R/ls_strikes.R

In FinancialInstrument: Financial Instrument Model Infrastructure and Meta-Data

###############################################################################
# R (http://r-project.org/) Instrument Class Model
#
# Copyright (c) 2009-2012
# Peter Carl, Dirk Eddelbuettel, Jeffrey Ryan, 
# Joshua Ulrich, Brian G. Peterson, and Garrett See
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id$
#
###############################################################################


#' show strike prices of defined options
#' 
#' list the strike prices of previously defined options.
#' 
#' If no option names are supplied, the strike prices of all defined options
#' will be returned
#' 
#' @param pattern an optional regular expression. Only names matching 'pattern'
#' are returned.
#' @return vector of strike prices
#' @author Garrett See
#' @seealso ls_options, ls_calls, ls_puts ls_instruments_by ls_underlyings
#' @examples
#' 
#' \dontrun{
#' option_series.yahoo('SPY')
#' ls_strikes(ls_options('SPY'))
#' }
#' @export
ls_strikes <- function(pattern=NULL) {
    symbols <- ls_option_series(pattern, match=FALSE)
    tmp_symbols <- NULL
    for (symbol in symbols) {
        tmp_instr <- try(get(symbol,pos=.instrument),silent=TRUE)
        #if (is.instrument(tmp_instr))  
        if (!is.null(tmp_instr$strike)) 
            tmp_symbols <- c(tmp_symbols,tmp_instr$strike)
    }
    unique(tmp_symbols)    
}