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All functions

ClassFunctionReturns
Numericabs(data)
Absolute value
Number
Numericacos(data)
Returns the arc cosine of a value; the returned angle is in the range 0.0 through pi
Number
ConstructorsAnnualCalendar()
Creates a new Annual Calendar
Calendar
CurveasDays(contract)
Splits a Contract into day contracts
Contracts
Numericasin(data)
Returns the arc sine of a value; the returned angle is in the range -pi/2 through pi/2
Number
CurveasMonths(contract)
Splits a Contract into month contracts - usually used with Quarters, Seasons or Cals
Contracts
TestassertEquals(expected, value)
A test to check if 2 variables or values are equal
Void
TestassertEquals(expected, value, message)
A test to check if 2 variables or values are equal
Void
TestassertFalse(value, message)
A test to check if an expression is false
Void
TestassertFalse(value)
A test to check if an expression is false
Void
TestassertHasProperty(var, property)
A test to check if a variable has a specific named property
Void
TestassertNull(object)
A test to check if object is null
Void
TestassertTrue(value)
A test to check if an expression is true
Void
TestassertTrue(value, message)
A test to check if an expression is true
Void
TestassertType(var, type)
A test to check if a variable is of a certain type
Void
Numericatan(data)
Returns the arc tangent of a value; the returned angle is in the range -pi/2 through pi/2
Number
Numericatan2(y, x)
Returns the angle theta from the conversion of rectangular coordinates (x, y) to polar coordinates (r, theta)
Number
ConstructorsBlockCalendar(holiday, observed, start, end)
Creates a new Block Calendar
Calendar
ConstructorsBlockCalendar(holiday, observed, start, end, timezone)
Creates a new Block Calendar
Calendar
CurvebootstrapCurve(input)
Creates an arbitrage free monthly curve from the input curve
Curve
ConstructorsBusinessCalendar()
Creates a new Business (Monday to Friday) Calendar
Calendar
ConstructorsCalendar(code)
Creates a new Calendar
Calendar
Stringcapitalise(str)
Returns a Capitalised string.
String
TimeSeriescave(data, calendar)
The cumulative average of all the values in the input Timeseries
Number
TimeSeriescave(data)
The cumulative average of all the values in the input Timeseries or List
Number
Numericcbrt(data)
Returns the cube root of a double value
Number
Stringclean(str)
Creates a valid variable name from the input string - spaces converted to underscores and invalid characters removed
String
Generalclone(var)
Creates a new copy of a variable
Same type as input
TimeSeriescmax(data, calendar)
The cumulative maximum of all the values in the input Timeseries
Number
TimeSeriescmax(data)
The cumulative maximum of all the values in the input Timeseries or List
Number
TimeSeriescmin(data, calendar)
The cumulative minimum of all the values in the input Timeseries
Number
TimeSeriescmin(data)
The cumulative minimum of all the values in the input Timeseries or List
Number
ConstructorsCombinedHolidayCalendar()
Creates a new Combined Holiday Calendar
Calendar
ConstructorsCombinedHolidayCalendar(cal1, cal2)
Creates a new Combined Holiday Calendar using the 2 passed in Holiday Calendars
Calendar
Stringcompare(str1, str2)
Compares the contents of 2 non-null strings, returns true if they are the same
Boolean
Stringconcatenate(str1, str2)
Joins 2 non-null strings together
String
Stringcontains(str1, str2)
Returns true if a string contains another string
Boolean
Generalcontent()
UNKNOWN
ConstructorsContract(ondate, tenor, value, absolute, start, end, expiry)
Creates a new *Custom* Forward Contract
Contract
ConstructorsContract(ondate, tenor, value)
Creates a new Forward Contract
Contract
ConstructorsContract(ondate, tenor, value, start, end)
Creates a new *Hybrid* Forward Contract
Contract
Matrixcorrelation(data)
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.
Matrix
Numericcos(data)
Returns the trigonometric cosine of an angle
Number
Numericcosh(data)
Returns the hyperbolic cosine of a double value
Number
Statisticscount(data)
Gets the count of the values
Number
Matrixcovariance(data, biasCorrected)
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.
Matrix
Matrixcovariance(data)
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.
Matrix
TimeSeriescsum(data, calendar)
The cumulative sum of all the values in the input Timeseries
Number
TimeSeriescsum(data)
The cumulative sum of all the values in the input Timeseries or List
Number
ConstructorsCurve(ondate)
Creates a new Curve
Curve
ConstructorsCurveDate(date, calendar)
Creates a new Curve Date variable
CurveDate
ConstructorsCurveSeries(calendar, ondate)
Creates a new Curve Series
CurveSeries
ConstructorsCurveSeries(calendar, ondate, data)
Creates a new Curve Series
CurveSeries
ConstructorsCurveSeries(calendar, ondate, start, data)
Creates a new Curve Series
CurveSeries
ConstructorsDailyCalendar()
Creates a new Daily Calendar
Calendar
ConstructorsDate(date, format)
Creates a new Date variable
Date
ConstructorsDate(date)
Creates a new Date variable
Date
ConstructorsDate()
Creates a new Date variable as the current date
Date
DatedaylightSavings(date, timezone)
Checks a day to see if it is a daylight savings day
0 if false, -1 if it is the start day of DST, 1 if it is the end day of DST
TimeSeriesdiff(series)
Returns a TimeSeries with the absolute change values from one observation to the next
TimeSeries
ConstructorsDuration(dur)
Creates a new Duration
Duration
Generalelement()
UNKNOWN
GeneralelementValues()
UNKNOWN
GeneralelementValuesIndexOf()
UNKNOWN
StringencodeBase64(content)
Encode Base64.
String
StringencodeURI(uri)
Encode URI.
String
StringendsWith(str, suffix)
Tests to see if the first string ends with the specified suffix. If either the string or the suffix are null, it returns false
Boolean
Stringequals(str1, str2)
Checks to see if 2 strings are the same
Boolean
Stringequals()
UNKNOWN
StringequalsIgnoreCase(str1, str2)
Checks to see if 2 strings are the same ignoring case
Boolean
Generalevaluate(var)
Evaluates a string expression and returns the result
Any
ConstructorsEvent(time, id)
Creates an event that can be added to an object
Event
ConstructorsEventTimeSeries(eventlist, property)
Creates a new Event TimeSeries using an EventList and the name of the property to use for the TimeSeries values
EventTimeSeries
Numericexp(data)
Returns Euler's number e raised to the power of a double value
Number
ConstructorsExpiryCalendar()
UNKNOWN
ConstructorsExpiryCalendar(code)
Reads an expiry Calendar
ExpiryCalendar
CurveInterpolationextendCurve(input, years)
Extends a curve by taking the last period and extending out the required number of years
Curve
ConstructorsFinancialExpiryCalendar(code, holiday, cross, base, offset)
Creates a financial expiry Calendar
ExpiryCalendar
GeneralfirstElement()
UNKNOWN
LoaderfirstElementOf()
UNKNOWN
Dateformat(date, format)
Converts a date into a string using the specified format
String
LoaderformatDateLocale()
UNKNOWN
LoaderformatDates()
UNKNOWN
LoaderformatDatesWithLocale()
UNKNOWN
LoaderformatHarvestDates()
UNKNOWN
LoaderformatListValues()
UNKNOWN
StringformatString(format, str)
Formats the string passed using the formatter.
String
LoaderformatValue()
UNKNOWN
LoaderformatValues()
UNKNOWN
CurveInterpolationforwardFillCurve(input)
Fills any gaps by forward filling and missing periods
Curve
Statisticsgeomean(data)
Gets the geometric average value
Number
GeoConstructorsGeometryCollection()
Creates an empty GeometryCollection geometry object
GeometryCollection
GeoConstructorsGeometryCollection()
Creates a GeometryCollection geometry object
GeometryCollection
ConstructorsHolidayCalendar()
Creates a new Holiday Calendar
Calendar
ConstructorsHourlyBlockCalendar(holiday, start, end)
Creates a new Hourly Block Calendar
Calendar
ConstructorsHourlyBlockCalendar(holiday, start, end, timezone)
Creates a new Hourly Block Calendar
Calendar
ConstructorsIndex()
Creates a new Database Index
Index
StringindexOf(str1, str2)
Returns a int value that is a indexOf of a string.
int
LoaderinitialiseList()
UNKNOWN
ConstructorsIntradayCalendar(period, holiday, withoutHours, timezone)
Creates a new Intraday Calendar
Calendar
ConstructorsIntradayCalendar(period, holiday, withoutHours)
Creates a new Intraday Calendar
Calendar
ConstructorsIntradayCalendar(period)
Creates a new Intraday Calendar
Calendar
ConstructorsIntradayCalendar(period, holiday)
Creates a new Intraday Calendar
Calendar
ConstructorsISODate(date)
Creates a new Date variable from the supplied ISO Date formatted string
Date
Stringjson(var)
Converts the input variable of any type to a JSON formatted string
String
Statisticskurtosis(data)
Gets the kurtosis
Number
GenerallastElement()
UNKNOWN
LoaderlastElementOf()
UNKNOWN
StringlastIndexOf(str1, str2)
Returns a int value that is a last IndexOf of a string.
int
Stringleft(str, amount)
Creates a new string from the 'amount' leftmost characters of another string
String
Stringlength(str)
Returns the length of the string
Int
GeoConstructorsLineString()
Creates a LineString geometry object with the supplied list of coordinates
GeoSpatial
GeoConstructorsLineString()
Creates a LineString geometry object
GeoSpatial
ConstructorsLink()
Creates a link that can be added to an item
Reference
ConstructorsList()
Creates a new List
List
GeneralloadCalendars()
Loads all known public and private calendars into memory
Void
GeneralloadTypes()
Loads all known public and private types into memory
Void
Numericlog(data)
Returns the natural logarithm (base e) of a double value
Number
Numericlog10(data)
Returns the base 10 logarithm of a double value
Number
Numericlog1p(data)
Returns the natural logarithm of the sum of the argument and 1
Number
Stringlower(str)
Returns a copy of the passed in string with all the characters converted to lower case
String
Loadermatches()
UNKNOWN
ConstructorsMatrix(x, y)
Creates a new matrix
Matrix
ConstructorsMatrix(labels)
Creates a new matrix from a list of labels
Matrix
Statisticsmax(data)
Gets the highest value
Number
Statisticsmean(data)
Gets the arithmetic average value
Number
Introspectionmethods(object)
Returns the methods available for a given variable
List
Statisticsmin(data)
Gets the lowest value
Number
Validationmissing(series)
Checks for unexpected missing values in a TimeSeries
TimeSeries
ConstructorsMonthlyCalendar()
Creates a new Monthly Calendar
Calendar
ConstructorsMonthlyCalendar(code, name, period)
Creates a new Monthly Calendar with a period specifier
Calendar
GeoConstructorsMultiLineString()
Creates an empty MultiLineString geometry object
GeoSpatial
GeoConstructorsMultiLineString()
Creates an empty MultiLineString geometry object
GeoSpatial
GeoConstructorsMultiPoint()
Creates a MultiPoint geometry object
GeoSpatial
GeoConstructorsMultiPoint()
Creates a MultiPoint geometry object with the supplied list of coordinates
GeoSpatial
GeoConstructorsMultiPolygon()
Creates a MultiPolygon geometry object with the supplied polygons
GeoSpatial
GeoConstructorsMultiPolygon()
Creates an empty MultiPolygon geometry object
GeoSpatial
Stringnormalise(str)
Returns a normalised string removing all accents of the string passed.
String
ConstructorsNull()
Creates a Null variable
Null
ConstructorsObject(type)
Creates a new Object of the specified type
Object
ConstructorsObject()
Creates a new Object of type #Object
Object
ConstructorsObjectId()
Creates a unique object id
String
TimeSeriesoverlay(base, other)
Returns a TimeSeries with all the non-missing values from other added to base
TimeSeries
Dateparse(date, format)
Converts a string into a date using the specified format
String
Dateparse(date, format, tz)
Converts a string into a date using the specified format and timezone
String
DateparseISODate(date)
Converts a ISO Date format string into a date
String
TimeSeriespct(series)
Returns a TimeSeries with the percentage change values from one observation to the next
TimeSeries
Statisticspercentile(data, percentile)
Gets the percentile
Number
GeoConstructorsPoint(longitude, latitude)
Creates a single coordinate point
GeoSpatial
GeoConstructorsPolygon()
Creates a Polygon geometry object with a single ring containing the supplied coordinates
GeoSpatial
GeoConstructorsPolygon()
Creates a Polygon geometry object with a multiple rings containing the supplied geometries
GeoSpatial
GeoConstructorsPolygon()
Creates a empty Polygon geometry object
GeoSpatial
Statisticspopvar(data)
Gets the population variance
Number
Numericpow(data, power)
Returns the value of the first argument raised to the power of the second argument
Number
ConstructorsProcess()
Creates a new Process
Process
Introspectionproperties(object)
Returns an array of Strings that gives information about the properties on a variable
List(String)
Statisticsquadmean(data)
Gets the quadratic average value
Number
ConstructorsQuarterlyCalendar()
Creates a new Quarterly Calendar
Calendar
BeanConstructorsQueue(name)
Creates a new queue
Queue
DataGenerationrandom()
Creates a random number between 0 and 1
Scalar
DataGenerationrandomInteger(var)
Creates a random integer between 0 and the supplied number - 1
Scalar
Generalref(Service, Id)
Creates a reference to a variable
Reference
Generalref(var)
Creates a reference to a variable
Reference
Stringremove(str, regex)
Removes all the characters according to the regex parameter from the passed in string
String
LoaderremoveEmpty()
UNKNOWN
Stringreplace(str, match, replacement)
Replaces each substring of the input string that matches the literal match string with the specified literal replacement string
String
StringreplaceAll(str, regex, replacement)
Replaces all the characters according to the regex parameter from the passed in string with the passed in literal replacement string
String
GeneralreplaceElements()
UNKNOWN
LoaderreplaceEmptyValues()
UNKNOWN
LoaderreplaceValues()
UNKNOWN
LoaderreverseList()
UNKNOWN
ConstructorsRow()
Creates a new Row
Row
TimeSeriesScalingscale(input, calendar)
Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting
TimeSeries
TimeSeriesScalingscale(input, calendar, observed)
Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting
TimeSeries
TimeSeriesScalingscale(input, calendar, observed, distribution)
Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting
TimeSeries
ConstructorsScript()
Creates a new Script
Script
ConstructorsSecret(value)
Creates a new Secret Value
Secret
Curveshape(input)
Simple shaping algorithm used to shape a monthly curve
Curve
TimeSeriesshift(series, observations)
Returns a TimeSeries that is shifted in time by the number of specified observations
TimeSeries
StatisticssimpleRegression(data)
Provides ordinary least squares regression with one independent variable estimating the linear model: y = intercept + slope * x or y = slope * x Standard errors for intercept and slope are available as well as ANOVA, r-square and Pearson's r statistics. Observations (x,y pairs) can be added to the model one at a time or they can be provided in a 2-dimensional array. The observations are not stored in memory, so there is no limit to the number of observations that can be added to the model.
Object
Numericsin(data)
Returns the trigonometric sine of an angle
Number
Numericsinh(data)
Returns the hyperbolic sine of a double value
Number
Statisticsskew(data)
Gets the skewness
Number
Statisticssma(data, window)
A simple moving average
TimeSeries
ConstructorsSmartCurve(base, expression)
Creates a new Smart Curve using a base curve and expression
SmartCurve
ConstructorsSmartCurve()
Creates a new Smart Curve
SmartCurve
ConstructorsSmartTimeSeries(base, expression)
Creates a new Smart TimeSeries using a base TimeSeries and expression
SmartTimeSeries
ConstructorsSmartTimeSeries(start, calendar, expression)
Creates a new Smart TimeSeries using a base TimeSeries and expression
SmartTimeSeries
GeoConstructorsSphere()
Creates a centerSphere geometry object used in geospatial queries
GeoSpatial
GeoConstructorsSphere()
Creates a nearSphere geometry object used in geospatial queries
GeoSpatial
Stringsplit(str, sep)
Splits the string passed by the separator.
List
Numericsqrt(data)
Returns the correctly rounded positive square root of a double value
Number
StringstartsWith(str, prefix)
Tests to see if the first string starts with the specified prefix. If either the string or the prefix are null, it returns false
Boolean
Statisticsstdev(data)
Gets the standard deviation
Number
BeanConstructorsSubscription()
Creates a new subscription
Subscription
Stringsubstring(str, beginIndex, endIndex)
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.
String
Statisticssum(data)
Gets the sum of the values
Number
Statisticssumsq(data)
Gets the sum of the squares
Number
ConstructorsTable()
Creates a new Table
Table
Numerictan(data)
Returns the trigonometric tangent of an angle
Number
Numerictanh(data)
Returns the hyperbolic tangent of a double value
Number
ConstructorsTask()
Creates a new user task
Task
ConstructorsTimeSeries(calendar, dataType)
Creates a new TimeSeries variable
TimeSeries
ConstructorsTimeSeries(start, Calendar, value)
Creates a new TimeSeries variable
TimeSeries
ConstructorsTimeSeries(start, Calendar, value, dataType)
Creates a new TimeSeries variable
TimeSeries
ConstructorsTimeSeries(start, end, Calendar, value, dataType)
Creates a new TimeSeries variable
TimeSeries
ConstructorsTimeSeries(start, Calendar, intervalPositions, value, dataType, positionCalendar)
Creates a new TimeSeries variable
TimeSeries
ConstructorsTimeSeries(calendar)
Creates a new TimeSeries variable
TimeSeries
ConstructorsTimeStamp()
Creates a new Date variable as the current date and time
Date
NumerictoDegrees(data)
Converts an angle measured in radians to an approximately equivalent angle measured in degrees
Number
ConversiontoInt(var)
Converts any input number to an integer
Scalar
NumerictoRadians(data)
Converts an angle measured in degrees to an approximately equivalent angle measured in radians
Number
Stringtrim()
Returns a string with any space characters from the start or end of the string removed
String
IntrospectiontypeOf(object)
Returns a String with the type name of a variable
String
Generaluid()
Generates a unique ID
String
Stringupper(str)
Returns a copy of the passed in string with all the characters converted to UPPER case
String
Statisticsvar(data)
Gets the variance
Number
Introspectionvariable(name)
Returns the variable with the given name
Any
Introspectionvariables()
Returns a list of the current variables
List
ConstructorsWeeklyCalendar(dow)
Creates a new Weekly Calendar
Calendar
ConstructorsWeeklyCalendar(dow, holcal, rollbackwards)
Creates a new Weekly Calendar
Calendar