functions for defining a calendar (holiday and weekend-conventions) for use in calendar and business date calculations. More...

Topics
	Country's Calendar functions
	A set of functions for exploring country-based calendar for use in calendar and business date calculations.

	Currency's Calendar functions
	A set of functions for exploring currency-based (aka., Bank) calendar for use in calendar and business date calculations.

	FX currency pair functions
	functions for exploring pre-defined FX currency-pair (combined) calendar for use in calendar and business date calculations.

Functions
int __stdcall	SFDB_ISVALIDCALCODE (LPCTSTR argCode)
	Examine the given code whether it is a country, currency, or a built-in calendar.

int __stdcall	SFDB_CALNAME (LPCTSTR argCode, LPTSTR retVal, size_t *nLen)
	returns the calendar name for given calendar code,

int __stdcall	SFDB_CALENDARS (LPCTSTR argName, LPTSTR retVal, size_t *nLen, LPWORD nNumber)
	Return an array of names and codes for the supported calendars.

int __stdcall	SFDB_CALHLDYS (LPCTSTR argCalCode, LPTSTR retVal, size_t *nLen, LPWORD nNumber)
	Return an array of the holidays' names and codes as defined for the given calendar.

int __stdcall	SFDB_CALWKND (LPCTSTR argCalCode, LPWORD nWKNDNo)
	Return the weekend number associated with the given calendar.

Detailed Description

For financial time analysis, a calendar is a list of observed holidays and a weekend-day convention.

As of NumXL 1.56 (Zebra), the following calendars are supported:

country

United States (USA)

Code

Description

Holiday

USA

US Federal Government Holidays

NYD

MLK

PRS

MEM

IND

LAB

COL

VET

THK

CHR

GDF

USD

US Bank holidays calendar

NYD

MLK

PRS

MEM

IND

LAB

COL

VET

THK

CHR

Canada (CAN)

Code

Description

Holiday

CAD

Canada Bank calendar

CAN-NYD

CAN-GDF

CAN-VICTORIA

CAN-CANADA

CAN-CIVIC

CAN-LABOR

CAN-THK

CAN-REM

CAN-CHR

CAN-BOX

European Union (EUC)

Code

Description

Holiday

EUR

European Union Bank calendar

EUC-CHR

EUC-BOX

EUC-MAY

EUC-GDF

EUC-EAST

EUC-NYD

Switzerland (CHE)

Code

Description

Holiday

CHF

Switzerland Bank calendar

CHE-BERCH

CHE-NYD

CHE-GDF

CHE-EAST

CHE-ANS

CHE-WHIT

CHE-NATIONAL

CHE-STEPHEN

CHE-CHR

Japan (JPN)

Code

Description

Holiday

JPY

Japan Bank calendar

JPN-NYD

JPN-NYD2

JPN-NYD3

JPN-AGE

JPN-FOUND

JPN-EQUINOX

JPN-SHOWA

JPN-MEM

JPN-GREEN

JPN-CHILD

JPN-SEA

JPN-RESPECT

JPN-AUTEQUNOX

JPN-SPORT

JPN-CULTURE

JPN-LAB

JPN-EMPR

JPN-DEC31

Australia (AUS)

Code

Description

Holiday

AUD

Australia Bank calendar

AUS-NYD

AUS-NATION

AUS-GDF

AUS-EAST

AUS-ANZAC

AUS-MISC

AUS-QUEEN

AUS-NSWHALES

AUS-LAB

AUS-BOX

AUS-CHR

AUS-CHRBOX

New Zealand (NZL)

Code

Description

Holiday

NZD

New Zealad Bank calendar

NZL-NYD

NZL-NYD2

NZL-WAIT

NZL-EAST

NZL-ANZAC

NZL-QUEEN

NZL-LAB

NZL-CHR

NZL-BOX

Saudi Arabia (SAU)

Code

Description

Holiday

SAU

Saudi Arabia public calendar

SAU-NATION

SAU-FITER

SAU-ADHA

Israel (ISR)

Code

Description

Holiday

ISR

Israel public Holidays

ISR-PURIM

ISR-PESACHI

ISR-PESACHVII

ISR-HOLO

ISR-IND

ISR-PENT

ISR-TISHA

ISR-ROSH

ISR-KIPPUR

ISR-SUKKOT

Remarks

As of NumXL 1.56 (Zebra), a calendar (code) can be used in place of holiday date(s) or holiday code(s)
The public (i.e., government) calendar code of any country is the 3-character ISO code of the country (e.g., USA, GBR, NZL, CHE, etc.)
The bank holiday calendar code is the 3-character ISO/SWIFT code of the currency (e.g., USD, GBP, NZD, CHF, etc.)

References

Hans-Peter Deutsch, Derivatives and Internal Models, Palgrave Macmillan (2002), ISBN 0333977068

Related Links

Wikipedia - Calendar

Wikipedia - Calendarical calculations

Function Documentation

◆ SFDB_CALENDARS()

int __stdcall SFDB_CALENDARS	(	LPCTSTR	argName,
		LPTSTR	retVal,
		size_t *	nLen,
		LPWORD	nNumber )

Return an array of names and codes for the supported calendars.

Parameters

[in]	argName	(Required) the name or prefix of the calendar name. If missing, all supported calendars will be returned.
[out]	retVal	(Optional) The buffer that will receive the comma-separated calendar codes
[in,out]	nLen	(Required) The maximum number of characters to copy to the buffer.
[out]	nNumber	(Required) the number of matching calendars

Returns: status code of the function call: zero = success, positive = success with a warning, and negative = error occurred.

Return values

NDK_SUCCESS	success
NDK_INVALID_ARG	failed (see remarks)
NDK_LENGTH_ERROR	failed (see remarks)
NDK_FAILED	failed

Remarks

The list of calendar definitions can be found here.
If the calendar module has not been initialized, the function will fail and return NDK_FAILED as the return code.
The function is available in the lite (free) version without any restrictions.
If the value of argCode is NULL or empty string, the function will fail and return NDK_INVALID_ARG as error code.
If the value of nLen and nNumber are both NULL, the function will fail and return NDK_INVALID_ARG as error code.
If retVal is NULL, the function returns NDK_SUCCESS and stores the required size of the data, in characters, in the variable pointed to by nLen. This enables an application to determine the best way to allocate a buffer for the value's data.
If the value of the retVal is not NULL, but the buffer size (specififed by *nLen) is smaller than needed, the function will fail and return NDK_LENGTH_ERROR as error code.

Requirements

Requirement	Value
Target Platform	Windows
Header	SFDBM.h (include Windows.h)
Library	SFDBM.lib
DLL	SFDBM.dll SFLUC.dll SFLOG.dll

Since: v1.56

See also

SFDB_ISVALIDCALCODE
SFDB_CALNAME
SFDB_CALHLDYS
SFDB_CALWKND

◆ SFDB_CALHLDYS()

int __stdcall SFDB_CALHLDYS	(	LPCTSTR	argCalCode,
		LPTSTR	retVal,
		size_t *	nLen,
		LPWORD	nNumber )

Returns an array of the holidays' names and codes as defined for the given calendar.

Parameters

[in]	argCalCode	(Required) the calendar code (e.g. US, NYSE, CBT), name or alias. If missing, the US Government calendar is used.
[out]	retVal	(Optional) the buffer that will receive the comma-separated holidays codes
[in,out]	nLen	(Required) The maximum number of characters to copy to the buffer.
[out]	nNumber	(Required) the number of holidays returned.

Returns: status code of the function call: zero = success, positive = success with a warning, and negative = error occurred.

Return values

NDK_SUCCESS	success
NDK_INVALID_ARG	failed (see remarks)
NDK_LENGTH_ERROR	failed (see remarks)
NDK_FAILED	failed

Remarks

The list of calendar definitions can be found here.
If the calendar module has not been initialized, the function will fail and return NDK_FAILED as the return code.
The function is available in the lite (free) version without any restrictions.
If the value of argCalCode is NULL or empty string, the function will fail and return NDK_INVALID_ARG as error code.
If the value of nLen and nNumber are both NULL, the function will fail and return NDK_INVALID_ARG as error code.
If retVal is NULL, the function returns NDK_SUCCESS and stores the required size of the data, in characters, in the variable pointed to by nLen. This enables an application to determine the best way to allocate a buffer for the value's data.
If the value of the retVal is not NULL, but the buffer size (specififed by *nLen) is smaller than needed, the function will fail and return NDK_LENGTH_ERROR as error code.

Requirements

Requirement	Value
Target Platform	Windows
Header	SFDBM.h (include Windows.h)
Library	SFDBM.lib
DLL	SFDBM.dll SFLUC.dll SFLOG.dll

Since: v1.56

See also

SFDB_ISVALIDCALCODE
SFDB_CALNAME
SFDB_CALENDARS
SFDB_CALWKND

◆ SFDB_CALNAME()

int __stdcall SFDB_CALNAME	(	LPCTSTR	argCode,
		LPTSTR	retVal,
		size_t *	nLen )

Returns the calendar name and description, given the calendar's short code (e.g., "US" will return "US Government Holidays").

Parameters

[in]	argCode	(Required) the calendar short code.
[out]	retVal	(Optional) The buffer that will receive the calendar name
[in,out]	nLen	(Required) The maximum number of characters to copy to the buffer.

Returns: status code of the function call: zero = success, positive = success with a warning, and negative = error occurred.

Return values

NDK_SUCCESS	success
NDK_INVALID_ARG	failed (see remarks)
NDK_INVALID_VALUE	failed (see remarks)
NDK_FAILED	failed

Remarks

The list of calendar definitions can be found here.
If the calendar module has not been initialized, the function will fail and return NDK_FAILED as the return code.
The function is available in the lite (free) version without any restrictions.
If the value of argCode is NULL or empty string, the function will fail and return NDK_INVALID_ARG as error code.
If the value of nLen is NULL, the function will fail and return NDK_INVALID_ARG as error code.
If retVal is NULL, the function returns NDK_SUCCESS and stores the required size of the data, in characters, in the variable pointed to by nLen. This enables an application to determine the best way to allocate a buffer for the value's data.
If the value of the retVal is not NULL, but the buffer size (specififed by *nLen) is smaller than needed, the function will fail and return NDK_LENGTH_ERROR as error code.

Requirements

Requirement	Value
Target Platform	Windows
Header	SFDBM.h (include Windows.h)
Library	SFDBM.lib
DLL	SFDBM.dll SFLUC.dll SFLOG.dll

Since: v1.56

See also

SFDB_ISVALIDCALCODE
SFDB_CALENDARS
SFDB_CALHLDYS
SFDB_CALWKND

◆ SFDB_CALWKND()

int __stdcall SFDB_CALWKND	(	LPCTSTR	argCalCode,
		LPWORD	nWKNDNo )

Returns the weekend number associated with the given calendar

Parameters

[in]	argCalCode	(Required) the calendar code (e.g. US, NYSE, CBT), name or alias. If missing, the US Government calendar is used.
[out]	nWKNDNo	(Required) the weekend number (1-7, 11-17).

Returns: status code of the function call: zero = success, positive = success with a warning, and negative = error occurred.

Return values

NDK_SUCCESS	success
NDK_INVALID_ARG	failed (see remarks)
NDK_INVALID_VALUE	failed (see remarks)
NDK_FAILED	failed

Remarks

The list of calendar definitions can be found here.
If the calendar module has not been initialized, the function will fail and return NDK_FAILED as the return code.
The function is available in the lite (free) version without any restrictions.
If the value of argCalCode is NULL or empty string, the function will fail and return NDK_INVALID_ARG as error code.
If the value of nWKNDNo is NULL, the function will fail and return NDK_INVALID_ARG as error code.

Requirements

Requirement	Value
Target Platform	Windows
Header	SFDBM.h (include Windows.h)
Library	SFDBM.lib
DLL	SFDBM.dll SFLUC.dll SFLOG.dll

Since: v1.56

See also

SFDB_ISVALIDCALCODE
SFDB_CALNAME
SFDB_CALENDARS
SFDB_CALHLDYS

◆ SFDB_ISVALIDCALCODE()

int __stdcall SFDB_ISVALIDCALCODE ( LPCTSTR argCode )

examine the given code whether it is a country, currency, or a built-in calendar.

Parameters

[in] argCode (Required) the given calendar code.

Returns: status code of the function call: NDK_TRUE, NDK_FALSE, and negative = error occurred.

Return values

NDK_TRUE	success (TRUE)
NDK_FALSE	success (FALSE)
NDK_INVALID_ARG	failed (see remarks)
NDK_INVALID_VALUE	failed (see remarks)
NDK_FAILED	failed

Remarks

The list of calendar definitions can be found here.
If the calendar module has not been initialized, the function will fail and return NDK_FAILED as the return code.
The function is available in the lite (free) version without any restrictions.
If the value of argCode is NULL or empty string, the function will fail and return NDK_INVALID_ARG as error code.

Requirements

Requirement	Value
Target Platform	Windows
Header	SFDBM.h (include Windows.h)
Library	SFDBM.lib
DLL	SFDBM.dll SFLUC.dll SFLOG.dll

Since: v1.56

See also

SFDB_CALNAME
SFDB_CALENDARS
SFDB_CALHLDYS
SFDB_CALWKND

Topics

Functions

Detailed Description

Function Documentation

◆ SFDB_CALENDARS()

◆ SFDB_CALHLDYS()

◆ SFDB_CALNAME()

◆ SFDB_CALWKND()

◆ SFDB_ISVALIDCALCODE()