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QuickStart: Variable Types

An overview of all built-in variable types in ODSL, including scalars, dates, calendars, timeseries, curves, and custom types.

Scalars, Dates and Secrets​

String​

//#region
a1 = "My String"
a2 = "Your String"
a3 = a1 + " plus " + a2
print a3
// >> My String plus Your String
//#endregion

Number​

//#region
a1 = 10
a2 = 3.4
a3 = a1 * a2
print a3
// >> 34.000000
//#endregion

Boolean​

//#region
a1 = 10
b1 = true
b2 = a1 == 10
print b2
// >> true
//#endregion

Date​

//#region
// Get the current date
d1 = Date()

// Create a date in a specific format
d2 = Date("01/10/2021", "dd/MM/yyyy")
print d2
// >> 2021-10-01
//#endregion

Duration​

A duration represents an amount of time using ISO 8601 duration format:

//#region
dur1 = Duration("1D6h")
d2 = Date("01/10/2021", "dd/MM/yyyy")
d3 = d2 + dur1
print d3
// >> 2021-10-02T06:00:00
//#endregion

Secret​

A secret is a string that is never displayed in the console — useful for passwords:

//#region
o1 = Object()
o1.password = Secret("MyPassword")
print o1.password
// >> ********
//#endregion

Calendars​

A calendar defines the intervals at which timeseries values are recorded. Built-in calendar types include DailyCalendar(), BusinessCalendar(), MonthlyCalendar(), and HolidayCalendar().

//#region
cal = HolidayCalendar()
cal.addRule("Every Monday")
cal.addRule("25th of December named 'Christmas Day' on Saturday shift -1 day on Sunday shift 1 day")
first = Date("2021-12-20")
last = Date("2021-12-31")
dates = cal.getDates(first, last)
print dates
//#endregion

CurveDate​

A CurveDate combines a valuation date with an expiry calendar, representing the ondate of a forward curve:

//#region
expiry = ExpiryCalendar(BusinessCalendar())
expiry.addRule("go back 1 day using calendar")
ondate = CurveDate(Date("2020-12-01"), expiry)
print ondate
//#endregion

TimeSeries​

A TimeSeries is a list of values aligned to a calendar:

//#region
ts = TimeSeries("DAILY")
ts.add("2021-10-04", 12.5)
ts.addValue(13.6)
print ts.values
//#endregion

Curves​

A curve holds an array of contracts representing future delivery periods:

//#region
expiry = ExpiryCalendar(BusinessCalendar())
expiry.addRule("go back 1 day using calendar")
ondate = CurveDate(Date("2020-12-01"), expiry)

c1 = Curve(ondate)
c1.add(Contract(ondate, "2021M01", 12.5))
c1.add(Contract(ondate, "2021M02", 12.75))
c1.add(Contract(ondate, "2021M03", 13.0))
print c1.contracts
//#endregion

Custom Variable Types​

You can define your own types to model real-world entities:

//#region
widget = type
    description as String()
    price as Number()
end

ABC123 = object as widget
    description = "A small widget for storing beans"
    price = 6.24
end

print ABC123
//#endregion
Next Step

In QuickStart: Functions you will explore the built-in function library and write your own functions.