23 docs tagged with "function"

Transforms all values of the input variable to absolute (positive) values.

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

A curve function that breaks a single contract into a list of daily contracts, e.g. a month into days

A curve function that breaks a single contract into a list of hours contracts, e.g. a day into hours

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

A curve function that breaks a single contract into a list of monthly contracts, e.g. a quarter into 3 months

Creates an arbitrage free curve comprised of calendar year strips

Functions that create or use calendars

Functions that create or construct variables

Functions that work with forward curves

A set of functions that help you deal with dates

Documentation on the function command

A set a non-specific helper functions

Functions that provide information about variables

Functions that take a list of values as input

Functions whose output is a matrix

Functions that take a Numeric Scalar as their input

Functions that perform statistical analysis on data.

A set of functions that help you manipulate string variables

Functions that take a TimeSeries as their input

Functions that allow you to create test cases and test conditions

Create your own user definable functions in OpenDataDSL