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All Functions

This document provides a comprehensive reference for all built-in functions available in OpenDataDSL.

abs(data)

Category: Numeric

Description: Absolute value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


acos(data)

Category: Numeric

Description: Returns the arc cosine of a value; the returned angle is in the range 0.0 through pi

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


AIAgent()

Category: Construction

Description: Creates a new AI Agent

Parameters:

Returns: AIAgent


AIAssistant()

Category: Construction

Description: Creates a new AI Assistant

Parameters:

Returns: AIAssistant


AITool()

Category: Construction

Description: Creates a new AI Tool

Parameters:

Returns: AITool


Alert(name)

Category: Construction

Description: Creates a new Alert

Parameters:

  • name (String) - The alert name

Returns: Alert


AlertRecord(name, type)

Category: Construction

Description: Creates a new Alert Record

Parameters:

  • name (String) - The alert name
  • type (String) - The alert type

Returns: AlertRecord


AnnualCalendar()

Category: Construction

Description: Creates a new Annual Calendar

Parameters:

Returns: Calendar


ApprovalGroup()

Category: Construction

Description: Creates a new curve approval group

Parameters:

Returns: ApprovalGroup


asDays(contract)

Category: Curve

Description: Splits a Contract into day contracts

Parameters:

  • contract (Contract) - The input contract to split into days

Returns: Contracts


asHours(contract, timezone)

Category: Curve

Description: Splits a Contract into hourly contracts

Parameters:

  • contract (Contract) - The input contract to split into hours
  • timezone (Contract) - The timezone to use

Returns: Contracts


asHours(contract)

Category: Curve

Description: Splits a Contract into hourly contracts

Parameters:

  • contract (Contract) - The input contract to split into hours

Returns: Contracts


asin(data)

Category: Numeric

Description: Returns the arc sine of a value; the returned angle is in the range -pi/2 through pi/2

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


asMonths(contract)

Category: Curve

Description: Splits a Contract into month contracts - usually used with Quarters, Seasons or Cals

Parameters:

  • contract (Contract) - The input contract to split into months

Returns: Contracts


assertEquals(expected, value, message)

Category: Testing

Description: A test to check if 2 variables or values are equal

Parameters:

  • expected (Any) - The value you want to test against
  • value (Any) - The value to test
  • message (String) - The message to display if this test fails

Returns: Void


assertEquals(expected, value)

Category: Testing

Description: A test to check if 2 variables or values are equal

Parameters:

  • expected (Any) - The value you want to test against
  • value (Any) - The value to test

Returns: Void


assertFalse(value)

Category: Testing

Description: A test to check if an expression is false

Parameters:

  • value (Boolean) - The value to test

Returns: Void


assertFalse(value, message)

Category: Testing

Description: A test to check if an expression is false

Parameters:

  • value (Boolean) - The value to test
  • message (String) - The message to display if this test fails

Returns: Void


assertHasProperty(var, property)

Category: Testing

Description: A test to check if a variable has a specific named property

Parameters:

  • var (Any) - The variable to test
  • property (String) - The expected property name

Returns: Void


assertNoProperty(var, property)

Category: Testing

Description: A test to check if a variable doesn't have a specific named property

Parameters:

  • var (Any) - The variable to test
  • property (String) - The expected property name

Returns: Void


assertNull(object)

Category: Testing

Description: A test to check if object is null

Parameters:

  • object (Any) - The value you want to test for null

Returns: Void


assertTrue(value)

Category: Testing

Description: A test to check if an expression is true

Parameters:

  • value (Boolean) - The value to test

Returns: Void


assertTrue(value, message)

Category: Testing

Description: A test to check if an expression is true

Parameters:

  • value (Boolean) - The value to test
  • message (String) - The message to display if this test fails

Returns: Void


assertType(var, type)

Category: Testing

Description: A test to check if a variable is of a certain type

Parameters:

  • var (Any) - The variable to test
  • type (String) - The expected type of the variable

Returns: Void


asStrips(input)

Category: Curve

Description: Creates an arbitrage free curve comprised of calendar year strips

Parameters:

  • input (Curve) - The input curve to create the strips from

Returns: Curve

Works with: curve


atan(data)

Category: Numeric

Description: Returns the arc tangent of a value; the returned angle is in the range -pi/2 through pi/2

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


atan2(y, x)

Category: Numeric

Description: Returns the angle theta from the conversion of rectangular coordinates (x, y) to polar coordinates (r, theta)

Parameters:

  • y (Number, List, TimeSeries or Curve) - The y coordinate
  • x (Number) - The x coordinate

Returns: Number

Works with: curve timeseries scalar list


AutomationBuilder(service, source, key)

Category: Construction

Description: Creates a new OpenDataDSL automation using a builder

Parameters:

  • service (String) - The name of the service you want to use for this automation
  • source (String) - The source of the item or null for no source
  • key (String) - The key of the item to use for this automation

Returns: Automation


AutomationBuilder(service, source)

Category: Construction

Description: Creates a new OpenDataDSL automation using a builder

Parameters:

  • service (String) - The name of the service you want to use for this automation
  • source (String) - The source of the item or null for no source

Returns: Automation


AutomationTarget()

Category: Construction

Description: Creates a new OpenDataDSL automation target

Parameters:

Returns: AutomationTarget


Batch()

Category: Construction

Description: Creates a batch to be sent to a message queue

Parameters:

Returns: Batch


blackScholesCall(F, K, sigma, T)

Category: Options

Description: Calculate the (undiscounted) Black option price for a call option

Parameters:

  • F (Double) - The underlying futures price
  • K (Double) - The strike price
  • sigma (Double) - The annualized standard deviation, or volatility
  • T (Double) - The time-to-expiration in years

Returns: Double


blackScholesPut(F, K, sigma, T)

Category: Options

Description: Calculate the (undiscounted) Black option price for a put option

Parameters:

  • F (Double) - The underlying futures price
  • K (Double) - The strike price
  • sigma (Double) - The annualized standard deviation, or volatility
  • T (Double) - The time-to-expiration in years

Returns: Double


BlockCalendar(holiday, observed, start, end)

Category: Construction

Description: Creates a new Block Calendar

Parameters:

  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded (null = Daily)
  • observed (Calendar) - The intraday calendar which determines the frequency of the observations (null = Hourly)
  • start (Numeric) - The start of the start hour of the block (0 - 23)
  • end (Numeric) - The start of the end hour of the block (0 - 23)

Returns: Calendar


BlockCalendar(holiday, observed, start, end, timezone)

Category: Construction

Description: Creates a new Block Calendar

Parameters:

  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded (null = Daily)
  • observed (Calendar) - The intraday calendar which determines the frequency of the observations (null = Hourly)
  • start (Numeric) - The start of the start hour of the block (0 - 23)
  • end (Numeric) - The start of the end hour of the block (0 - 23)
  • timezone (String) - The timezone for this block calendar

Returns: Calendar


bootstrapCurve(input)

Category: Curve

Description: Creates an arbitrage free monthly curve from the input curve

Parameters:

  • input (Curve) - The input curve to bootstrap

Returns: Curve

Works with: curve


BuildGroup()

Category: Construction

Description: Creates a new curve build group

Parameters:

Returns: BuildGroup


BusinessCalendar()

Category: Construction

Description: Creates a new Business (Monday to Friday) Calendar

Parameters:

Returns: Calendar


Calendar(code)

Category: Construction

Description: Creates a new Calendar

Parameters:

  • code (String) - The code for the calendar, e.g. DAILY

Returns: Calendar


capitalise(str)

Category: Strings

Description: Returns a Capitalised string.

Parameters:

  • str (String) - The string to capitalise

Returns: String


capitaliseFully(str)

Category: Strings

Description: Returns a Capitalised string of all the words.

Parameters:

  • str (String) - The string to capitalise

Returns: String


cave(data, calendar)

Category: TimeSeries

Description: The cumulative average of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number


cave(data)

Category: TimeSeries

Description: The cumulative average of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number


cbrt(data)

Category: Numeric

Description: Returns the cube root of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


clean(str)

Category: Strings

Description: Creates a valid variable name from the input string - spaces converted to underscores and invalid characters removed

Parameters:

  • str (String) - The string to clean

Returns: String


clone(var)

Category: General

Description: Creates a new copy of a variable

Parameters:

  • var (Any Var) - The value to create a copy of

Returns: Same type as input


cmax(data, calendar)

Category: TimeSeries

Description: The cumulative maximum of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number


cmax(data)

Category: TimeSeries

Description: The cumulative maximum of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number


cmin(data)

Category: TimeSeries

Description: The cumulative minimum of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number


cmin(data, calendar)

Category: TimeSeries

Description: The cumulative minimum of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number


combine(base, other, replace)

Category: Curve

Description: Combines 2 curves into 1 - uses the date and expiry calendar from the base

Parameters:

  • base (Curve) - The base curve
  • other (Curve) - The curve to combine the base with
  • replace (Boolean) - If true, matching tenors from the base are overwritten; if false, only new tenors in other are added to the base

Returns: Curve

Works with: curve


CombinedHolidayCalendar(cal1, cal2)

Category: Construction

Description: Creates a new Combined Holiday Calendar using the 2 passed in Holiday Calendars

Parameters:

  • cal1 (Calendar or calendar code) - The first holiday calendar to use
  • cal2 (Calendar or calendar code) - The second holiday calendar to use

Returns: Calendar


CombinedHolidayCalendar()

Category: Construction

Description: Creates a new Combined Holiday Calendar

Parameters:

Returns: Calendar


compare(str1, str2)

Category: Strings

Description: Compares the contents of 2 non-null strings, returns true if they are the same

Parameters:

  • str1 (String) - The string to compare
  • str2 (String) - The string to compare to

Returns: Boolean


concatenate(str1, str2)

Category: Strings

Description: Joins 2 non-null strings together

Parameters:

  • str1 (String) - The left part of the string to concatenate
  • str2 (String) - The right part of the string to concatenate

Returns: String


contains(str1, str2)

Category: Strings

Description: Returns true if a string contains another string

Parameters:

  • str1 (String) - The string to search in
  • str2 (String) - The string to search for

Returns: Boolean


content()

Category: General

Description:

Parameters:

Returns:


Contract(ondate, tenor, value)

Category: Construction

Description: Creates a new Forward Contract

Parameters:

  • ondate (CurveDate) - The curve ondate for this contract
  • tenor (String) - The absolute or relative tenor for this contract
  • value (Number) - The value for this contract

Returns: Contract


Contract(ondate, tenor, value, absolute, start, end, expiry)

Category: Construction

Description: Creates a new Custom Forward Contract

Parameters:

  • ondate (CurveDate) - The curve ondate for this contract
  • tenor (String) - The absolute or relative tenor for this contract
  • value (Number) - The value for this contract
  • absolute (String) - The absolute tenor for this contract - uses tenor if null
  • start (Date) - The start of delivery date for this contract
  • end (Date) - The end of delivery date for this contract
  • expiry (Date) - The last trading date for this contract

Returns: Contract


Contract(ondate, tenor, value, start, end)

Category: Construction

Description: Creates a new Hybrid Forward Contract

Parameters:

  • ondate (CurveDate) - The curve ondate for this contract
  • tenor (String) - The absolute or relative tenor for this contract
  • value (Number) - The value for this contract
  • start (Date) - The start of delivery date for this contract
  • end (Date) - The end of delivery date for this contract

Returns: Contract


correlation(data)

Category: Matrix

Description: Create a Pearsons correlation matrix from the columns of a matrix.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (Matrix) - The input data to transform

Returns: Matrix


correlation(data, shift)

Category: Matrix

Description: Create a Pearsons correlation matrix from the columns of a matrix.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (Matrix) - The input data to transform
  • shift (Integer) - The number of days to shift the y-axis

Returns: Matrix


correlation(data)

Category: Matrix

Description: Create a Pearsons correlation matrix from a list of timeseries.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (A List of timeseries) - The input data to transform

Returns: Matrix


correlation(data, shift)

Category: Matrix

Description: Create a Pearsons correlation matrix from a list of timeseries.

PearsonsCorrelation computes correlations defined by the formula

cor(X, Y) = sum[(xi - E(X))(yi - E(Y))] / [(n - 1)s(X)s(Y)]

where E(X) and E(Y) are means of X and Y and s(X), s(Y) are standard deviations.

Parameters:

  • data (A List of timeseries) - The input data to transform
  • shift (Integer) - The number of days to shift the y-axis

Returns: Matrix


cos(data)

Category: Numeric

Description: Returns the trigonometric cosine of an angle

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


cosh(data)

Category: Numeric

Description: Returns the hyperbolic cosine of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


count(data)

Category: Statistics

Description: Gets the count of the values

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


covariance(data)

Category: Matrix

Description: Create a convariance matrix from a list of timeseries.

Unbiased covariances are given by the formula

cov(X, Y) = sum [(xi - E(X))(yi - E(Y))] / (n - 1) where E(X) is the mean of X and E(Y) is the mean of the Y values.

Parameters:

  • data (A List of timeseries) - The input data to transform

Returns: Matrix


covariance(data, biasCorrected)

Category: Matrix

Description: Create a convariance matrix from a list of timeseries.

Unbiased covariances are given by the formula

cov(X, Y) = sum [(xi - E(X))(yi - E(Y))] / (n - 1) where E(X) is the mean of X and E(Y) is the mean of the Y values. Non-bias-corrected estimates use n in place of n - 1. Whether or not covariances are bias-corrected is determined by the optional parameter, biasCorrected, which defaults to true.

Parameters:

  • data (A List of timeseries) - The input data to transform
  • biasCorrected (Boolean - optional) - True if the covariance is bias-corrected

Returns: Matrix


csum(data)

Category: TimeSeries

Description: The cumulative sum of all the values in the input Timeseries or List

Parameters:

  • data (TimeSeries or List) - The input data to perform the calculation on

Returns: Number


csum(data, calendar)

Category: TimeSeries

Description: The cumulative sum of all the values in the input Timeseries

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • calendar (Calendar) - The output calendar to return the results in

Returns: Number


currentEnv()

Category: Loader

Description:

Parameters:

Returns:


Curve(ondate)

Category: Construction

Description: Creates a new Curve

Parameters:

  • ondate (CurveDate) - The date index for this curve

Returns: Curve


CurveDate(date, calendar, timezone)

Category: Construction

Description: Creates a new Curve Date variable

Parameters:

  • date (Date) - The date as a string in ISO Date Time, ISO Date format or ODSL Period Code format
  • calendar (Calendar) - The expiry calendar
  • timezone (String) - The timezone for this Curve Ondate

Returns: CurveDate


CurveDate(date, calendar)

Category: Construction

Description: Creates a new Curve Date variable

Parameters:

  • date (Date) - The date as a string in ISO Date Time, ISO Date format or ODSL Period Code format
  • calendar (Calendar) - The expiry calendar

Returns: CurveDate


CurveSeries(calendar, ondate)

Category: Construction

Description: Creates a new Curve Series

Parameters:

  • calendar (Calendar) - The calendar for the timeseries of this curve timeseries
  • ondate (CurveDate) - The date index for this curve timeseries

Returns: CurveSeries


CurveSeries(calendar, ondate, start, data)

Category: Construction

Description: Creates a new Curve Series

Parameters:

  • calendar (Calendar) - The calendar for the timeseries of this curve timeseries
  • ondate (CurveDate) - The date index for this curve timeseries
  • start (VarDate) - Start index for curve timeseries
  • data (List) - All the values of this TimeSeries

Returns: CurveSeries


CurveSeries(calendar, ondate, data)

Category: Construction

Description: Creates a new Curve Series

Parameters:

  • calendar (Calendar) - The calendar for the timeseries of this curve timeseries
  • ondate (CurveDate) - The date index for this curve timeseries
  • data (List) - All the values of this TimeSeries

Returns: CurveSeries


DailyCalendar()

Category: Construction

Description: Creates a new Daily Calendar

Parameters:

Returns: Calendar


Date(date, format)

Category: Construction

Description: Creates a new Date variable

Parameters:

  • date (Scalar) - The date as a string
  • format (Scalar) - The format of the date, e.g. 'dd-MM-yyyy'

Returns: Date


Date(date)

Category: Construction

Description: Creates a new Date variable

Parameters:

  • date (Scalar) - The date as a string in ISO Date Time, ISO Date format or ODSL Period Code format

Returns: Date


Date()

Category: Construction

Description: Creates a new Date variable as the current date

Parameters:

Returns: Date


daylightSavings(date, timezone)

Category: Dates

Description: Checks a day to see if it is a daylight savings day

Parameters:

  • date (Date) - The Date to check for DST
  • timezone (String) - The timezone of the passed in date

Returns: 0 if false, -1 if it is the start day of DST, 1 if it is the end day of DST


diff(series)

Category: TimeSeries

Description: Returns a TimeSeries with the absolute change values from one observation to the next

Parameters:

  • series (TimeSeries) - The TimeSeries to calculate the differences from

Returns: TimeSeries


Documentation()

Category: Construction

Description: Creates a new default documentation configuration

Parameters:

Returns: Documentation


DocumentationLink(url, selector)

Category: Construction

Description: Creates a new documentation URL Link configuration

Parameters:

  • url (String) - The HTML URL of the documentation
  • selector (String) - The html selector to be used to select part of the HTML page

Returns: Documentation


DocumentationLink(url)

Category: Construction

Description: Creates a new documentation URL Link configuration

Parameters:

  • url (String) - The HTML URL of the documentation

Returns: Documentation


Duration(dur, calendar)

Category: Construction

Description: Creates a new Duration with a calendar

Parameters:

  • dur (String) - The code for the duration, e.g. 1D
  • calendar (Calendar or String) - The calendar to use for this duration

Returns: Duration


Duration(dur)

Category: Construction

Description: Creates a new Duration

Parameters:

  • dur (String) - The code for the duration, e.g. 1D

Returns: Duration


DynamicReport()

Category: Construction

Description: Creates a new dynamic report configuration

Parameters:

Returns: Report


element()

Category: General

Description:

Parameters:

Returns:


elementValues()

Category: General

Description:

Parameters:

Returns:


elementValuesIndexOf()

Category: General

Description:

Parameters:

Returns:


encodeBase64(content)

Category: Strings

Description: Encode Base64.

Parameters:

  • content (String) - The content to use

Returns: String


encodeURI(uri)

Category: Strings

Description: Encode URI.

Parameters:

  • uri (String) - The uri to use

Returns: String


endsWith(str, suffix)

Category: Strings

Description: Tests to see if the first string ends with the specified suffix. If either the string or the suffix are null, it returns false

Parameters:

  • str (String) - The string to check
  • suffix (String) - The suffix to check for

Returns: Boolean


equals(str1, str2)

Category: Strings

Description: Checks to see if 2 strings are the same

Parameters:

  • str1 (String) - The string to compare
  • str2 (String) - The string to compare to

Returns: Boolean


equals()

Category: Strings

Description:

Parameters:

Returns:


equalsIgnoreCase(str1, str2)

Category: Strings

Description: Checks to see if 2 strings are the same ignoring case

Parameters:

  • str1 (String) - The string to compare
  • str2 (String) - The string to compare to

Returns: Boolean


evaluate(var)

Category: General

Description: Evaluates a string expression and returns the result

Parameters:

  • var (String) - The string expression to evaluate

Returns: Any


Event(ondate, tenor)

Category: Construction

Description: Creates an event that can be added to an object

Parameters:

  • ondate (CurveDate) - The ondate for this event
  • tenor (String) - The tenor for this event

Returns: Event


Event(time)

Category: Construction

Description: Creates an event that can be added to an object

Parameters:

  • time (Date) - The observed time of this event

Returns: Event


EventCurve(eventlist, calendar, property, tenor)

Category: Construction

Description: Creates a new EventCurve

Parameters:

  • eventlist (String, EventSummary or Ref) - The eventlist to use to build this Curve
  • calendar (String) - The expiry calendar for this Curve
  • property (String) - The name of the property used as the value for this Curve
  • tenor (String) - The name of the property used as the tenor for the forward contract

Returns: EventCurve


EventTimeSeries(eventlist, property)

Category: Construction

Description: Creates a new Event TimeSeries using an EventList and the name of the property to use for the TimeSeries values

Parameters:

  • eventlist (String, EventSummary or Ref) - The eventlist to use to build this TimeSeries
  • property (String) - The name of the property used as the value for this TimeSeries, the property itself can either be a String or Numeric

Returns: EventTimeSeries


exp(data)

Category: Numeric

Description: Returns Euler's number e raised to the power of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


ExpiryCalendar(code)

Category: Construction

Description: Reads an expiry Calendar

Parameters:

  • code (String) - The code for the calendar, e.g. DAILY

Returns: ExpiryCalendar


ExpiryCalendar(holiday, delivery)

Category: Construction

Description: Creates a new expiry Calendar

Parameters:

  • holiday (Calendar or String) - The holiday or trading calendar to use with this expiry calendar. Can either be the name or a calendar or an actual calendar.
  • delivery (Calendar or String) - The delivery calendar to use with this expiry calendar. Can either be the name or a calendar or an actual calendar.

Returns: ExpiryCalendar


ExpiryCalendar(holiday)

Category: Construction

Description: Creates a new expiry Calendar

Parameters:

  • holiday (Calendar or String) - The holiday or trading calendar to use with this expiry calendar. Can either be the name or a calendar or an actual calendar.

Returns: ExpiryCalendar


ExportGroup()

Category: Construction

Description: Creates a new curve export group

Parameters:

Returns: ExportGroup


extendCurve(input, years)

Category: Curve Interpolation

Description: Extends a curve by taking the last period and extending out the required number of years

Parameters:

  • input (Curve) - The input curve to extend
  • years (Number) - The number of years to extend

Returns: Curve


Extension()

Category: Construction

Description: Creates a new OpenDataDSL extension

Parameters:

Returns: Extension


FeaturePolicy()

Category: Construction

Description: Creates a new feature policy

Parameters:

Returns: Policy


fill(input, method)

Category: Timeseries Interpolation

Description: Removes missing values by either filling them with values or removing them entirely

Parameters:

  • input (List or Timeseries) - The input data to fill, can either be a single timeseries or a list of timeseries
  • method (String) - The method to use, can be forward, backward, remove or linear

Returns: List or Timeseries


FinancialExpiryCalendar(code, holiday, cross, base, offset)

Category: Construction

Description: Creates a financial expiry Calendar

Parameters:

  • code (String) - The code for the calendar
  • holiday (String or Calendar) - The holiday calendar
  • cross (String or Calendar) - The cross currency calendar
  • base (String or Calendar) - The base calendar
  • offset (Int) - Offset to use (usually 0)

Returns: ExpiryCalendar


firstElement()

Category: General

Description:

Parameters:

Returns:


firstElementOf()

Category: Loader

Description:

Parameters:

Returns:


FixedReport()

Category: Construction

Description: Creates a new Fixed report configuration

Parameters:

Returns: Report


format(date, format)

Category: Dates

Description: Converts a date into a string using the specified format

Parameters:

  • date (Date) - The date to convert to a string
  • format (String) - The date format to use - see documentation

Returns: String


formatDateLocale()

Category: Loader

Description:

Parameters:

Returns:


formatDates()

Category: Loader

Description:

Parameters:

Returns:


formatDatesWithLocale()

Category: Loader

Description:

Parameters:

Returns:


formatHarvestDates()

Category: Loader

Description:

Parameters:

Returns:


formatInteger()

Category: Loader

Description:

Parameters:

Returns:


formatListValues()

Category: Loader

Description:

Parameters:

Returns:


formatNumericValues()

Category: Loader

Description:

Parameters:

Returns:


formatString(format, str)

Category: Strings

Description: Formats the string passed using the formatter.

Parameters:

  • format (String) - The format to use
  • str (String) - The string to format

Returns: String


formatValue()

Category: Loader

Description:

Parameters:

Returns:


formatValues()

Category: Loader

Description:

Parameters:

Returns:


forwardFillCurve(input)

Category: Curve Interpolation

Description: Fills any gaps by forward filling and missing periods

Parameters:

  • input (Curve) - The input curve to fill

Returns: Curve


geomean(data)

Category: Statistics

Description: Gets the geometric average value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


GeometryCollection()

Category: Geometry construction

Description: Creates a GeometryCollection geometry object

Parameters:

Returns: GeometryCollection


GeometryCollection()

Category: Geometry construction

Description: Creates an empty GeometryCollection geometry object

Parameters:

Returns: GeometryCollection


getDataset(dsid)

Category: Dataset Monitoring

Description: Gets the dataset information for the supplied dsid

Parameters:

  • dsid (String) - The full dataset id

Returns: Dataset


getDatasetDelivery(dsid, date)

Category: Dataset Monitoring

Description: Gets the dataset delivery information for the supplied date

Parameters:

  • dsid (String) - The full dataset id
  • date (String) - The date in the format yyyy-MM-dd

Returns: DatasetDelivery


GLSMultipleRegression(y, x, covariance)

Category: Statistics

Description: GLSMultipleLinearRegression provide least squares regression to fit the linear model

Parameters:

  • y (Matrix) - An [n,1] array representing the y sample
  • x (Matrix) - An [n,k] array representing the x sample
  • covariance (Matrix) - Array representing the covariance matrix

Returns: Object


Group()

Category: Construction

Description: Creates a new group

Parameters:

Returns: Group


HolidayCalendar()

Category: Construction

Description: Creates a new Holiday Calendar

Parameters:

Returns: Calendar


HourlyBlockCalendar(holiday, start, end)

Category: Construction

Description: Creates a new Hourly Block Calendar

Parameters:

  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded (null = Daily)
  • start (Numeric) - The start of the start hour of the block (0 - 23)
  • end (Numeric) - The start of the end hour of the block (0 - 23)

Returns: Calendar


HourlyBlockCalendar(holiday, start, end, timezone)

Category: Construction

Description: Creates a new Hourly Block Calendar

Parameters:

  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded (null = Daily)
  • start (Numeric) - The start of the start hour of the block (0 - 23)
  • end (Numeric) - The start of the end hour of the block (0 - 23)
  • timezone (String) - The timezone for this block calendar

Returns: Calendar


IdentityMatrix(size)

Category: Construction

Description: Creates a new identity matrix of the given size

Parameters:

  • size (Integer) - The size of the matrix

Returns: Matrix


Index()

Category: Construction

Description: Creates a new Database Index

Parameters:

Returns: Index


indexOf(str1, str2)

Category: Strings

Description: Returns a int value that is a indexOf of a string.

Parameters:

  • str1 (String) - The string which contains the char
  • str2 (String) - The string to find the indexOf value

Returns: int


initialiseList()

Category: Loader

Description:

Parameters:

Returns:


InsightReport()

Category: Construction

Description: Creates a new insight report configuration

Parameters:

Returns: Report


IntradayCalendar(period, holiday, withoutHours, timezone, useHolidays)

Category: Construction

Description: Creates a new Intraday Calendar

Parameters:

  • period (Duration) - The periodicity of this calendar, e.g. 1h for hourly
  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded
  • withoutHours (List) - A list of integers representing hours of the day to exclude from this calendar
  • timezone (String) - The timezone for this intraday calendar
  • useHolidays (Boolean) - True to include holiday days in the block, i.e. for off-peak calendars

Returns: Calendar


IntradayCalendar(period, holiday, withoutHours, timezone)

Category: Construction

Description: Creates a new Intraday Calendar

Parameters:

  • period (Duration) - The periodicity of this calendar, e.g. 1h for hourly
  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded
  • withoutHours (List) - A list of integers representing hours of the day to exclude from this calendar
  • timezone (String) - The timezone for this intraday calendar

Returns: Calendar


IntradayCalendar(period, holiday, withoutHours)

Category: Construction

Description: Creates a new Intraday Calendar

Parameters:

  • period (Duration) - The periodicity of this calendar, e.g. 1h for hourly
  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded
  • withoutHours (List) - A list of integers representing hours of the day to exclude from this calendar

Returns: Calendar


IntradayCalendar(period)

Category: Construction

Description: Creates a new Intraday Calendar

Parameters:

  • period (Duration) - The periodicity of this calendar, e.g. 1h for hourly

Returns: Calendar


IntradayCalendar(period, holiday)

Category: Construction

Description: Creates a new Intraday Calendar

Parameters:

  • period (Duration) - The periodicity of this calendar, e.g. 1h for hourly
  • holiday (Calendar) - The holiday calendar which determines the days that observations are recorded

Returns: Calendar


isDatasetComplete(dsid, date)

Category: Dataset Monitoring

Description: Checks to see if the supplied dataset is 100% complete for the supplied date

Parameters:

  • dsid (String) - The full dataset id to check
  • date (String) - The date in the format yyyy-MM-dd

Returns: Boolean


isNumber(str)

Category: Strings

Description: Returns true if a string is a Number

Parameters:

  • str (String) - The string to check for number

Returns: Boolean


ISODate(date)

Category: Construction

Description: Creates a new Date variable from the supplied ISO Date formatted string

Parameters:

  • date (Scalar) - The date as a string in ISO Date Time or ISO Date format

Returns: Date


json(var)

Category: Strings

Description: Converts the input variable of any type to a JSON formatted string

Parameters:

  • var (Any) - The variable to convert to a JSON format string

Returns: String


keys(obj)

Category: Introspection

Description: Returns the property names of an object

Parameters:

  • obj (Var) - The object variable to iterate through

Returns: List


kurtosis(data)

Category: Statistics

Description: Gets the kurtosis

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


lastElement()

Category: General

Description:

Parameters:

Returns:


lastElementOf()

Category: Loader

Description:

Parameters:

Returns:


lastIndexOf(str1, str2)

Category: Strings

Description: Returns a int value that is a last IndexOf of a string.

Parameters:

  • str1 (String) - The string which contains the char
  • str2 (String) - The string to find the lastIndexOf value

Returns: int


left(str, amount)

Category: Strings

Description: Creates a new string from the 'amount' leftmost characters of another string

Parameters:

  • str (String) - The string to extract the leftmost characters from
  • amount (Int) - The number of characters to extract

Returns: String


length(str)

Category: Strings

Description: Returns the length of the string

Parameters:

  • str (String) - The string to return the length of

Returns: Int


LineString()

Category: Geometry construction

Description: Creates a LineString geometry object

Parameters:

Returns: GeoSpatial


LineString()

Category: Geometry construction

Description: Creates a LineString geometry object with the supplied list of coordinates

Parameters:

Returns: GeoSpatial


Category: Construction

Description: Creates a link that can be added to an item

Parameters:

Returns: Reference


List()

Category: Construction

Description: Creates a new List

Parameters:

Returns: List


loadCalendars()

Category: General

Description: Loads all known public and private calendars into memory

Parameters:

Returns: Void


loadTypes()

Category: General

Description: Loads all known public and private types into memory

Parameters:

Returns: Void


log(data)

Category: Numeric

Description: Returns the natural logarithm (base e) of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


log10(data)

Category: Numeric

Description: Returns the base 10 logarithm of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


log1p(data)

Category: Numeric

Description: Returns the natural logarithm of the sum of the argument and 1

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


lower(str)

Category: Strings

Description: Returns a copy of the passed in string with all the characters converted to lower case

Parameters:

  • str (String) - The string to convert to lower case

Returns: String


matches()

Category: Loader

Description:

Parameters:

Returns:


Matrix(x, y)

Category: Construction

Description: Creates a new matrix

Parameters:

  • x (Number) - The number of rows
  • y (Number) - The number of columns

Returns: Matrix


Matrix(y, x, v)

Category: Construction

Description: Creates a new matrix, initialising all values to the provided value

Parameters:

  • y (Number) - The number of rows
  • x (Number) - The number of columns
  • v (Number) - The value to initialise the matrix with

Returns: Matrix


Matrix(labels)

Category: Construction

Description: Creates a new matrix from a list of labels

Parameters:

  • labels (List) - The labels to use

Returns: Matrix


Matrix(labels, v)

Category: Construction

Description: Creates a new matrix from a list of labels

Parameters:

  • labels (List) - The labels to use
  • v (Number) - The value to initialise the matrix with

Returns: Matrix


Matrix(labels)

Category: Construction

Description: Creates a new matrix from a list of labels

Parameters:

  • labels (List) - The labels to use

Returns: Matrix


Matrix(labels, v)

Category: Construction

Description: Creates a new matrix from a list of labels

Parameters:

  • labels (List) - The labels to use
  • v (Number) - The value to initialise the matrix with

Returns: Matrix


max(data)

Category: Statistics

Description: Gets the highest value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


mean(data)

Category: Statistics

Description: Gets the arithmetic average value

Parameters:

  • data (Curve, Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


Message()

Category: Construction

Description: Creates a new coded message

Parameters:

Returns: Message


methods(object)

Category: Introspection

Description: Returns the methods available for a given variable

Parameters:

  • object (Variable) - The object to inspect

Returns: List


metric(metric, calendar, observed, range, filter)

Category: Metrics

Description: Get a virtual metric timeseries

Parameters:

  • metric (String) - The metric id in the form provider/metric
  • calendar (String) - The id of the calendar to aggregate the metrics to
  • observed (String) - The aggregation method to use; one of summed,averaged,high,low,beginning,end
  • range (String) - The date range expression
  • filter (String) - A filter expression to filter the metrics

Returns: TimeSeries


metric(metric, calendar, observed, range)

Category: Metrics

Description: Get a virtual metric timeseries

Parameters:

  • metric (String) - The metric id in the form provider/metric
  • calendar (String) - The id of the calendar to aggregate the metrics to
  • observed (String) - The aggregation method to use; one of summed,averaged,high,low,beginning,end
  • range (String) - The date range expression

Returns: TimeSeries


metric(metric, properties, calendar, observed, range, filter)

Category: Metrics

Description: Get a virtual metric timeseries

Parameters:

  • metric (String) - The metric id in the form provider/metric
  • properties (Object) - An object of properties to pass to the metric
  • calendar (String) - The id of the calendar to aggregate the metrics to
  • observed (String) - The aggregation method to use; one of summed,averaged,high,low,beginning,end
  • range (String) - The date range expression
  • filter (String) - A filter expression to filter the metrics

Returns: TimeSeries


metric(metric)

Category: Metrics

Description: Get a virtual metric timeseries

Parameters:

  • metric (String) - The metric id in the form provider/metric

Returns: TimeSeries


MetricTimeSeries(provider, metric)

Category: Construction

Description: Creates a new Metric TimeSeries

Parameters:

  • provider (String) - The metric provider
  • metric (String) - The name of the metric

Returns: MetricTimeSeries


min(data)

Category: Statistics

Description: Gets the lowest value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


missing(series)

Category: Data Quality Validation

Description: Checks for unexpected missing values in a TimeSeries

Parameters:

  • series (TimeSeries) - The input TimeSeries to validate

Returns: TimeSeries


mod(data)

Category: Numeric

Description: Returns the floor modulus for the given x, y numbers

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


MonthlyCalendar(code, name, period)

Category: Construction

Description: Creates a new Monthly Calendar with a period specifier

Parameters:

  • code (String) - The code for this calendar
  • name (String) - The name of this calendar
  • period (Int) - The number of months each observation covers, has to be one of 1,2,3,4,6,12

Returns: Calendar


MonthlyCalendar()

Category: Construction

Description: Creates a new Monthly Calendar

Parameters:

Returns: Calendar


MultiLineString()

Category: Geometry construction

Description: Creates an empty MultiLineString geometry object

Parameters:

Returns: GeoSpatial


MultiLineString()

Category: Geometry construction

Description: Creates an empty MultiLineString geometry object

Parameters:

Returns: GeoSpatial


MultiPoint()

Category: Geometry construction

Description: Creates a MultiPoint geometry object

Parameters:

Returns: GeoSpatial


MultiPoint()

Category: Geometry construction

Description: Creates a MultiPoint geometry object with the supplied list of coordinates

Parameters:

Returns: GeoSpatial


MultiPolygon()

Category: Geometry construction

Description: Creates an empty MultiPolygon geometry object

Parameters:

Returns: GeoSpatial


MultiPolygon()

Category: Geometry construction

Description: Creates a MultiPolygon geometry object with the supplied polygons

Parameters:

Returns: GeoSpatial


normalise(str)

Category: Strings

Description: Returns a normalised string removing all accents of the string passed.

Parameters:

  • str (String) - The string to normalise

Returns: String


normaliseCurve(input)

Category: Curve

Description: Normalises a curve such that all the inputs average to 1

Parameters:

  • input (Curve) - The input curve to normalise

Returns: Curve

Works with: curve


Null()

Category: Construction

Description: Creates a Null variable

Parameters:

Returns: Null


Object()

Category: Construction

Description: Creates a new Object of type #Object

Parameters:

Returns: Object


Object(type)

Category: Construction

Description: Creates a new Object of the specified type

Parameters:

  • type (String) - The name of the type to use for this Object

Returns: Object


ObjectId()

Category: Construction

Description: Creates a unique object id

Parameters:

Returns: String


ObjectWrapper()

Category: Construction

Description: Creates a new OpenDataDSL object wrapper

Parameters:

Returns: ObjectWrapper


OffsetDailyCalendar(timezone, dayOffset, hour)

Category: Construction

Description: Creates a new Offset Daily Calendar

Parameters:

  • timezone (String) - The timezone for this intraday calendar
  • dayOffset (Int) - The number of days offset, usually 0 or -1
  • hour (Int) - The hour of the offset day in the supplied timezone to use

Returns: Calendar


OLSMultipleRegression(y, x)

Category: Statistics

Description: OLSMultipleLinearRegression provide least squares regression to fit the linear model

Parameters:

  • y (Matrix) - An [n,1] array representing the y sample
  • x (Matrix) - An [n,k] array representing the x sample

Returns: Object


overlay(base, other)

Category: TimeSeries

Description: Returns a TimeSeries with all the non-missing values from other added to base

Parameters:

  • base (TimeSeries) - The base TimeSeries to use as the source
  • other (TimeSeries) - The TimeSeries to overlay on top of the base, all non-missing values from this TimeSeries will be added to missing values in base

Returns: TimeSeries


parse(date, format, tz)

Category: Dates

Description: Converts a string into a date using the specified format and timezone

Parameters:

  • date (String) - The stringified date to convert to a Date
  • format (String) - The date format to use - see documentation
  • tz (String) - The timezone to use - see documentation

Returns: String


parse(date, format)

Category: Dates

Description: Converts a string into a date using the specified format

Parameters:

  • date (String) - The stringified date to convert to a Date
  • format (String) - The date format to use - see documentation

Returns: String


parseISODate(date)

Category: Dates

Description: Converts a ISO Date format string into a date

Parameters:

  • date (String) - The stringified date to convert to a Date

Returns: String


pct(series)

Category: TimeSeries

Description: Returns a TimeSeries with the percentage change values from one observation to the next

Parameters:

  • series (TimeSeries) - The TimeSeries to calculate the differences from

Returns: TimeSeries


percentile(data, percentile)

Category: Statistics

Description: Gets the percentile

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on
  • percentile (Number) - The percentile to choose

Returns: Number


Point(longitude, latitude)

Category: Geometry construction

Description: Creates a single coordinate point

Parameters:

  • longitude (Scalar) - The longitude geographic coordinate as a decimal fraction between -180 and 180
  • latitude (Scalar) - The latitude geographic coordinate as a decimal fraction between -90 and 90

Returns: GeoSpatial


Policy()

Category: Construction

Description: Creates a new security policy

Parameters:

Returns: Policy


Polygon()

Category: Geometry construction

Description: Creates a Polygon geometry object with a multiple rings containing the supplied geometries

Parameters:

Returns: GeoSpatial


Polygon()

Category: Geometry construction

Description: Creates a empty Polygon geometry object

Parameters:

Returns: GeoSpatial


Polygon()

Category: Geometry construction

Description: Creates a Polygon geometry object with a single ring containing the supplied coordinates

Parameters:

Returns: GeoSpatial


popvar(data)

Category: Statistics

Description: Gets the population variance

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


pow(data, power)

Category: Numeric

Description: Returns the value of the first argument raised to the power of the second argument

Parameters:

  • data (Number, List, TimeSeries or Curve) - The data to transform
  • power (Number) - The power to raise the input data to

Returns: Number

Works with: curve timeseries scalar list


priority(curves)

Category: Curve

Description: Adds tenors from a list of curves in order of priority

Parameters:

  • curves (List of Curves) - A list of curves in order of priority

Returns: Curve

Works with: curve


Process()

Category: Construction

Description: Creates a new Process

Parameters:

Returns: Process


properties(object)

Category: Introspection

Description: Returns an array of Strings that gives information about the properties on a variable

Parameters:

  • object (Any) - The variable to test what the type is

Returns: List(String)


quadmean(data)

Category: Statistics

Description: Gets the quadratic average value

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


QualityGroup()

Category: Construction

Description: Creates a new curve quality group

Parameters:

Returns: QualityGroup


QuarterlyCalendar()

Category: Construction

Description: Creates a new Quarterly Calendar

Parameters:

Returns: Calendar


Queue(name)

Category: Construction

Description: Creates a new queue

Parameters:

  • name (String) - The name of the queue

Returns: Queue


random()

Category: Data Generation

Description: Creates a random number between 0 and 1

Parameters:

Returns: Scalar


randomInteger(var)

Category: Data Generation

Description: Creates a random integer between 0 and the supplied number - 1

Parameters:

  • var (Any Number) - The max limit of the integer number - 1

Returns: Scalar


ref(Service, Id)

Category: General

Description: Creates a reference to a variable

Parameters:

  • Service (String) - The name of the service where the variable exists
  • Id (String) - The id of the variable to create a reference to

Returns: Reference


ref(var)

Category: General

Description: Creates a reference to a variable

Parameters:

  • var (Any Var) - The value to create a reference to

Returns: Reference


remove(str, regex)

Category: Strings

Description: Removes all the characters according to the regex parameter from the passed in string

Parameters:

  • str (String) - The string to remove characters from
  • regex (Regex String) - The regex string used to determine which characters to remove, e.g. [ei]

Returns: String


removeDuplicates()

Category: Loader

Description:

Parameters:

Returns:


removeEmpty()

Category: Loader

Description:

Parameters:

Returns:


replace(str, match, replacement)

Category: Strings

Description: Replaces each substring of the input string that matches the literal match string with the specified literal replacement string

Parameters:

  • str (String) - The string to replace characters in
  • match (String) - The string to match in the input string
  • replacement (String) - The string used to replace the matched string in the input string

Returns: String


replaceAll(str, regex, replacement)

Category: Strings

Description: Replaces all the characters according to the regex parameter from the passed in string with the passed in literal replacement string

Parameters:

  • str (String) - The string to replace characters in
  • regex (Regex String) - The regex string used to determine which characters to replace, e.g. [ei]
  • replacement (String) - The string used to replace the characters in the input string

Returns: String


replaceElements()

Category: General

Description:

Parameters:

Returns:


replaceEmptyValues()

Category: Loader

Description:

Parameters:

Returns:


replaceValues()

Category: Loader

Description:

Parameters:

Returns:


Report()

Category: Construction

Description: Creates a new report configuration

Parameters:

Returns: Report


ReportCreator()

Category: Construction

Description: Creates a new report creator

Parameters:

Returns: ReportCreator


reverseList()

Category: Loader

Description:

Parameters:

Returns:


Row()

Category: Construction

Description: Creates a new Row

Parameters:

Returns: Row


scale(input, calendar)

Category: Conversion

Description: Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting

Parameters:

  • input (TimeSeries) - The TimeSeries to scale
  • calendar (Calendar or name of calendar) - The calendar to scale to

Returns: TimeSeries


scale(input, calendar, observed)

Category: Conversion

Description: Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting

Parameters:

  • input (TimeSeries) - The TimeSeries to scale
  • calendar (Calendar or name of calendar) - The calendar to scale to
  • observed (String) - The method to use, one of: beginning, end, summed, averaged, high, low

Returns: TimeSeries


scale(input, calendar, observed, distribution)

Category: Conversion

Description: Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting

Parameters:

  • input (TimeSeries) - The TimeSeries to scale
  • calendar (Calendar or name of calendar) - The calendar to scale to
  • observed (String) - The method to use, one of: beginning, end, summed, averaged, high, low
  • distribution (String) - The distribution method to use, one of: constant, linear or cubic

Returns: TimeSeries


Script()

Category: Construction

Description: Creates a new Script

Parameters:

Returns: Script


Secret(value)

Category: Construction

Description: Creates a new Secret Value

Parameters:

  • value (String) - The value of this secret

Returns: Secret


sequence(base, other)

Category: TimeSeries

Description: Returns a TimeSeries with all the non-missing values from other added to base

Parameters:

  • base (TimeSeries) - The base TimeSeries to use as the source
  • other (TimeSeries) - The TimeSeries to overlay on top of the base, all non-missing values from this TimeSeries will be added to missing values in base

Returns: TimeSeries


shape(input)

Category: Curve

Description: Simple shaping algorithm used to shape a monthly curve

Parameters:

  • input (Curve) - The input curve to shape

Returns: Curve

Works with: curve


shift(series, observations)

Category: TimeSeries

Description: Returns a TimeSeries that is shifted in time by the number of specified observations

Parameters:

  • series (TimeSeries) - The TimeSeries to shift
  • observations (Number) - The number of observations to shift by

Returns: TimeSeries


SimpleObject()

Category: Construction

Description: Creates a new SimpleObject or JSON Document

Parameters:

Returns: SimpleObject


simpleRegression(data)

Category: Statistics

Description: Provides ordinary least squares regression with one independent variable estimating the linear model

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on

Returns: Object


simpleRegression(data)

Category: Statistics

Description: Provides ordinary least squares regression with one independent variable estimating the linear model

Parameters:

  • data (Matrix) - The input data to perform the calculation on

Returns: Object


sin(data)

Category: Numeric

Description: Returns the trigonometric sine of an angle

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


sinh(data)

Category: Numeric

Description: Returns the hyperbolic sine of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


skew(data)

Category: Statistics

Description: Gets the skewness

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


sma(data, window)

Category: Statistics

Description: A simple moving average

Parameters:

  • data (TimeSeries) - The input data to perform the calculation on
  • window (int) - The moving average window size

Returns: TimeSeries


SmartCurve()

Category: Construction

Description: Creates a new Smart Curve

Parameters:

Returns: SmartCurve


SmartCurve(base, expression)

Category: Construction

Description: Creates a new Smart Curve using a base curve and expression

Parameters:

  • base (String, Curve or Ref) - The BASE curve this curve uses for CurveDates
  • expression (String) - The expression used to generate the curves

Returns: SmartCurve


SmartTimeSeries(start, calendar, expression)

Category: Construction

Description: Creates a new Smart TimeSeries using a base TimeSeries and expression

Parameters:

  • start (Date) - The Start Date
  • calendar (Calendar) - The TimeSeries calendar
  • expression (String) - The expression used to generate the TimeSeries

Returns: SmartTimeSeries


SmartTimeSeries(expression)

Category: Construction

Description: Creates a new Smart TimeSeries using an expression

Parameters:

  • expression (String) - The expression used to generate the TimeSeries

Returns: SmartTimeSeries


SmartTimeSeries(base, expression)

Category: Construction

Description: Creates a new Smart TimeSeries using a base TimeSeries and expression

Parameters:

  • base (String, TimeSeries or Ref) - The BASE TimeSeries this curve uses for Start Date and Calendar
  • expression (String) - The expression used to generate the TimeSeries

Returns: SmartTimeSeries


Sphere()

Category: Geometry construction

Description: Creates a nearSphere geometry object used in geospatial queries

Parameters:

Returns: GeoSpatial


Sphere()

Category: Geometry construction

Description: Creates a centerSphere geometry object used in geospatial queries

Parameters:

Returns: GeoSpatial


split(str, sep)

Category: Strings

Description: Splits the string passed by the separator.

Parameters:

  • str (String) - The string to split
  • sep (String) - The separator to split

Returns: List


sqrt(data)

Category: Numeric

Description: Returns the correctly rounded positive square root of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


startsWith(str, prefix)

Category: Strings

Description: Tests to see if the first string starts with the specified prefix. If either the string or the prefix are null, it returns false

Parameters:

  • str (String) - The string to check
  • prefix (String) - The prefix to check for

Returns: Boolean


stdev(data)

Category: Statistics

Description: Gets the standard deviation

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


String(text)

Category: Construction

Description: Creates a new string scalar using the supplied text

Parameters:

  • text (String) - The text of the string

Returns: String


Subscription()

Category: Construction

Description: Creates a new subscription

Parameters:

Returns: Subscription


substring(str, beginIndex, endIndex)

Category: Strings

Description: Returns a string that is a substring of another string. The substring begins with the character at the specified index (counting from 0) and extends to the character at the end index -1. If the end index is entered as -1, the substring ends as the last character in the input string.

Parameters:

  • str (String) - The string to create the substring from
  • beginIndex (Int) - The start character to extract, the string starts at character 0
  • endIndex (Int) - The last-1 character to extract, if it is -1, it extracts the rest of the string

Returns: String


sum(data)

Category: Statistics

Description: Gets the sum of the values

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


sumsq(data)

Category: Statistics

Description: Gets the sum of the squares

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


SystemAlert(name)

Category: Construction

Description: Creates a new System Alert

Parameters:

  • name (String) - The alert name

Returns: Alert


SystemAlertMessage(message)

Category: Construction

Description: Creates a new System Alert Record sent to the #SYSTEM.MESSAGE alert with the provided message

Parameters:

  • message (String) - The message to send

Returns: AlertRecord


SystemAlertRecord(name)

Category: Construction

Description: Creates a new System Alert Record

Parameters:

  • name (String) - The alert name

Returns: AlertRecord


Table()

Category: Construction

Description: Creates a new Table

Parameters:

Returns: Table


tan(data)

Category: Numeric

Description: Returns the trigonometric tangent of an angle

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


tanh(data)

Category: Numeric

Description: Returns the hyperbolic tangent of a double value

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


TargetGroup()

Category: Construction

Description: Creates a new subscription target group

Parameters:

Returns: TargetGroup


Task()

Category: Construction

Description: Creates a new user task

Parameters:

Returns: Task


TimeOfDay(time)

Category: Construction

Description: Creates a new TimeOfDay variable using the supplied String in the format [+]hh

Parameters:

  • time (String) - The time of day in the format [+]hh:mm [tz]

Returns: TimeOfDay


TimeSeries(calendar)

Category: Construction

Description: Creates a new TimeSeries variable

Parameters:

  • calendar (Scalar) - The calendar to use for this TimeSeries

Returns: TimeSeries


TimeSeries(calendar, dataType)

Category: Construction

Description: Creates a new TimeSeries variable

Parameters:

  • calendar (Scalar) - The calendar to use for this TimeSeries
  • dataType (Scalar) - Data type of TimeSeries

Returns: TimeSeries


TimeSeries(start, Calendar, value)

Category: Construction

Description: Creates a new TimeSeries variable

Parameters:

  • start (Scalar) - The start date/time for this TimeSeries
  • Calendar (Scalar or Calendar) - The calendar to use for this TimeSeries
  • value (Scalar) - The first value of this TimeSeries

Returns: TimeSeries


TimeSeries(start, Calendar, value, dataType)

Category: Construction

Description: Creates a new TimeSeries variable

Parameters:

  • start (Scalar) - The start date/time for this TimeSeries
  • Calendar (Scalar or Calendar) - The calendar to use for this TimeSeries
  • value (Scalar) - The first value of this TimeSeries
  • dataType (Scalar) - Data type of TimeSeries

Returns: TimeSeries


TimeSeries(start, end, Calendar, value, dataType)

Category: Construction

Description: Creates a new TimeSeries variable

Parameters:

  • start (List) - Set of start date/time for this TimeSeries
  • end (List) - Set of end date/time for this TimeSeries
  • Calendar (Scalar or Calendar) - The calendar to use for this TimeSeries
  • value (List) - All the values of this TimeSeries
  • dataType (Scalar) - Data type of TimeSeries

Returns: TimeSeries


TimeSeries(start, Calendar, intervalPositions, value, dataType, positionCalendar)

Category: Construction

Description: Creates a new TimeSeries variable

Parameters:

  • start (Scalar) - The start date/time for this TimeSeries
  • Calendar (Scalar or Calendar) - The calendar to use for this TimeSeries
  • intervalPositions (Scalar) - Interval positions to create index based on calendar
  • value (Scalar) - The first value of this TimeSeries
  • dataType (Scalar) - Data type of TimeSeries
  • positionCalendar (Scalar) - Calendar to calculate positions

Returns: TimeSeries


TimeStamp()

Category: Construction

Description: Creates a new Date variable as the current date and time

Parameters:

Returns: Date


toDegrees(data)

Category: Numeric

Description: Converts an angle measured in radians to an approximately equivalent angle measured in degrees

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


toInt(var)

Category: Conversion

Description: Converts any input number to an integer

Parameters:

  • var (Any Number) - The value to convert to an integer

Returns: Scalar


toPropertySet()

Category: Loader

Description:

Parameters:

Returns:


toRadians(data)

Category: Numeric

Description: Converts an angle measured in degrees to an approximately equivalent angle measured in radians

Parameters:

  • data (Number, List, TimeSeries or Curve) - The input data to transform

Returns: Number

Works with: curve timeseries scalar list


toUTCDate()

Category: Loader

Description:

Parameters:

Returns:


trim()

Category: Strings

Description: Returns a string with any space characters from the start or end of the string removed

Parameters:

Returns: String


tryParse(date, format, tz)

Category: Dates

Description: Trys to convert a string into a date using the specified format and timezone, if it can't parse the date, null is returned

Parameters:

  • date (String) - The stringified date to convert to a Date
  • format (String) - The date format to use - see documentation
  • tz (String) - The timezone to use - see documentation

Returns: String


typeOf(object)

Category: Introspection

Description: Returns a String with the type name of a variable

Parameters:

  • object (Any) - The variable to test what the type is

Returns: String


uid()

Category: General

Description: Generates a unique ID

Parameters:

Returns: String


upper(str)

Category: Strings

Description: Returns a copy of the passed in string with all the characters converted to UPPER case

Parameters:

  • str (String) - The string to convert to UPPER case

Returns: String


var(data)

Category: Statistics

Description: Gets the variance

Parameters:

  • data (Timeseries, List of Scalars or List of Timeseries) - The input data to perform the calculation on

Returns: Number


variable(name)

Category: Introspection

Description: Returns the variable with the given name

Parameters:

  • name (String) - The name of the variable to return

Returns: Any


variable(var, name)

Category: Introspection

Description: Returns the variable with the given name

Parameters:

  • var (Anything) - The variable that contains the dynamic property
  • name (String) - The name of the variable to return

Returns: Any


variables()

Category: Introspection

Description: Returns a list of the current variables

Parameters:

Returns: List


WeeklyCalendar(dow)

Category: Construction

Description: Creates a new Weekly Calendar

Parameters:

  • dow (String) - The day of week for this weekly calendar, e.g. Monday

Returns: Calendar


WeeklyCalendar(dow, holcal, rollbackwards)

Category: Construction

Description: Creates a new Weekly Calendar

Parameters:

  • dow (String) - The day of week for this weekly calendar, e.g. Monday
  • holcal (String) - The id of the holiday calendar to use
  • rollbackwards (Boolean) - True if holiday days roll backwards

Returns: Calendar


WidgetReport()

Category: Construction

Description: Creates a new widget report configuration

Parameters:

Returns: Report