ls_instruments: List or Remove instrument objects

Description Usage Arguments Details Value Author(s) See Also Examples

Description

display the names of or delete instruments, stocks, options, futures, currencies, bonds, funds, spreads, guaranteed_spreads, synthetics, derivatives, or non-derivatives.

Usage

 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
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76

Arguments

pattern

an optional regular expression. Only names matching ‘pattern’ are returned.

match

return only exact matches?

verbose

be verbose?

include.series

should future_series or option_series instruments be included.

x

what to remove. if not supplied all instruments of relevent class will be removed. For ls_defined.by x is the string describing how the instrument was defined.

keep.currencies

If TRUE, currencies will not be deleted.

includeFX

should exchange_rates be included in ls_non_currencies results

Details

ls functions return the names of all the instruments of the class implied by the function name. rm functions remove the instruments of the class implied by the function name

rm_instruments and rm_non_derivatives will not delete currencies unless the keep.currencies argument is FALSE.

For the rm functions, x can be a vector of instrument names, or nothing. If x is missing, all instruments of the relevant type will be removed.

It can be useful to nest these functions to get things like futures denominated in USD.

Value

ls functions return vector of character strings corresponding to instruments of requested type rm functions are called for side-effect

Author(s)

Garrett See

See Also

ls_instruments_by, ls_by_currency, ls_by_expiry, ls, rm, instrument, stock, future, option, currency, FinancialInstrument::sort_ids

Examples

 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
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
## Not run: 
#rm_instruments(keep.currencies=FALSE) #remove everything from .instrument

# First, create some instruments
currency(c("USD", "EUR", "JPY"))
#stocks
stock(c("S", "SE", "SEE", "SPY"), 'USD')
synthetic("SPX", "USD", src=list(src='yahoo', name='^GSPC'))
#derivatives
option('.SPY', 'USD', multiplier=100, underlying_id='SPY')
option_series(root_id="SPY", expires='2011-06-18', callput='put', strike=130)
option_series(root_id="SPY", expires='2011-09-17', callput='put', strike=130)
option_series(root_id="SPY", expires='2011-06-18', callput='call', strike=130)
future('ES', 'USD', multiplier=50, expires='2011-09-16', underlying_id="SPX")
option('.ES','USD',multiplier=1, expires='2011-06',strike=1350, right='C', underlying_id='ES')

# Now, the examples
ls_instruments() #all instruments
ls_instruments("SE") #only the one stock
ls_instruments("S", match=FALSE) #anything with "S" in name

ls_currencies()
ls_stocks()
ls_options()
ls_futures()
ls_derivatives()
ls_puts()
ls_non_derivatives()
#ls_by_expiry('20110618',ls_puts()) #put options that expire on Jun 18th, 2011
#ls_puts(ls_by_expiry('20110618')) #same thing

rm_options('SPY_110618C130')
rm_futures()
ls_instruments()
#rm_instruments('EUR') #Incorrect
rm_instruments('EUR', keep.currencies=FALSE) #remove the currency
rm_currencies('JPY') #or remove currency like this
ls_currencies()
ls_instruments()

rm_instruments() #remove all but currencies
rm_currencies()

option_series.yahoo('DIA')
ls_instruments_by('underlying_id','DIA') #underlying_id must exactly match 'DIA'
ls_derivatives('DIA',match=FALSE) #primary_ids that contain 'DIA'
rm_instruments()

## End(Not run)

R-Finance/FinancialInstrument documentation built on May 8, 2019, 3:52 a.m.