Clarus API Reference

Dates Schedule

Computes a schedule of dates. The end date is adjusted for roll convention and always included in the result. The start date is never included in the result. Good business days are determined by specifying the currency and the business day convention. The holiday calendars are the principal financial centres for the currency.

Parameter	Description	Default	Options
startDate Required	The start date in YYYY-MM-DD format
endDate Required	The end date in YYYY-MM-DD format
rollConvention Optional	Roll Convention	IMM	1 , 2 , 3 , 4 , 5 , 6 , 7 , 8 , 9 , 10 , 11 , 12 , 13 , 14 , 15 , 16 , 17 , 18 , 19 , 20 , 21 , 22 , 23 , 24 , 25 , 26 , 27 , 28 , 29 , 30 , EOM , IMM , NONE , IMMCAD , IMMAUD , IMMNZD , SFE
frequency Optional	Frequency	3M	1M , 3M , 6M , 12M
currency Optional	Currency		AED , ARS , AUD , BRL , CAD , CHF , CLP , CNH , CNY , COP , CZK , DKK , EGP , EUR , GBP , GHS , HKD , HUF , IDR , ILS , INR , JPY , KRW , KZT , LBP , LKR , MXN , MYR , NGN , NOK , NZD , PEN , PHP , PKR , PLN , RUB , SAR , SEK , SGD , THB , TWD , USD , VEB , VNG , ZAR
busDayConvention Optional	Business Day Convention	NONE	FOLLOWING , FRN , MODFOLLOWING , MODPRECEDING , NEAREST , NONE , PRECEDING

import clarus

response = clarus.dates.schedule(endDate='2017-08-24',startDate='2016-08-24')
print (response)


Submit to generate...

import com.clarusft.api.model.dates.ScheduleRequest
import com.clarusft.api.model.dates.ScheduleResponse

ApiClient clarus = ApiClient.getDefault();
ScheduleResponse response = clarus.request(new ScheduleRequest().withEndDate("2017-08-24").withStartDate("2016-08-24"));
System.out.println(response);


Submit to generate...

import Clarus

response = Clarus.Dates.schedule(endDate="2017-08-24",startDate="2016-08-24")
print(response)


Submit to generate...


##
##Need to install packages once, if not already installed
##install.packages('httr')
##install.packages('readr')
##

library('httr')
##library('readr')

## Manually edit and set key/secret here ##
apiKey <- '...'
apiSecret <-'...'

request <- function(category, functionName, ...){
  restUrl  =  paste0('https://apieval.clarusft.com/api/rest/v1/', category, '/',functionName, '.csv')
  response <- POST(url=restUrl, body=list(...), encode='json', authenticate(apiKey, apiSecret, type='basic'))
  if (response$status_code!=200){
      stop(paste0('Request to ', category, '/', functionName, ' failed with status code: ', response$status_code))
  }
  return (response)
}

dataframe <- function(response){
  return (read.csv(text=content(response, 'text'), sep=',', head=TRUE))
}
## filename <- file.path('C:', 'Temp', 'myfile.csv')
## myvalue <- <- read_file(filename)

r <- request('dates', 'Schedule', endDate='2017-08-24', startDate='2016-08-24')
df <- dataframe(r)
print (df)


import requests
import sys
import pandas
import io
#import os

# Example of REST API call to Clarus Microservices #

# Manually edit and set key/secret here #
apiKey = ''
apiSecret = ''

print (sys.version)

def request(category, functionName, **params):
  restUrl = 'https://apieval.clarusft.com/api/rest/v1/' + category + '/' + functionName + '.json'
  r = requests.post(restUrl, json=params, auth=(apiKey, apiSecret))
  r.raise_for_status()
  return r.json()

def dataframe(results):
  return pandas.DataFrame(results['results'])

# filename = os.path.join('C:\\', 'Temp', 'myfile.csv')
# myvalue = open(filename).read()

r = request('dates', 'Schedule', endDate='2017-08-24', startDate='2016-08-24')
df = dataframe(r)
print(pandas.DataFrame.head(df))


use strict;
use warnings;
use MIME::Base64;
use JSON;
use REST::Client;

# Example of REST API call to Clarus Microservices #

my $client = REST::Client->new();
$client->addHeader('Content-Type', 'application/json');

# Manually edit and set key/secret here 
my $apiKey = '';
my $apiSecret = '';

my $encoded_auth = encode_base64("$apiKey:$apiSecret", '');
$client->addHeader('Authorization', "Basic $encoded_auth");

my %params = ('endDate' => '2017-08-24','startDate' => '2016-08-24');

my $urlBase = 'https://apieval.clarusft.com/api/rest/v1/';
my $category = 'dates/';
my $name = 'Schedule';
my $outputFormat = '.csv'; #can also be '.json' or '.tsv'
my $fullRESTUrl  =  $urlBase . $category . $name . $outputFormat;

$client->POST($fullRESTUrl,encode_json(\%params));

print 'Response: ' . $client->responseContent() . "\n";
print 'Response status: ' . $client->responseCode() . "\n";



printf('Example of REST API call to Clarus Microservices\n');

function r = request(category, functionName, params)

# Manually edit and set key/secret here #
  apiKey = ''
  apiSecret = ''

  restUrl = ['https://' apiKey ":" apiSecret  "@" 'apieval.clarusft.com/api/rest/v1/' category '/' functionName '.csv'];
  [r, status, message] = urlread (restUrl, 'get', params);
  if (status!=1)
      error(['Failed on ' category '/' functionName ': ' message]);
  endif
end

function ca = toCellArray(csvStr)
  header_row = textscan (csvStr, "%s", 1, 'delimiter','\n');
  headers = strsplit(char(header_row), ",");
  numCols = size(headers)(2);
  format = repmat('%s ', [1 numCols]);
  ca = textscan (csvStr, format, 'delimiter',',', 'endofline',"\n");
end

params = {'endDate', '2017-08-24', ...
          'startDate', '2016-08-24'}

r = request('dates', 'Schedule', params)
ca = toCellArray(r);

ca



Example of REST API query URL (GET)

CSV
https://apieval.clarusft.com/api/rest/v1/dates/schedule.csv?endDate=2017-08-24&startDate=2016-08-24

TSV
https://apieval.clarusft.com/api/rest/v1/dates/schedule.tsv?endDate=2017-08-24&startDate=2016-08-24

JSON
https://apieval.clarusft.com/api/rest/v1/dates/schedule.json?endDate=2017-08-24&startDate=2016-08-24

HTML
https://apieval.clarusft.com/api/rest/v1/dates/schedule.html?endDate=2017-08-24&startDate=2016-08-24

Request Body


Submit to generate...

Response


Submit to generate...


{
  "endDate" : "2017-08-24",
  "startDate" : "2016-08-24"
}