Description Usage Arguments Details Value Author(s) See Also Examples
Currently, there are methods for instrument
, spread
,
character
, and xts
1 |
x |
instrument or name of instrument |
... |
arguments to be passed to methods |
Will return either the last expiration date before a given Date
, or
the first expiration date after a given Date
(if expired==FALSE
).
If an instrument
contains a value for expires that does not
include a day (e.g. "2012-03"), or if the expires value is estimated from
a future_series
primary_id, it will be assumed that the
instrument
expires on the first of the month (i.e. if the expires
value of an instrument were "2012-03", or if there were no expires value
but the suffix_id were "H12", the value returned would be "2012-03-01").
Note that most non-energy future_series expire after the first of the month
indicated by their suffix_id and most energy products expire in the month
prior to their suffix_id month.
an expiration Date
Garrett See
expires.instrument
, expires.character
,
sort_ids
getInstrument
and buildHierarchy
to see actual
values stored in instrument
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ## Not run:
instr <- instrument("FOO_U1", currency=currency("USD"), multiplier=1,
expires=c("2001-09-01", "2011-09-01", "2021-09-01"),
assign_i=FALSE)
#Last value of expires that's not after Sys.Date
expires(instr)
# First value of expires that hasn't already passed.
expires(instr, expired=FALSE)
# last value that's not after 2011-01-01
expires(instr, Date="2011-01-01")
# first value that's not before 2011-01-01
expires(instr, Date="2011-01-01", expired=FALSE)
## expires.character
expires("FOO_U1") # warning that FOO_U1 is not defined
instrument("FOO_U1", currency=currency("USD"), multiplier=1,
expires=c("2001-09-01", "2011-09-01", "2021-09-01"),
assign_i=TRUE)
expires("FOO_U1")
## End(Not run)
|
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