Function Name | Description | Syntax |
---|---|---|
daysplusbusinessbond | Add business days using the US Bond Market holiday calendar | daysplusbusinessbond DATE DAYCOUNT |
daysminusbusinessbond | Subtract business days using the US Bond Market holiday calendar | daysminusbusinessbond DATE DAYCOUNT |
daysdiffbusinessbond | Get business days difference between two dates using the US Bond Market holiday calendar | DATE1 daysdiffbusinessbond DATE2 |
isbusinessdaybond | Return 1 or 0 if date is a bond market business day | isbusinessdaybond DATE |
makebusinessdaybond | Return next business day if on holiday | makebusinessdaybond DATE |
daysplusbusinessfederal | Add business days using the US Federal holiday calendar | daysplusbusinessfederal DATE DAYCOUNT |
daysminusbusinessfederal | Subtract business days using the US Bond Market holiday calendar | daysminusbusinessfederal DATE DAYCOUNT |
daysdiffbusinessfederal | Get business days difference between two dates using the US Federal holiday calendar | DATE1 daysdiffbusinessfederal DATE2 |
makebusinessdayfederal | Return next business day if on holiday | makebusinessdaybond DATE |
isbusinessdayfederal | Return 1 or 0 if date is a Federal business day | isbusinessdayfederal DATE |
isholiday | Return the name of US Federal holiday | isholiday DATE |
monthname | Rreturn month from date | monthname DATE |
weekdayname | return weedday name from date | weekdayname DATE |
* Functions ending in "federal" use the U.S. Federal Reserve Bank Holidays.
* Functions ending in "bond" use the U.S. Bond Market Holidays. See SIFMA for details
* Functions support dates between 19700101-21991231
* Dates falling on weekends and holidays return the original date.
* Day count of zero will return the same date.
* Invalid dates return zero.
* Business days difference functions do not include the start date in their count.
* Business days difference functions where the start date is not a valid business day will use the next or previous business day as the initial start date. This day will not be counted.
Business Days Difference
U.S. Bond Calendar
CAS Result
Start Date 11/29/2021
End Date 11/26/2021
Total Days 4
Work Days 2
Calculated Diff 1
Dates In Range Day Name Is Workday Holiday Name
11/29/2021 Yes Monday Yes
11/28/2021 Yes Sunday No
11/27/2021 Yes Saturday No
11/26/2021 Yes Friday Yes