return a list of matrix which comprise of a consolidated value matrix and one date matrix given list of bdh data
1 | bdhToMatrix(bdhList, timeSeries, validDays = Inf, lag = 0, cl)
|
bdhList |
list of bdh data to be converted to matrix |
timeSeries |
date or character vector that determine the resulting matrix's rownames |
validDays |
number of days a bdh data is valid since it is published, for price data that only valid for that day, use 1 with lag = 0 |
lag |
number of day lag, default is 0 |
cl |
cluster that will be used for computation |
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