Man pages for FinancialInstrument
Financial Instrument Model Infrastructure and Meta-Data

add.defined.byAdd a source to the field of an 'instrument'
add.identifierAdd an identifier to an 'instrument'
all.equal.instrumentinstrument all.equal method
buildHierarchyConstruct a hierarchy of instruments useful for aggregation
buildRatioconstruct price ratios of 2 instruments
build_series_symbolsconstruct a series of symbols based on root symbol and suffix...
buildSpreadConstruct a price/level series for pre-defined multi-leg...
build_spread_symbolsbuild symbols for exchange guaranteed (calendar) spreads
C2MMonth-to-Code and Code-to-Month
CompareInstrumentFilesCompare Instrument Files
currenciescurrency metadata to be used by 'load.instruments'
exchange_rateconstructor for spot exchange rate instruments
expiresextract the correct expires value from an 'instrument'
expires.charactercharacter expires extraction method
expires.instrumentinstrument expires extraction method
expires.spreadspread expires extraction method
expires.xtsxts expires extraction method
FinancialInstrument-packageConstruct, manage and store contract specifications for...
FindCommonInstrumentAttributesFind attributes that more than one instrument have in common
find.instrumentFind the primary_ids of instruments that contain certain...
fn_SpreadBuilderCalculate prices of a spread from 2 instruments.
format_idformat an id
formatSpreadPriceformat the price of a synthetic instrument
getInstrumentPrimary accessor function for getting objects of class...
get_rateget an exchange rate series
getSymbols.FIgetSymbols method for loading data from split files
instrumentinstrument class constructors
instrument_attrAdd or change an attribute of an instrument
instrument.autoCreate an instrument based on name alone
instrument.tableCreate data.frame with attributes of all instruments
is.currencyclass test for object supposedly of type 'currency'
is.currency.namecheck each element of a character vector to see if it is...
is.instrumentclass test for object supposedly of type 'instrument'
is.instrument.namecheck each element of a character vector to see if it is...
load.instrumentsload instrument metadata into the .instrument environment
ls_by_currencyshows or removes instruments of given currency...
ls_by_expirylist or remove instruments by expiration date
ls_expiriesshow unique expiration dates of instruments
ls_instrumentsList or Remove instrument objects
ls_instruments_bySubset names of instruments
ls_strikesshow strike prices of defined options
ls_underlyingsshow names of underlyings
make_spread_idConstruct a primary_id for a 'spread' 'instrument' from the...
month_cycle2numericcoerce month_cycle to a numeric vector
next.future_idGet the primary_id of the next-to-expire (previously...
NotionalizeConvert price series to/from notional value
option_series.yahooconstructor for series of options using yahoo data
parse_idParse a primary_id
parse_suffixparse a suffix_id class print method
print.instrumentinstrument class print method
print.suffix.listsuffix.list class print method
redenominateRedenominate (change the base of) an instrument
root_contractsfuture metadata to be used by 'load.instruments'
saveInstrumentsSave and Load all instrument definitions
saveSymbols.daysSave data to disk
series_instrumentConstructors for series contracts
setSymbolLookup.FIset quantmod-style SymbolLookup for instruments
sort_idssort primary_ids of instruments
sort.instrumentinstrument class sort method
synthetic.instrumentsynthetic instrument constructors
Tick2SecConvert tick data to one-second data
to_dailyExtract a single row from each day in an xts object
update_instruments.instrumentUpdate instruments with metadata from another instrument.
update_instruments.iSharesupdate iShares and SPDR ETF metadata
update_instruments.masterDATAUpdate instrument metadata for ETFs
update_instruments.morningstarUpdate instrument metadata for ETFs
update_instruments.yahooupdates instrument metadata with data from yahoo
volepgenerate endpoints for volume bars
FinancialInstrument documentation built on May 2, 2019, 3:41 a.m.