QuickCache Functions
The QuickCache functions are grouped in 15 categories:
- Bond Functions
- Cache Functions
- Curve Functions
- Database Functions
- DateTime Functions
- Info Functions
- Math Functions
- Matrix Functions
- Redis Functions
- RTD Functions
- Search Functions
- Set Functions
- Summary Functions
- Text Functions
- Utility Functions
Creating bond contracts, calculating various values of bonds: price, yield, duration, convexity, cash flows, pvbp, etc.
Storing data matrix into in-memory Caches. Then the data can be easily and efficiently retrieved and passed to different functions by a cache name. The Caches can also be written into file and read from file in various formats.
Building yield term structures, aka curves. The curves can be used to evaluate fixed income instruments.
A simple way to query various databases: Access, MySQL, Oracle, PostgreSQL, SQL server, and others via ODBC. The query only occupies one Excel cell and stores the query result into a Cache. The user can run a complete SQL statement through the “RawSQL” argument or run simpler query via the Select, From, Where, GroupBy, and OrderBy arguments.
Getting the current time or date in a time zone. The user can add date or time by a simple token – for example “2w” is adding two weeks. There are also functions to get IMM codes or IMM dates, or to calculate year fractions.
Getting some basic information: address of cell, formula of cell, workbook name, worksheet names, workbook path, QuickCache path, user name, computer name, computer IP address, QuickCache version. There are also functions letting users to create a dictionary and retrieve values from the dictionary.
Add, Minus, Divide, and Multiply calculations of two arrays. There is also function generating random numbers, and an interpolation function supporting 20 interpolators.
Data manipulation on matrix: count element, replace empty element, replace error element, frequency of element, flatten, reshape, repeat, padding, joining, merge, and split.
Publishing static and real-time data to and subscribing data from Redis, a super fast in-memory key-value database.
Some special RTD engine powered functions: an ultimate heartbeat function, a function looping through a matrix, a pair of functions saving a value to and reading the value back from the local RTD server.
Slicing, searching, sorting, splitting, lookup, filtering data table. Please check QuickCache help file and QuickCache example spreadsheets for details.
Functions operating on SET: Union, Intersect, Except, Different, InSet. It also have 2 functions for getting the first or the last element in a SET or a matrix.
Various summary operations on numbers by one dimension group or by two dimension groups: Average, Count, Minimum, Maximum, and Sum.
Functions operating on texts (strings). One concatenates every element in a matrix. Two functions split string into parts, either by separators or by Regular Expression pattern. Other functions perform operations of clean up, convert, starts, ends, has, left, right, match, and substitute.
Miscellaneous functions: calculation count and time of a range; get or add cell comment; hide and unhide rows or columns; file information; run specified ranges; plot a chart; read Windows registry; function usage; mark cells volatile; and set Excel threads.