Man pages for redmode/FinancialInstrument
Financial Instrument Model Infrastructure for R
| add.defined.by | Add a source to the defined.by field of an 'instrument' |
| add.identifier | Add an identifier to an 'instrument' |
| all.equal.instrument | instrument all.equal method |
| buildHierarchy | Construct a hierarchy of instruments useful for aggregation |
| buildRatio | construct price ratios of 2 instruments |
| build_series_symbols | construct a series of symbols based on root symbol and suffix... |
| buildSpread | Construct a price/level series for pre-defined multi-leg... |
| build_spread_symbols | build symbols for exchange guaranteed (calendar) spreads |
| C2M | Month-to-Code and Code-to-Month |
| CompareInstrumentFiles | Compare Instrument Files |
| currencies | currency metadata to be used by 'load.instruments' |
| exchange_rate | constructor for spot exchange rate instruments |
| expires | extract the correct expires value from an 'instrument' |
| expires.character | character expires extraction method |
| expires.instrument | instrument expires extraction method |
| expires.spread | spread expires extraction method |
| expires.xts | xts expires extraction method |
| FinancialInstrument-package | Construct, manage and store contract specifications for... |
| FindCommonInstrumentAttributes | Find attributes that more than one instrument have in common |
| find.instrument | Find the primary_ids of instruments that contain certain... |
| fn_SpreadBuilder | Calculate prices of a spread from 2 instruments. |
| format_id | format an id |
| formatSpreadPrice | format the price of a synthetic instrument |
| getInstrument | Primary accessor function for getting objects of class... |
| get_rate | get an exchange rate series |
| getSymbols.FI | getSymbols method for loading data from split files |
| instrument | instrument class constructors |
| instrument_attr | Add or change an attribute of an instrument |
| instrument.auto | Create an instrument based on name alone |
| instrument.table | Create data.frame with attributes of all instruments |
| is.currency | class test for object supposedly of type 'currency' |
| is.currency.name | check each element of a character vector to see if it is... |
| is.instrument | class test for object supposedly of type 'instrument' |
| is.instrument.name | check each element of a character vector to see if it is... |
| load.instruments | load instrument metadata into the .instrument environment |
| ls_by_currency | shows or removes instruments of given currency... |
| ls_by_expiry | list or remove instruments by expiration date |
| ls_expiries | show unique expiration dates of instruments |
| ls_instruments | List or Remove instrument objects |
| ls_instruments_by | Subset names of instruments |
| ls_strikes | show strike prices of defined options |
| ls_underlyings | show names of underlyings |
| make_spread_id | Construct a primary_id for a 'spread' 'instrument' from the... |
| month_cycle2numeric | coerce month_cycle to a numeric vector |
| next.future_id | Get the primary_id of the next-to-expire (previously... |
| Notionalize | Convert price series to/from notional value |
| option_series.yahoo | constructor for series of options using yahoo data |
| parse_id | Parse a primary_id |
| parse_suffix | parse a suffix_id |
| print.id.list | id.list class print method |
| print.instrument | instrument class print method |
| print.suffix.list | suffix.list class print method |
| redenominate | Redenominate (change the base of) an instrument |
| root_contracts | future metadata to be used by 'load.instruments' |
| saveInstruments | Save and Load all instrument definitions |
| saveSymbols.days | Save data to disk |
| series_instrument | Constructors for series contracts |
| setSymbolLookup.FI | set quantmod-style SymbolLookup for instruments |
| sort_ids | sort primary_ids of instruments |
| sort.instrument | instrument class sort method |
| synthetic.instrument | synthetic instrument constructors |
| Tick2Sec | Convert tick data to one-second data |
| to_daily | Extract a single row from each day in an xts object |
| update_instruments.instrument | Update instruments with metadata from another instrument. |
| update_instruments.iShares | update iShares and SPDR ETF metadata |
| update_instruments.masterDATA | Update instrument metadata for ETFs |
| update_instruments.morningstar | Update instrument metadata for ETFs |
| update_instruments.yahoo | updates instrument metadata with data from yahoo |
| volep | generate endpoints for volume bars |
