Slides notes about the new dates, holidays and calendar functionality introduced in NumXL Pro 1.56 (code - ZEBRA).
http://www.spiderfinancial.com/support/blog/numxl/2012/numxl-156-zebra
2. NumXL 1.56 (ZEBRA)
New Functions
Weekends – Western and international weekend
conventions.
Holidays – U.S. and non-U.S. based holidays
Calendars – Public/government and bank holidays
calendars.
Date – e.g. NxNWKDY, etc.
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3. Weekend Support
Define days of the week that are weekends
Weekend number and weekend string (7-characters)
notations (Excel 2010).
Long-weekend support – discovery, duration and
proximity from next/last.
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4. Holidays
Include public and bank holidays for:
United States (USA)
Saudi Arabia (SAR)
European union Countries (EUC),
Great Britain (GBR)
Switzerland (CHE)
Japan (JPN)
Australia (AUS)
New Zealand (NZL)
Canada (CAN)
Israel (ISR)
4
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5. Holidays - Contd
New Holidays functions – Given a list of holidays
(codes)
NxIsHoliday – examines the date if it falls on a holiday
NxHolidays – returns a list of supported holidays
NxFindHLDY – returns the holiday name for a given date
NxHLDYDates - returns holiday dates between two dates
NxHLDYDate – returns next/last holiday date.
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6. Holidays Sources
References
U.S. – U.S. government federal holidays -
www.opm.gov/operating_status_schedules/fedhol/2012.asp
Time and Date website –
www.timeanddate.com/holidays
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7. Holidays Calendar
A calendar is a collection of a holidays and a weekend definition.
The country ISO code is used for public calendars
The currency ISO code is used for bank calendars.
Supported holidays
USA – public (US) and bank (USD)
CAN – bank (CAD)
Switzerland –bank (CHF)
Australia –bank (AUD)
European Union – bank (EUR)
Britain –bank (GBP)
Israel –Bank (ILS)
Japan –bank (JPY)
New Zealand –bank (NZD)
Saudi Arabia – public (SAU)
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8. Date Functions
Built-in support for weekend, holidays and
calendars:
NxAdjust – Move date to next working day using
a Business day convention (DBC).
NxNWKDY – Get the date for nth weekday (e.g.
3rd Friday) in a month.
NxNetWorkdays – number of workday between
two dates
NxEDate – calculate date that falls after a given
period (e.g. O/N, 3d, -2Weeks, 1-Quarter, etc.)
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9. Q&A
What happens now to CalXL?
CalXL is no longer planned as a separate product. We’ve moved the
majority of CalXL functions to NumXL 1.56, and we plan to move the
remaining ones in future releases.
Why?
From our users’ perspective, they need holidays functionality to
examine/adjust for holiday/trading days bias in the analysis.
From our perspective, merging the two together saves us time and
resources and makes our product more valuable to our users.
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10. Q&A – Cont’d
What’s to come next?
With respect to Date and Calendar functions:
1. New holidays and calendar definitions
2. Support for economics data events (e.g. employment numbers, etc.)
How can I help?
Let us know what you would like to see in NumXL future releases.
www.spiderfinancial.com/forums OR support@spiderfinancial.com
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NumXL 1.56 (ZEBRA – release name).This release is aimed on moving the date and calendar functionality from CalXL to NumXL.
In sum, we have added support for the following:International weekend – The user can specify which day(s) of the weeks corresponds to weekendHolidays – we have added public holidays (notation, historicals and rules for applying when no record is found)Calendar – defining a calendar as a collection of holidays and a weekends convention simplifies the use of holiday and date functions.Date – these are similar to Excel function except they work with holidays and calendars defined earlier.
For weekend, we have added support for International weekend; such that user can specify which day(s) of the weeks corresponds to weekend.Furthermore, using the holidays or a calendar, we can distinguish and predict short/long weekends. The notion of short/long weekend is a phenomena that traders check for.
Fore Holiday, we have defined the public holidays for 10 major countries. A holiday is typically prefixed by the country ISO code (e.g. USA, GBR, etc.)
We also added several functions to query the supported holidays and calculate the holiday date(s) that precedes, succeeds or falls between a date range.
For holidays historical occurrences, we have used public sources. If you know of another one, please send it our way.
A calendar is a mechanism to collect logically a number of holidays under a single code/name, such that user can pass the calendar code instead of the holidays codes/date in any function.For this release, we have defined the public and bank holidays for major countries and currencies.
The date functions take full advantage of the weekend, holiday and calendar functions. They implement functions that we often face in our calendar analysis.