All functions
Class | Function | Returns |
---|---|---|
Numeric | abs(data) Absolute value | Number |
Numeric | acos(data) Returns the arc cosine of a value; the returned angle is in the range 0.0 through pi | Number |
Constructors | AnnualCalendar() Creates a new Annual Calendar | Calendar |
Curve | asDays(contract) Splits a Contract into day contracts | Contracts |
Numeric | asin(data) Returns the arc sine of a value; the returned angle is in the range -pi/2 through pi/2 | Number |
Curve | asMonths(contract) Splits a Contract into month contracts - usually used with Quarters, Seasons or Cals | Contracts |
Test | assertEquals(expected, value) A test to check if 2 variables or values are equal | Void |
Test | assertEquals(expected, value, message) A test to check if 2 variables or values are equal | Void |
Test | assertFalse(value, message) A test to check if an expression is false | Void |
Test | assertFalse(value) A test to check if an expression is false | Void |
Test | assertHasProperty(var, property) A test to check if a variable has a specific named property | Void |
Test | assertNull(object) A test to check if object is null | Void |
Test | assertTrue(value) A test to check if an expression is true | Void |
Test | assertTrue(value, message) A test to check if an expression is true | Void |
Test | assertType(var, type) A test to check if a variable is of a certain type | Void |
Numeric | atan(data) Returns the arc tangent of a value; the returned angle is in the range -pi/2 through pi/2 | Number |
Numeric | atan2(y, x) Returns the angle theta from the conversion of rectangular coordinates (x, y) to polar coordinates (r, theta) | Number |
Constructors | BlockCalendar(holiday, observed, start, end) Creates a new Block Calendar | Calendar |
Constructors | BlockCalendar(holiday, observed, start, end, timezone) Creates a new Block Calendar | Calendar |
Curve | bootstrapCurve(input) Creates an arbitrage free monthly curve from the input curve | Curve |
Constructors | BusinessCalendar() Creates a new Business (Monday to Friday) Calendar | Calendar |
Constructors | Calendar(code) Creates a new Calendar | Calendar |
String | capitalise(str) Returns a Capitalised string. | String |
TimeSeries | cave(data, calendar) The cumulative average of all the values in the input Timeseries | Number |
TimeSeries | cave(data) The cumulative average of all the values in the input Timeseries or List | Number |
Numeric | cbrt(data) Returns the cube root of a double value | Number |
String | clean(str) Creates a valid variable name from the input string - spaces converted to underscores and invalid characters removed | String |
General | clone(var) Creates a new copy of a variable | Same type as input |
TimeSeries | cmax(data, calendar) The cumulative maximum of all the values in the input Timeseries | Number |
TimeSeries | cmax(data) The cumulative maximum of all the values in the input Timeseries or List | Number |
TimeSeries | cmin(data, calendar) The cumulative minimum of all the values in the input Timeseries | Number |
TimeSeries | cmin(data) The cumulative minimum of all the values in the input Timeseries or List | Number |
Constructors | CombinedHolidayCalendar() Creates a new Combined Holiday Calendar | Calendar |
Constructors | CombinedHolidayCalendar(cal1, cal2) Creates a new Combined Holiday Calendar using the 2 passed in Holiday Calendars | Calendar |
String | compare(str1, str2) Compares the contents of 2 non-null strings, returns true if they are the same | Boolean |
String | concatenate(str1, str2) Joins 2 non-null strings together | String |
String | contains(str1, str2) Returns true if a string contains another string | Boolean |
General | content() | UNKNOWN |
Constructors | Contract(ondate, tenor, value, absolute, start, end, expiry) Creates a new *Custom* Forward Contract | Contract |
Constructors | Contract(ondate, tenor, value) Creates a new Forward Contract | Contract |
Constructors | Contract(ondate, tenor, value, start, end) Creates a new *Hybrid* Forward Contract | Contract |
Matrix | correlation(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 |
Numeric | cos(data) Returns the trigonometric cosine of an angle | Number |
Numeric | cosh(data) Returns the hyperbolic cosine of a double value | Number |
Statistics | count(data) Gets the count of the values | Number |
Matrix | covariance(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 |
Matrix | covariance(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 |
TimeSeries | csum(data, calendar) The cumulative sum of all the values in the input Timeseries | Number |
TimeSeries | csum(data) The cumulative sum of all the values in the input Timeseries or List | Number |
Constructors | Curve(ondate) Creates a new Curve | Curve |
Constructors | CurveDate(date, calendar) Creates a new Curve Date variable | CurveDate |
Constructors | CurveSeries(calendar, ondate) Creates a new Curve Series | CurveSeries |
Constructors | CurveSeries(calendar, ondate, data) Creates a new Curve Series | CurveSeries |
Constructors | CurveSeries(calendar, ondate, start, data) Creates a new Curve Series | CurveSeries |
Constructors | DailyCalendar() Creates a new Daily Calendar | Calendar |
Constructors | Date(date, format) Creates a new Date variable | Date |
Constructors | Date(date) Creates a new Date variable | Date |
Constructors | Date() Creates a new Date variable as the current date | Date |
Date | daylightSavings(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 |
TimeSeries | diff(series) Returns a TimeSeries with the absolute change values from one observation to the next | TimeSeries |
Constructors | Duration(dur) Creates a new Duration | Duration |
General | element() | UNKNOWN |
General | elementValues() | UNKNOWN |
General | elementValuesIndexOf() | UNKNOWN |
String | encodeBase64(content) Encode Base64. | String |
String | encodeURI(uri) Encode URI. | String |
String | endsWith(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 |
String | equals(str1, str2) Checks to see if 2 strings are the same | Boolean |
String | equals() | UNKNOWN |
String | equalsIgnoreCase(str1, str2) Checks to see if 2 strings are the same ignoring case | Boolean |
General | evaluate(var) Evaluates a string expression and returns the result | Any |
Constructors | Event(time, id) Creates an event that can be added to an object | Event |
Constructors | EventTimeSeries(eventlist, property) Creates a new Event TimeSeries using an EventList and the name of the property to use for the TimeSeries values | EventTimeSeries |
Numeric | exp(data) Returns Euler's number e raised to the power of a double value | Number |
Constructors | ExpiryCalendar() | UNKNOWN |
Constructors | ExpiryCalendar(code) Reads an expiry Calendar | ExpiryCalendar |
CurveInterpolation | extendCurve(input, years) Extends a curve by taking the last period and extending out the required number of years | Curve |
Constructors | FinancialExpiryCalendar(code, holiday, cross, base, offset) Creates a financial expiry Calendar | ExpiryCalendar |
General | firstElement() | UNKNOWN |
Loader | firstElementOf() | UNKNOWN |
Date | format(date, format) Converts a date into a string using the specified format | String |
Loader | formatDateLocale() | UNKNOWN |
Loader | formatDates() | UNKNOWN |
Loader | formatDatesWithLocale() | UNKNOWN |
Loader | formatHarvestDates() | UNKNOWN |
Loader | formatListValues() | UNKNOWN |
String | formatString(format, str) Formats the string passed using the formatter. | String |
Loader | formatValue() | UNKNOWN |
Loader | formatValues() | UNKNOWN |
CurveInterpolation | forwardFillCurve(input) Fills any gaps by forward filling and missing periods | Curve |
Statistics | geomean(data) Gets the geometric average value | Number |
GeoConstructors | GeometryCollection() Creates an empty GeometryCollection geometry object | GeometryCollection |
GeoConstructors | GeometryCollection() Creates a GeometryCollection geometry object | GeometryCollection |
Constructors | HolidayCalendar() Creates a new Holiday Calendar | Calendar |
Constructors | HourlyBlockCalendar(holiday, start, end) Creates a new Hourly Block Calendar | Calendar |
Constructors | HourlyBlockCalendar(holiday, start, end, timezone) Creates a new Hourly Block Calendar | Calendar |
Constructors | Index() Creates a new Database Index | Index |
String | indexOf(str1, str2) Returns a int value that is a indexOf of a string. | int |
Loader | initialiseList() | UNKNOWN |
Constructors | IntradayCalendar(period, holiday, withoutHours, timezone) Creates a new Intraday Calendar | Calendar |
Constructors | IntradayCalendar(period, holiday, withoutHours) Creates a new Intraday Calendar | Calendar |
Constructors | IntradayCalendar(period) Creates a new Intraday Calendar | Calendar |
Constructors | IntradayCalendar(period, holiday) Creates a new Intraday Calendar | Calendar |
Constructors | ISODate(date) Creates a new Date variable from the supplied ISO Date formatted string | Date |
String | json(var) Converts the input variable of any type to a JSON formatted string | String |
Statistics | kurtosis(data) Gets the kurtosis | Number |
General | lastElement() | UNKNOWN |
Loader | lastElementOf() | UNKNOWN |
String | lastIndexOf(str1, str2) Returns a int value that is a last IndexOf of a string. | int |
String | left(str, amount) Creates a new string from the 'amount' leftmost characters of another string | String |
String | length(str) Returns the length of the string | Int |
GeoConstructors | LineString() Creates a LineString geometry object with the supplied list of coordinates | GeoSpatial |
GeoConstructors | LineString() Creates a LineString geometry object | GeoSpatial |
Constructors | Link() Creates a link that can be added to an item | Reference |
Constructors | List() Creates a new List | List |
General | loadCalendars() Loads all known public and private calendars into memory | Void |
General | loadTypes() Loads all known public and private types into memory | Void |
Numeric | log(data) Returns the natural logarithm (base e) of a double value | Number |
Numeric | log10(data) Returns the base 10 logarithm of a double value | Number |
Numeric | log1p(data) Returns the natural logarithm of the sum of the argument and 1 | Number |
String | lower(str) Returns a copy of the passed in string with all the characters converted to lower case | String |
Loader | matches() | UNKNOWN |
Constructors | Matrix(x, y) Creates a new matrix | Matrix |
Constructors | Matrix(labels) Creates a new matrix from a list of labels | Matrix |
Statistics | max(data) Gets the highest value | Number |
Statistics | mean(data) Gets the arithmetic average value | Number |
Introspection | methods(object) Returns the methods available for a given variable | List |
Statistics | min(data) Gets the lowest value | Number |
Validation | missing(series) Checks for unexpected missing values in a TimeSeries | TimeSeries |
Constructors | MonthlyCalendar() Creates a new Monthly Calendar | Calendar |
Constructors | MonthlyCalendar(code, name, period) Creates a new Monthly Calendar with a period specifier | Calendar |
GeoConstructors | MultiLineString() Creates an empty MultiLineString geometry object | GeoSpatial |
GeoConstructors | MultiLineString() Creates an empty MultiLineString geometry object | GeoSpatial |
GeoConstructors | MultiPoint() Creates a MultiPoint geometry object | GeoSpatial |
GeoConstructors | MultiPoint() Creates a MultiPoint geometry object with the supplied list of coordinates | GeoSpatial |
GeoConstructors | MultiPolygon() Creates a MultiPolygon geometry object with the supplied polygons | GeoSpatial |
GeoConstructors | MultiPolygon() Creates an empty MultiPolygon geometry object | GeoSpatial |
String | normalise(str) Returns a normalised string removing all accents of the string passed. | String |
Constructors | Null() Creates a Null variable | Null |
Constructors | Object(type) Creates a new Object of the specified type | Object |
Constructors | Object() Creates a new Object of type #Object | Object |
Constructors | ObjectId() Creates a unique object id | String |
TimeSeries | overlay(base, other) Returns a TimeSeries with all the non-missing values from other added to base | TimeSeries |
Date | parse(date, format) Converts a string into a date using the specified format | String |
Date | parse(date, format, tz) Converts a string into a date using the specified format and timezone | String |
Date | parseISODate(date) Converts a ISO Date format string into a date | String |
TimeSeries | pct(series) Returns a TimeSeries with the percentage change values from one observation to the next | TimeSeries |
Statistics | percentile(data, percentile) Gets the percentile | Number |
GeoConstructors | Point(longitude, latitude) Creates a single coordinate point | GeoSpatial |
GeoConstructors | Polygon() Creates a Polygon geometry object with a single ring containing the supplied coordinates | GeoSpatial |
GeoConstructors | Polygon() Creates a Polygon geometry object with a multiple rings containing the supplied geometries | GeoSpatial |
GeoConstructors | Polygon() Creates a empty Polygon geometry object | GeoSpatial |
Statistics | popvar(data) Gets the population variance | Number |
Numeric | pow(data, power) Returns the value of the first argument raised to the power of the second argument | Number |
Constructors | Process() Creates a new Process | Process |
Introspection | properties(object) Returns an array of Strings that gives information about the properties on a variable | List(String) |
Statistics | quadmean(data) Gets the quadratic average value | Number |
Constructors | QuarterlyCalendar() Creates a new Quarterly Calendar | Calendar |
BeanConstructors | Queue(name) Creates a new queue | Queue |
DataGeneration | random() Creates a random number between 0 and 1 | Scalar |
DataGeneration | randomInteger(var) Creates a random integer between 0 and the supplied number - 1 | Scalar |
General | ref(Service, Id) Creates a reference to a variable | Reference |
General | ref(var) Creates a reference to a variable | Reference |
String | remove(str, regex) Removes all the characters according to the regex parameter from the passed in string | String |
Loader | removeEmpty() | UNKNOWN |
String | replace(str, match, replacement) Replaces each substring of the input string that matches the literal match string with the specified literal replacement string | String |
String | replaceAll(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 |
General | replaceElements() | UNKNOWN |
Loader | replaceEmptyValues() | UNKNOWN |
Loader | replaceValues() | UNKNOWN |
Loader | reverseList() | UNKNOWN |
Constructors | Row() Creates a new Row | Row |
TimeSeriesScaling | scale(input, calendar) Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting | TimeSeries |
TimeSeriesScaling | scale(input, calendar, observed) Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting | TimeSeries |
TimeSeriesScaling | scale(input, calendar, observed, distribution) Scales a TimeSeries to the supplied calendar using the observed setting on the TimeSeries or the global observed setting | TimeSeries |
Constructors | Script() Creates a new Script | Script |
Constructors | Secret(value) Creates a new Secret Value | Secret |
Curve | shape(input) Simple shaping algorithm used to shape a monthly curve | Curve |
TimeSeries | shift(series, observations) Returns a TimeSeries that is shifted in time by the number of specified observations | TimeSeries |
Statistics | simpleRegression(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 |
Numeric | sin(data) Returns the trigonometric sine of an angle | Number |
Numeric | sinh(data) Returns the hyperbolic sine of a double value | Number |
Statistics | skew(data) Gets the skewness | Number |
Statistics | sma(data, window) A simple moving average | TimeSeries |
Constructors | SmartCurve(base, expression) Creates a new Smart Curve using a base curve and expression | SmartCurve |
Constructors | SmartCurve() Creates a new Smart Curve | SmartCurve |
Constructors | SmartTimeSeries(base, expression) Creates a new Smart TimeSeries using a base TimeSeries and expression | SmartTimeSeries |
Constructors | SmartTimeSeries(start, calendar, expression) Creates a new Smart TimeSeries using a base TimeSeries and expression | SmartTimeSeries |
GeoConstructors | Sphere() Creates a centerSphere geometry object used in geospatial queries | GeoSpatial |
GeoConstructors | Sphere() Creates a nearSphere geometry object used in geospatial queries | GeoSpatial |
String | split(str, sep) Splits the string passed by the separator. | List |
Numeric | sqrt(data) Returns the correctly rounded positive square root of a double value | Number |
String | startsWith(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 |
Statistics | stdev(data) Gets the standard deviation | Number |
BeanConstructors | Subscription() Creates a new subscription | Subscription |
String | substring(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 |
Statistics | sum(data) Gets the sum of the values | Number |
Statistics | sumsq(data) Gets the sum of the squares | Number |
Constructors | Table() Creates a new Table | Table |
Numeric | tan(data) Returns the trigonometric tangent of an angle | Number |
Numeric | tanh(data) Returns the hyperbolic tangent of a double value | Number |
Constructors | Task() Creates a new user task | Task |
Constructors | TimeSeries(calendar, dataType) Creates a new TimeSeries variable | TimeSeries |
Constructors | TimeSeries(start, Calendar, value) Creates a new TimeSeries variable | TimeSeries |
Constructors | TimeSeries(start, Calendar, value, dataType) Creates a new TimeSeries variable | TimeSeries |
Constructors | TimeSeries(start, end, Calendar, value, dataType) Creates a new TimeSeries variable | TimeSeries |
Constructors | TimeSeries(start, Calendar, intervalPositions, value, dataType, positionCalendar) Creates a new TimeSeries variable | TimeSeries |
Constructors | TimeSeries(calendar) Creates a new TimeSeries variable | TimeSeries |
Constructors | TimeStamp() Creates a new Date variable as the current date and time | Date |
Numeric | toDegrees(data) Converts an angle measured in radians to an approximately equivalent angle measured in degrees | Number |
Conversion | toInt(var) Converts any input number to an integer | Scalar |
Numeric | toRadians(data) Converts an angle measured in degrees to an approximately equivalent angle measured in radians | Number |
String | trim() Returns a string with any space characters from the start or end of the string removed | String |
Introspection | typeOf(object) Returns a String with the type name of a variable | String |
General | uid() Generates a unique ID | String |
String | upper(str) Returns a copy of the passed in string with all the characters converted to UPPER case | String |
Statistics | var(data) Gets the variance | Number |
Introspection | variable(name) Returns the variable with the given name | Any |
Introspection | variables() Returns a list of the current variables | List |
Constructors | WeeklyCalendar(dow) Creates a new Weekly Calendar | Calendar |
Constructors | WeeklyCalendar(dow, holcal, rollbackwards) Creates a new Weekly Calendar | Calendar |