QS.SIMULATION.DATES¶
Spills the dates of a context simulation
Category: QuantSupport - Market.
- QS.SIMULATION.DATES(context: text, market_index: text, transpose: logical or blank) spilled range¶
- Parameters:
context (text) – Stable workbook-scoped root from QS.CONTEXT.CREATE or revisioned historical context; additions belong to the context and commit after the definition pass
market_index (text) – Market index, for example SOFR; prefixes include Equity:, Credit:, FX:, and Collateral:
transpose (logical or blank) – Optional TRUE transposes the entire spill; omitted or blank defaults to FALSE; table headers move with their fields
- Returns:
One-column spill of simulation dates in path order as ISO text (YYYY-MM-DD), without a header row. transpose=TRUE exchanges rows and columns; omitted transpose defaults to FALSE. Empty output returns a blank cell.
- Return Type:
spilled range
- Errors:
#VALUE! for invalid index/context handles or a simulation not constructed for the index. Invalid transpose/headers flags return #VALUE!; use TRUE/FALSE or leave optional flags blank.
Formula¶
=QS.SIMULATION.DATES(context, market_index, transpose)
Calculation¶
Runs on Excel’s main calculation thread.
Native Declaration¶
fn qs_simulation_dates (context : & str , market_index : & str , transpose : * const xll_rs :: types :: XLOPER12 ,) -> Result < * mut xll_rs :: types :: XLOPER12 , XllError >