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数据预处理

金融市场的日期和货币数据

在运行分析之前，数据的表示形式和质量至关重要。通常需要将金融数据的格式转换为标准格式。此工具箱提供了一组工具来整理和转换金融数据以进行分析。

函数

日期和时间分量格式

`now`	当前日期和时间作为日期序列值
`datefind`	Indices of dates in matrix
`datevec`	将日期时间转换为分量向量
`datetim`	表示时间点的数组
`yeardays`	Number of days in year

日期转换

`date2time`	Time and frequency from dates
`datedisp`	Display date entries
`datenum`	将日期和时间转换为日期序列值
`datestr`	将日期和时间转换为字符串格式
`time2date`	Dates from time and frequency
`uicalendar`	Graphical calendar

工作日

`busdate`	Next or previous business day
`busdays`	Business days for given period
`datemnth`	Date of day in future or past month
`datewrkdy`	Date of future or past workday
`days252bus`	Number of business days between dates
`days360`	基于一年 360 天的日期之间的天数
`days360e`	Days between dates based on 360-day year (European)
`days360isda`	Days between dates based on 360-day year (International Swap Dealer Association (ISDA) compliant)
`days360psa`	Days between dates based on 360-day year (Public Securities Association (PSA) compliant)
`days365`	基于一年 365 天的日期之间的天数
`daysact`	日期之间的实际天数
`daysadd`	Date away from starting date for any day-count basis
`daysdif`	Days between dates for any for any day-count basis
`fbusdate`	First business date of month
`isbusday`	True for dates that are business days
`lbusdate`	Last business date of month
`thirdwednesday`	Find third Wednesday of month
`wrkdydif`	Number of working days between dates
`yearfrac`	计算日期之间的天数占全年的比例

交易日历

`createholidays`	Create trading calendars
`holidays`	Holidays and nontrading days
`nyseclosures`	New York Stock Exchange closures from 1885 to 2070
`addBusinessCalendar`	Add business calendar awareness to timetables

息票债券日期

`accrfrac`	应计天数占付息周期的比例
`cpncount`	Coupon payments remaining until maturity
`cpndaten`	Next coupon date for fixed-income security
`cpndatenq`	Next quasi-coupon date for fixed-income security
`cpndatepq`	Previous quasi-coupon date for fixed-income security
`cpndatep`	Previous coupon date for fixed-income security
`cpndaysn`	Number of days to next coupon date
`cpndaysp`	Number of days since previous coupon date
`cpnpersz`	Number of days in coupon period

货币和价格转换

`cur2frac`	Decimal currency values to fractional values
`cur2str`	银行格式文本
`dec2thirtytwo`	Decimal to thirty-second quotation
`frac2cur`	Fractional currency value to decimal value
`thirtytwo2dec`	Thirty-second quotation to decimal

主题

处理和转换日期
处理和转换日期字符向量和日期序列值、节假日和现金流日期。
Trading Calendars User Interface
Using the Trading Calendars user interface to manage holidays.
UICalendar User Interface
Using uicalendar to manage dates.

相关信息

在 MATLAB 中自动执行数据清理和准备（43 分）