ls_by_expiry: list or remove instruments by expiration date

In redmode/FinancialInstrument: Financial Instrument Model Infrastructure for R

Description

show names of or remove instruments that expire on a given date

Usage

  ls_by_expiry(expiry, pattern = NULL, match = TRUE)

  rm_by_expiry(x, expiry)

Arguments

expiry	expiration date that should correspond to the ‘expires’ field of an instrument
pattern	an optional regular expression. Only names matching ‘pattern’ are returned.
match	exact match of pattern?
x	what to remove

Details

ls_by_expiry will find instruments that have a field named either “expiry” or “expires” with a value that matches expiry.

Value

ls_by_expiry gives a vector of names of instruments that expire on the given expiry. rm_by_expiry is called for its side-effect.

Author(s)

Garrett See

See Also

ls_instruments, ls_options, ls_calls, ls_puts, ls_futures, ls_derivatives

Examples

## Not run: 
ls_by_expiry('20110917')
ls_by_expiry('20110917',ls_options())

## End(Not run)

redmode/FinancialInstrument documentation built on May 27, 2019, 4:03 a.m.