get_and_check_tickers: Get tickers of available securities in the specific asset...

In yunching/tidymas: A collection of RMD utilities

Get tickers of available securities in the specific asset class, and check which securities in the instruments dataframe are valid for the asset class

Description

Get tickers of available securities in the specific asset class, and check which securities in the instruments dataframe are valid for the asset class

Usage

get_and_check_tickers(instruments_df, type = c("price", "duration"))

Arguments

instruments_df	A dataframe containing the instruments to search the tickers for. Dataframe must have the 'asset_class' and 'identifier' columns
type	A character which can be 'price' or 'duration', which indicates whether to return tickers for price or duration. Defaults to 'price'

Value

A dataframe with the matched instruments from instruments_df and their corresponding tickers

Examples

inst <- data.frame(asset_class = c("equity", "ilb", "govt"),
                    identifier = c("spx", "germany_ilb_5y", "us_govt_10y"),
                    stringsAsFactors = FALSE)
get_and_check_tickers(inst)

yunching/tidymas documentation built on Feb. 5, 2023, 1:42 p.m.