quantrasheet example
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Visit
https://apidocs.quantra.io
for help
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Function
GETECALENDARS()
GETEFREQUENCIES()
GETTIMEUNITS()
GETDAYCONVENTIONS()
GETDAYCOUNTERS()
GETPOINTTYPES()
GETIBORS()
GETCOMPOUNDINGS()
GETINTERPOLATORS()
GETSWAPTYPES()
GETDATEGENERATIONRULES()
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CALENDARSFREQUENCIESTIME UNITSDAY CONVENTIONSDAY COUNTERSPOINT TYPESIBORSCOMPOUNDINGSINTERPOLATORSSWAP TYPES
DATE GENERATION RULES
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ArgentinaAnnualDaysFollowingActual360Deposit#NAME?CompoundedBackwardFlatPayerBackward
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AustraliaBimonthlyHours
HalfMonthModifiedFollowing
Actual365FixedFraContinuousForwardFlatReceiverCDS
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BespokeCalendarBiweeklyMicrosecondsModifiedFollowingActual365NoLeapFutureSimpleLinearForward
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BrazilDailyMillisecondsModifiedPrecedingActualActualSwap
SimpleThenCompounded
LogLinearOldCDS
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CanadaEveryFourthMonthMinutesNearestActualActual365ThirdWednesday
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ChinaEveryFourthWeekMonthsPrecedingActualActualAFBTwentieth
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CzechRepublicMonthlySecondsUnadjustedActualActualBondTwentiethIMM
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DenmarkNoFrequencyWeeksActualActualEuroZero
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FinlandOnceYears
ActualActualHistorical
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GermanyOtherFrequencyActualActualISDA
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HongKongQuarterlyActualActualISMA
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HungarySemiannualBusiness252
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IcelandWeeklyOne
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IndiaSimple
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IndonesiaThirty360
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Israel
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Italy
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Japan
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Mexico
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NewZealand
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Norway
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NullCalendar
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Poland
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Romania
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Russia
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SaudiArabia
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Singapore
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Slovakia
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SouthAfrica
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SouthKorea
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Sweden
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Switzerland
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TARGET
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Taiwan
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Turkey
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Ukraine
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UnitedKingdom
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UnitedStates
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UnitedStatesGovernmentBond
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UnitedStatesNERC
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UnitedStatesNYSE
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UnitedStatesSettlement
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WeekendsOnly
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Enumerations
Date functions
Pricing curves
Curve functions
Zero Coupon Bond Pricing
Fixed Rate Bond Pricing
Floating Rate Bond Pricing
Vanilla Swap Pricing