ls_expiries: show unique expiration dates of instruments

In FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data

Description

show unique expiration dates of instruments

Usage

ls_expiries(pattern = NULL, match = TRUE, underlying_id = NULL,
  type = "derivative")

ls_expires(pattern = NULL, match = TRUE, underlying_id = NULL,
  type = "derivative")

Arguments

pattern	optional regular expression.
match	exact match?
underlying_id	chr name of underlying or vector of underlying_ids. If NULL, all underlyings will be used
type	chr string name of class that instruments to be returned must inherit.

Details

ls_expires is an alias. (plural of expires?)

type is currently only implemented for ‘derivative’, ‘future’, ‘option’, ‘call’ and ‘put’ internally, a call is made to the appropriate ls_ function.

Value

named chr vector with length of unique expiration dates of derivatives of class type and having an underlying_id of underlying_id if given.

Note

This should be updated to deal with dates instead of character strings

Author(s)

Garrett

See Also

ls_instruments_by for things like e.g. ls_instruments_by('expires','20110916'), ls_instruments, ls_derivatives, ls_options, ls_calls, buildHierarchy, instrument.table

Examples

## Not run: 
option_series.yahoo('SPY')
option_series.yahoo('DIA',NULL)
ls_expiries()


## End(Not run)

FinancialInstrument documentation built on May 2, 2019, 3:41 a.m.