instfields
List field names
Description
retrieves the list of fields stored in an instrument variable for the name-value
pair argument FieldList
= instfields(InstSet
,Name,Value
)Type
.
Examples
Obtain Field Information for Instrument in Instrument Set
Retrieve the instrument set variable ExampleInst
from the data file InstSetExamples.mat
. ExampleInst
contains three types of instruments: Option
, Futures
, and TBill
.
load InstSetExamples;
instdisp(ExampleInst)
Index Type Strike Price Opt Contracts 1 Option 95 12.2 Call 0 2 Option 100 9.2 Call 0 3 Option 105 6.8 Call 1000 Index Type Delivery F Contracts 4 Futures 01-Jul-1999 104.4 -1000 Index Type Strike Price Opt Contracts 5 Option 105 7.4 Put -1000 6 Option 95 2.9 Put 0 Index Type Price Maturity Contracts 7 TBill 99 01-Jul-1999 6
Get the fields listed for type 'Option'
.
[FieldList, ClassList] = instfields(ExampleInst, 'Type','Option')
FieldList = 4x1 cell
{'Strike' }
{'Price' }
{'Opt' }
{'Contracts'}
ClassList = 4x1 cell
{'dble'}
{'dble'}
{'char'}
{'dble'}
Get the fields listed for types 'Option'
and 'TBill'
.
FieldList = instfields(ExampleInst, 'Type', {'Option', 'TBill'})
FieldList = 5x1 cell
{'Strike' }
{'Opt' }
{'Price' }
{'Maturity' }
{'Contracts'}
Get all the fields listed in any type in the variable.
FieldList = instfields(ExampleInst)
FieldList = 7x1 cell
{'Delivery' }
{'F' }
{'Strike' }
{'Opt' }
{'Price' }
{'Maturity' }
{'Contracts'}
Input Arguments
InstSet
— Instrument variable for collection of instruments
structure
Instrument variable for a collection of instruments, specified as an
instrument set structure. Instruments are classified by type; each type can
have different data fields. The stored data field is a row vector or
character vector for each instrument. For more information on the
InstSet
variable, see instget
.
Data Types: struct
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
Example: FieldList =
instfields(ExampleInst,'Type','Option')
Type
— Number of types
vector
Number of types, specified as the comma-separated pair consisting of
'Type'
and a
NTYPES
-by-1
cell array of
character vectors restricting instruments to match one of the types. The
default is all types in the instrument variable.
Data Types: char
| cell
Output Arguments
FieldList
— Number of fields
structure
Number of fields, returned as an
NFIELDS
-by-1
cell array of
character vectors listing the name of each data field corresponding to the
listed Type
.
Version History
Introduced before R2006a
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