FinancialInstrument: Financial Instrument Model Infrastructure for R
Version 1.2.0

Infrastructure for defining meta-data and relationships for financial instruments.

Browse man pages Browse package API and functions Browse package files

AuthorPeter Carl, Brian G. Peterson, Garrett See
Date of publication2017-05-01 13:34:02
MaintainerG See <gsee000@gmail.com>
LicenseGPL
Version1.2.0
URL https://r-forge.r-project.org/projects/blotter/
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("FinancialInstrument", repos="http://R-Forge.R-project.org")

Man pages

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

Functions

.get_rate Man page
.to_daily Man page
C2M Man page Source code
CompareInstrumentFiles Man page Source code
Denotionalize Man page Source code
FinancialInstrument Man page
FinancialInstrument-package Man page
FindCommonInstrumentAttributes Man page Source code
ICS Man page Source code
ICS_root Man page Source code
M2C Man page Source code
MC2N Man page
Notionalize Man page Source code
add.defined.by Man page Source code
add.identifier Man page Source code
all.equal.instrument Man page Source code
alltick2sec Man page Source code
bond Man page Source code
bond_series Man page Source code
buildBasket Man page
buildHierarchy Man page Source code
buildRatio Man page Source code
buildSpread Man page Source code
build_series_symbols Man page Source code
build_spread_symbols Man page Source code
butterfly Man page Source code
convert.time.series Source code
currencies Man page
currency Man page Source code
exchange_rate Man page Source code
expires Man page Source code
expires.character Man page Source code
expires.instrument Man page Source code
expires.spread Man page Source code
expires.xts Man page Source code
find.instrument Man page Source code
fn_SpreadBuilder Man page Source code
formatSpreadPrice Man page Source code
format_id Man page Source code
fund Man page Source code
future Man page Source code
future_series Man page Source code
getInstrument Man page Source code
getSymbols.FI Man page Source code
get_rate Source code
guaranteed_spread Man page
has.Mid Source code
instrument Man page Source code
instrument.auto Man page Source code
instrument.table Man page Source code
instrument_attr Man page Source code
is.currency Man page Source code
is.currency.name Man page Source code
is.instrument Man page Source code
is.instrument.name Man page Source code
load.instruments Man page Source code
loadInstruments Man page Source code
ls_AUD Man page Source code
ls_CAD Man page Source code
ls_CHF Man page Source code
ls_EUR Man page Source code
ls_FX Man page
ls_GBP Man page Source code
ls_HKD Man page Source code
ls_ICS Man page Source code
ls_ICS_roots Man page Source code
ls_JPY Man page Source code
ls_NZD Man page Source code
ls_SEK Man page Source code
ls_USD Man page Source code
ls_bonds Man page Source code
ls_by_currency Man page Source code
ls_by_expiry Man page Source code
ls_calls Man page Source code
ls_currencies Man page Source code
ls_derivatives Man page Source code
ls_exchange_rates Man page Source code
ls_expires Man page
ls_expiries Man page Source code
ls_funds Man page Source code
ls_future_series Man page Source code
ls_futures Man page Source code
ls_guaranteed_spreads Man page Source code
ls_instruments Man page Source code
ls_instruments_by Man page Source code
ls_non_currencies Man page Source code
ls_non_derivatives Man page Source code
ls_option_series Man page Source code
ls_options Man page Source code
ls_puts Man page Source code
ls_spreads Man page Source code
ls_stocks Man page Source code
ls_strikes Man page Source code
ls_synthetics Man page Source code
ls_underlyings Man page Source code
make_spread_id Man page Source code
month_cycle2code Source code
month_cycle2numeric Man page Source code
month_cycle2string Source code
next.future_id Man page Source code
onAttach Source code
option Man page Source code
option_series Man page Source code
option_series.yahoo Man page Source code
parse_id Man page Source code
parse_suffix Man page Source code
prev.future_id Man page Source code
print.id.list Man page Source code
print.instrument Man page Source code
print.suffix.list Man page Source code
redenominate Man page Source code
reloadInstruments Man page Source code
rm_FX Man page
rm_bonds Man page Source code
rm_by_currency Man page Source code
rm_by_expiry Man page Source code
rm_currencies Man page Source code
rm_derivatives Man page Source code
rm_exchange_rates Man page Source code
rm_funds Man page Source code
rm_future_series Man page Source code
rm_futures Man page Source code
rm_instruments Man page Source code
rm_non_derivatives Man page Source code
rm_option_series Man page Source code
rm_options Man page Source code
rm_spreads Man page Source code
rm_stocks Man page Source code
rm_synthetics Man page Source code
root_contracts Man page
saveInstruments Man page Source code
saveSymbols.common Man page Source code
saveSymbols.days Man page Source code
setSymbolLookup.FI Man page Source code
sort.instrument Man page Source code
sort_ids Man page Source code
splice Source code
splooth Source code
spread Man page Source code
stock Man page Source code
synthetic Man page Source code
synthetic.instrument Man page Source code
to_daily Source code
to_secBATV Man page Source code
update_instruments.SPDR Man page Source code
update_instruments.TTR Man page Source code
update_instruments.iShares Man page Source code
update_instruments.instrument Man page Source code
update_instruments.masterDATA Man page Source code
update_instruments.md Man page
update_instruments.morningstar Man page Source code
update_instruments.ms Man page
update_instruments.yahoo Man page Source code
volep Man page Source code

Files

DESCRIPTION
NAMESPACE
NEWS
R
R/CompareInstrumentFiles.R
R/FinancialInstrument-package.R
R/FindCommonInstrumentAttributes.R
R/MonthCodes.R
R/Notionalize.R
R/Tick2Sec.R
R/all.equal.instrument.R
R/buildHierarchy.R
R/buildSpread.R
R/build_symbols.R
R/expires.R
R/find.instrument.R
R/format_id.R
R/instrument.R
R/instrument.table.R
R/load.instruments.R
R/ls_by_currency.R
R/ls_by_expiry.R
R/ls_expiries.R
R/ls_instruments.R
R/ls_instruments_by.R
R/ls_strikes.R
R/ls_underlyings.R
R/parse_id.R
R/redenominate.R
R/saveInstruments.R
R/saveSymbols.R
R/splice.R
R/splooth.R
R/synthetic.R
R/update_instruments.iShares.R
R/update_instruments.morningstar.R
R/update_instruments.yahoo.R
R/volep.R
R/zzz.R
data
data/currencies.csv.gz
data/future_series.csv.gz
data/root_contracts.csv.gz
demo
demo/00Index
demo/FIdemo2.R
demo/demo.R
inst
inst/THANKS
inst/parser
inst/parser/DJIA.index.R
inst/parser/ISO.currencies.wiki.R
inst/parser/TRTH_BackFill.R
inst/parser/calc.GS10TR.R
inst/parser/define.index.components.yahoo.R
inst/parser/download.DJUBSindex.R
inst/parser/download.MorningstarCLSIndex.R
inst/parser/download.NAREIT.R
inst/parser/download.TrueFX.R
inst/parser/download.goldPrices.R
inst/parser/download.tblox.R
inst/parser/parse.EODdata.R
inst/parser/parse.MSCI.R
inst/parser/parse.Morningstar.R
inst/parser/parse.SP500TR.R
inst/tests
inst/tests/test-C2M.R
inst/tests/test-getSymbols.FI.R
inst/tests/test-instrument.R
inst/tests/test-redenominate.R
man
man/C2M.Rd
man/CompareInstrumentFiles.Rd
man/FinancialInstrument-package.Rd
man/FindCommonInstrumentAttributes.Rd
man/Notionalize.Rd
man/Tick2Sec.Rd
man/add.defined.by.Rd
man/add.identifier.Rd
man/all.equal.instrument.Rd
man/buildHierarchy.Rd
man/buildRatio.Rd
man/buildSpread.Rd
man/build_series_symbols.Rd
man/build_spread_symbols.Rd
man/currencies.Rd
man/exchange_rate.Rd
man/expires.Rd
man/expires.character.Rd
man/expires.instrument.Rd
man/expires.spread.Rd
man/expires.xts.Rd
man/find.instrument.Rd
man/fn_SpreadBuilder.Rd
man/formatSpreadPrice.Rd
man/format_id.Rd
man/getInstrument.Rd
man/getSymbols.FI.Rd
man/get_rate.Rd
man/instrument.Rd
man/instrument.auto.Rd
man/instrument.table.Rd
man/instrument_attr.Rd
man/is.currency.Rd
man/is.currency.name.Rd
man/is.instrument.Rd
man/is.instrument.name.Rd
man/load.instruments.Rd
man/ls_by_currency.Rd
man/ls_by_expiry.Rd
man/ls_expiries.Rd
man/ls_instruments.Rd
man/ls_instruments_by.Rd
man/ls_strikes.Rd
man/ls_underlyings.Rd
man/make_spread_id.Rd
man/month_cycle2numeric.Rd
man/next.future_id.Rd
man/option_series.yahoo.Rd
man/parse_id.Rd
man/parse_suffix.Rd
man/print.id.list.Rd
man/print.instrument.Rd
man/print.suffix.list.Rd
man/redenominate.Rd
man/root_contracts.Rd
man/saveInstruments.Rd
man/saveSymbols.days.Rd
man/series_instrument.Rd
man/setSymbolLookup.FI.Rd
man/sort.instrument.Rd
man/sort_ids.Rd
man/synthetic.instrument.Rd
man/to_daily.Rd
man/update_instruments.iShares.Rd
man/update_instruments.instrument.Rd
man/update_instruments.masterDATA.Rd
man/update_instruments.morningstar.Rd
man/update_instruments.yahoo.Rd
man/volep.Rd
tests
tests/test-all.R
FinancialInstrument documentation built on May 21, 2017, 1:23 a.m.