Description Usage Format Source See Also
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.
1 |
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.
Bloomberg
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.
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