make_spread_id: Construct a primary_id for a 'spread' 'instrument' from the...
In braverock/FinancialInstrument: Financial Instrument Model Infrastructure for R

Description Usage Arguments Value Author(s) See Also Examples

Construct a primary_id for a spread instrument from the primary_ids of its members

1	make_spread_id(x, root = NULL, format = NULL, sep = "_")

`x`	character vector of member primary_ids
`root`	Optional character string of root_id to use.
`format`	String indicating how to format the suffix_ids of the spread. If `NULL` (the default), or `FALSE`, no formatting will be done. See `format_id` for other accepted values for `format`
`sep`	character string to separate root_id and suffix_id

character string that can be used as a primary_id for a spread instrument

Garrett See

spread, build_spread_symbols, build_series_symbols

ids <- c('VX_aug1','VX_U11')
make_spread_id(ids, format='CY')
make_spread_id(ids, format=FALSE)
make_spread_id(c("VIX_JAN11","VIX_FEB11"),root='VX',format='CY')