rolls: Roll symbols for futures term structure Bloomberg ticker...
In bautheac/BBGsymbols: Popular Bloomberg tickers and field symbols conveniently packaged for R users
Description
Usage
Format
Source
See Also
Description
Helper dataset for Bloomberg futures term structure ticker construction.
Provides roll type and roll adjustment symbols to use along days and months offsets in
constructing Bloomberg futures term structure tickers.
Usage
1
Format
A data.table. Columns include:
roll: divides variables between roll type ('type') and roll adjustment (adjustment) variables.
symbol: roll type or adjustment symbol.
name: corresponding roll type or adjustment name.
Source
Bloomberg
See Also
function futures_ticker in package pullit.
"GFUT <GO>" &/or "DOCS #2072138 <GO>" on a Bloomberg terminal.
The finRes suite in general, in particular the
pullit and
storethat packages.
bautheac/BBGsymbols documentation built on June 8, 2021, 5:44 a.m.
R Package Documentation
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Description Usage Format Source See Also
Description
Helper dataset for Bloomberg futures term structure ticker construction. Provides roll type and roll adjustment symbols to use along days and months offsets in constructing Bloomberg futures term structure tickers.
Usage
1 |
Format
A data.table. Columns include:
roll: divides variables between roll type ('type') and roll adjustment (adjustment) variables.symbol: roll type or adjustment symbol.name: corresponding roll type or adjustment name.
Source
Bloomberg
See Also
function
futures_tickerin package pullit."GFUT <GO>" &/or "DOCS #2072138 <GO>" on a Bloomberg terminal.
The finRes suite in general, in particular the pullit and storethat packages.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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