instr_price_on: Get price of instrument on specific date

In philaris/pfo: Portfolio, Trades, Pricing

Description

Get price of instrument on specific date. Extract price from environment of timeseries.

Usage

instr_price_on(xts_pri_env, tic, dt)

Arguments

xts_pri_env	environment of xts timeseries indexed by ticker.
tic	instrument ticker.
dt	date.

Value

A number.

Examples

dt <- as.Date('2019-10-02')
tsmsci <- xts::xts(x = c(2121.47), dt)
xtslst <- list('MSCI' = tsmsci)
xtsenv <- list2env(xtslst)
instr_price_on(xtsenv, 'MSCI', dt)

philaris/pfo documentation built on March 29, 2020, 7:58 p.m.