Dates, frequencies and calendars

Financial time series often come with different frequencies (e.g. daily, weekly or quarterly), and they are often misaligned with each other (e.g. because a company has a financial calendar that deviates from the standard one). This can make many time series troublesome to work with, but the Exabel DSL has been designed to make such challenges easier to handle.

This section explains how to work with and specify dates, frequencies and fiscal periods in the Exabel DSL.

• Time arguments
• Frequency
• Alignment
• Fiscal calendars
• Calendar signals