed-income security | |
previous coupon date for fixed-income security | |
number of days to next coupon date | |
number of days since previous coupon date | |
number of days in coupon period |
货币和价格转换
decimal currency values to fractional values | |
银行格式文本 | |
decimal to thirty-second quotation | |
fractional currency value to decimal value | |
thirty-second quotation to decimal |
主题
处理和转换日期字符向量和日期序列值、节假日和现金流日期。
using the trading calendars user interface to manage holidays.
using
uicalendar
to manage dates.
相关信息
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