getInstrument: Primary accessor function for getting objects of class...

In FinancialInstrument: Financial Instrument Model Infrastructure for R

Description

This function will search the .instrument environment for objects of class type, using first the primary_id and then any identifiers to locate the instrument. Finally, it will try adding 1 and then 2 dots to the beginning of the primary_id to see if an instrument was stored there to avoid naming conflicts.

Usage

getInstrument(x, Dates = NULL, silent = FALSE, type = "instrument")

Arguments

x	String identifier of instrument to retrieve
Dates	date range to retrieve 'as of', may not currently be implemented
silent	if TRUE, will not warn on failure, default FALSE
type	class of object to look for. See Details

Details

future and option objects may have a primary_id that begins with 1 or 2 dots (in order to avoid naming conflics). For example, the root specs for options (or futures) on the stock with ticker "SPY" may be stored with a primary_id of "SPY", ".SPY", or "..SPY". getInstrument will try using each possible primary_id until it finds an instrument of the appropriate type

Examples

## Not run: 
option('..VX', multiplier=100,
  underlying_id=future('.VX',multiplier=1000,
    underlying_id=synthetic('VIX', currency("USD"))))

getInstrument("VIX")
getInstrument('VX') #returns the future
getInstrument("VX",type='option')
getInstrument('..VX') #finds the option

## End(Not run)

Example output

Loading required package: quantmod
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

Loading required package: TTR
Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 
Version 0.4-0 included new data defaults. See ?getSymbols.
[1] "..VX"
primary_id :"VIX"
currency   :"USD"
multiplier :1
tick_size  : NULL
identifiers: list()
type       :"synthetic"
members    : NULL
primary_id   :".VX"
currency     :"USD"
multiplier   :1000
tick_size    : NULL
identifiers  : list()
type         :"future"
underlying_id:"VIX"
primary_id   :"..VX"
currency     :"USD"
multiplier   :100
tick_size    : NULL
identifiers  : list()
type         :"option"
underlying_id:".VX"
primary_id   :"..VX"
currency     :"USD"
multiplier   :100
tick_size    : NULL
identifiers  : list()
type         :"option"
underlying_id:".VX"

FinancialInstrument documentation built on May 2, 2019, 5:24 p.m.