Handling and Converting Dates
Current Time and Date
Date and Time Components
| datefind | Missing |
| datevec | Present |
| day | Missing |
| eomdate | Missing |
| eomday | Present |
| hour | Missing |
| lweekdate | Missing |
| minute | Missing |
| month | Missing |
| months | Missing |
| nweekdate | Missing |
| second | Missing |
| weekday | Present |
| year | Missing |
| yeardays | Missing |
Date Conversion
| date2time | Missing |
| datedisp | Missing |
| datenum | Present |
| datestr | Present |
| dec2thirtytwo | Missing |
| m2xdate | Missing |
| thirtytwo2dec | Missing |
| time2date | Missing |
| uicalendar | Missing |
| x2mdate | Missing |
Financial Dates
| busdate | Missing |
| busdays | Missing |
| createholidays | Missing |
| datemnth | Missing |
| datewrkdy | Missing |
| days360 | Missing |
| days360e | Missing |
| days360isda | Missing |
| days360psa | Missing |
| days365 | Missing |
| daysact | Present |
| daysadd | Missing |
| daysdif | Missing |
| fbusdate | Missing |
| holidays | Missing |
| isbusday | Missing |
| lbusdate | Missing |
| thirdwednesday | Missing |
| wrkdydif | Missing |
| yearfrac | Missing |
Coupon Bond Dates
| accrfrac | Missing |
| cfamounts | Missing |
| cfdates | Missing |
| cfport | Missing |
| cftimes | Missing |
| cpncount | Missing |
| cpndaten | Missing |
| cpndatenq | Missing |
| cpndatep | Missing |
| cpndatepq | Missing |
| cpndaysn | Missing |
| cpndaysp | Missing |
| cpnpersz | Missing |
Formatting Currency and Price
| cur2frac | Missing |
| cur2str | Missing |
| dec2thirtytwo | Missing |
| frac2cur | Missing |
| thirtytwo2dec | Missing |
Charting Financial Data
| bar | Present |
| barh | Present |
| bar3 | Present |
| bar3h | Present |
| bolling | Missing |
| candle | Missing |
| candle (fts) | Not Checked |
| chartfts | Missing |
| dateaxis | Missing |
| highlow | Missing |
| highlow (fts) | Not Checked |
| kagi | Missing |
| linebreak | Missing |
| movavg | Missing |
| plot | Present |
| pointfig | Missing |
| priceandvol | Missing |
| renko | Missing |
| volarea | Missing |
Analyzing and Computing Cash Flows
Annuities
| annurate | Missing |
| annuterm | Missing |
Amortization and Depreciation
| amortize | Missing |
| depfixdb | Missing |
| depgendb | Missing |
| deprdv | Missing |
| depsoyd | Missing |
| depstln | Missing |
Present Value
| pvfix | Missing |
| pvvar | Missing |
Future Value
| fvdisc | Missing |
| fvfix | Missing |
| fvvar | Missing |
Payment Calculations
| payadv | Missing |
| payodd | Missing |
| payper | Missing |
| payuni | Missing |
Rates of Return
| effrr | Missing |
| elpm | Missing |
| irr | Present |
| mirr | Missing |
| nomrr | Missing |
| taxedrr | Missing |
| xirr | Missing |
Cash Flow Sensitivities
| cfconv | Missing |
| cfdur | Missing |
Fixed-Income Securities
Accrued Interest
| acrubond | Missing |
| acrudisc | Missing |
Prices
| bndprice | Missing |
| prdisc | Missing |
| prmat | Missing |
| prtbill | Missing |
Term Structure of Interest Rates
| disc2zero | Missing |
| fwd2zero | Missing |
| prbyzero | Missing |
| pyld2zero | Missing |
| tbl2bond | Missing |
| tr2bonds | Missing |
| zbtprice | Missing |
| zbtyield | Missing |
| zero2disc | Missing |
| zero2fwd | Missing |
| zero2pyld | Missing |
Yields
| beytbill | Missing |
| bndyield | Missing |
| discrate | Missing |
| ylddisc | Missing |
| yldmat | Missing |
| yldtbill | Missing |
Spreads
Interest Rate Sensitivities
| bndconvp | Missing |
| bndconvy | Missing |
| bnddurp | Missing |
| bnddury | Missing |
Analyzing Portfolios
Portfolio Analysis
| abs2active | Missing |
| active2abs | Missing |
| arith2geom | Missing |
| corr2cov | Missing |
| cov2corr | Missing |
| ewstats | Missing |
| frontcon | Missing |
| frontier | Missing |
| geom2arith | Missing |
| holdings2weights | Missing |
| pcalims | Missing |
| pcgcomp | Missing |
| pcglims | Missing |
| pcpval | Missing |
| periodicreturns | Missing |
| portalloc | Missing |
| portcons | Missing |
| portopt | Missing |
| portrand | Missing |
| portsim | Missing |
| portstats | Missing |
| portvrisk | Missing |
| ret2tick | Missing |
| ret2tick (fts) | Not Checked |
| selectreturn | Missing |
| targetreturn | Missing |
| tick2ret | Missing |
| tick2ret (fts) | Not Checked |
| totalreturnprice | Missing |
| weights2holdings | Missing |
Performance Metrics
| emaxdrawdown | Missing |
| inforatio | Missing |
| lpm | Missing |
| maxdrawdown | Missing |
| portalpha | Missing |
| sharpe | Missing |
Financial Statistics
Expectation Conditional Maximization
| ecmnfish | Missing |
| ecmnhess | Missing |
| ecmninit | Missing |
| ecmnmle | Missing |
| ecmnobj | Missing |
| ecmnstd | Missing |
Multivariate Normal Regression
| mvnrfish | Missing |
| mvnrmle | Missing |
| mvnrobj | Missing |
| mvnrstd | Missing |
Expectation Conditional Maximization – Multivariate
Normal Regression
| ecmmvnrfish | Missing |
| ecmmvnrmle | Missing |
| ecmmvnrobj | Missing |
| ecmmvnrstd | Missing |
Expectation Conditional Maximization – Least-Squares
Regression
| ecmlsrmle | Missing |
| ecmlsrobj | Missing |
Seemingly Unrelated Regression
Pricing and Analyzing Derivatives
Option Valuation and Sensitivity
| binprice | Missing |
| blkimpv | Missing |
| blkprice | Missing |
| blsdelta | Missing |
| blsgamma | Missing |
| blsimpv | Missing |
| blslambda | Missing |
| blsprice | Missing |
| blsrho | Missing |
| blstheta | Missing |
| blsvega | Missing |
| opprofit | Missing |
GARCH Processes
Univariate GARCH Processes
| ugarch | Missing |
| ugarchllf | Missing |
| ugarchpred | Missing |
| ugarchsim | Missing |
Financial Time Series Object and File Construction
| ascii2fts | Missing |
| fints | Missing |
| fts2ascii | Missing |
| fts2mat | Missing |
| merge | Missing |
Financial Time Series Arithmetic
| end | Present |
| horzcat | Present |
| length | Present |
| minus | Present |
| mrdivide | Present |
| mtimes | Present |
| plus | Present |
| power | Present |
| rdivide | Present |
| size | Present |
| subsasgn | Present |
| subsref | Present |
| times | Present |
| uminus | Present |
| uplus | Present |
| vertcat | Present |
Financial Time Series Mathematical
| cumsum | Present |
| exp | Present |
| hist | Present |
| log | Present |
| log10 | Present |
| log2 | Present |
| max | Present |
| mean | Present |
| min | Present |
| std | Present |
Financial Time Series Descriptive Statistics
| corrcoef | Present |
| cov | Present |
| isempty | Present |
| nancov | Missing |
| nanmax | Present |
| nanmean | Present |
| nanmedian | Present |
| nanmin | Present |
| nanstd | Present |
| nansum | Present |
| nanvar | Missing |
| var | Present |
Financial Time Series Utility
| chfield | Missing |
| extfield | Missing |
| fetch | Missing |
| fieldnames | Present |
| freqnum | Missing |
| freqstr | Missing |
| ftsbound | Missing |
| ftsinfo | Missing |
| ftsuniq | Missing |
| getfield | Present |
| getnameidx | Missing |
| iscompatible | Missing |
| isequal | Present |
| isfield | Present |
| issorted | Present |
| rmfield | Present |
| setfield | Present |
| sortfts | Missing |
Financial Time Series Data Transformation
| boxcox | Missing |
| convert2sur | Missing |
| convertto | Missing |
| diff | Present |
| fillts | Missing |
| filter | Present |
| lagts | Missing |
| leadts | Missing |
| peravg | Missing |
| resamplets | Missing |
| smoothts | Missing |
| toannual | Missing |
| todaily | Missing |
| todecimal | Missing |
| tomonthly | Missing |
| toquarterly | Missing |
| toquoted | Missing |
| tosemi | Missing |
| toweekly | Missing |
| tsmovavg | Missing |
Financial Time Series Indicator
| adline | Missing |
| adosc | Missing |
| bollinger | Missing |
| chaikosc | Missing |
| chaikvolat | Missing |
| fpctkd | Missing |
| hhigh | Missing |
| llow | Missing |
| macd | Missing |
| medprice | Missing |
| negvolidx | Missing |
| onbalvol | Missing |
| posvolidx | Missing |
| prcroc | Missing |
| pvtrend | Missing |
| rsindex | Missing |
| spctkd | Missing |
| stochosc | Missing |
| tsaccel | Missing |
| tsmom | Missing |
| typprice | Missing |
| volroc | Missing |
| wclose | Missing |
| willad | Missing |
| willpctr | Missing |
Financial Time Series Graphical User Interface
Financial Time Series Tool