instsetfield
Add or reset data for existing instruments
Description
resets or adds fields to every instrument.InstSet
= instsetfield(InstSet
,Name,Value
)
Examples
Add or Reset Data for Existing Instruments
Retrieve the instrument set ExampleInstSF
from the data file InstSetExamples.mat
. ExampleInstSF
contains three types of instruments: Option
, Futures
, and TBill
.
load InstSetExamples;
ISet = ExampleInstSF;
instdisp(ISet)
Index Type Strike Price Opt 1 Option 95 12.2 Call 2 Option 100 9.2 Call 3 Option 105 6.8 Call Index Type Delivery F 4 Futures 01-Jul-1999 104.4 Index Type Strike Price Opt 5 Option 105 7.4 Put 6 Option NaN NaN Put Index Type Price 7 TBill 99
Enter data for the option in Index 6: Price
2.9
for a Strike
of 95
.
ISet = instsetfield(ISet, 'Index',6,... 'FieldName',{'Strike','Price'}, 'Data',{ 95 , 2.9 }); instdisp(ISet)
Index Type Strike Price Opt 1 Option 95 12.2 Call 2 Option 100 9.2 Call 3 Option 105 6.8 Call Index Type Delivery F 4 Futures 01-Jul-1999 104.4 Index Type Strike Price Opt 5 Option 105 7.4 Put 6 Option 95 2.9 Put Index Type Price 7 TBill 99
Create a field Maturity
for the cash instrument.
MDate = datetime(1999,7,1); ISet = instsetfield(ISet, 'Type', 'TBill', 'FieldName',... 'Maturity','FieldClass', 'date', 'Data', MDate); instdisp(ISet)
Index Type Strike Price Opt 1 Option 95 12.2 Call 2 Option 100 9.2 Call 3 Option 105 6.8 Call Index Type Delivery F 4 Futures 01-Jul-1999 104.4 Index Type Strike Price Opt 5 Option 105 7.4 Put 6 Option 95 2.9 Put Index Type Price Maturity 7 TBill 99 01-Jul-1999
Create a field Contracts
for all instruments.
ISet = instsetfield(ISet, 'FieldName', 'Contracts', 'Data', 0); instdisp(ISet)
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 0 Index Type Delivery F Contracts 4 Futures 01-Jul-1999 104.4 0 Index Type Strike Price Opt Contracts 5 Option 105 7.4 Put 0 6 Option 95 2.9 Put 0 Index Type Price Maturity Contracts 7 TBill 99 01-Jul-1999 0
Set the Contracts
fields for some instruments.
ISet = instsetfield(ISet,'Index',[3; 5; 4; 7],... 'FieldName','Contracts', 'Data', [1000; -1000; -1000; 6]); instdisp(ISet)
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
Input Arguments
InstSet
— Instrument variable
structure
Instrument variable containing a collection of instruments, specified as
InstSet
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: ISet =
instsetfield(ISet,'Index',6,'FieldName',{'Strike','Price'},'Data',{ 95 , 2.9
})
FieldName
— Name of each data field for instrument
cell array of character vectors
Name of each data field for an instrument, specified as the
comma-separated pair consisting of 'FieldName'
and an
NFIELDS
-by-1
cell array of
character vectors.
Data Types: char
| cell
Data
— Data values for field
cell array of character vectors
Data values for field, specified as the comma-separated pair
consisting of 'Data'
and an
NVALUES
-by-M
array or
NFIELDS
-by-1
cell array of
acceptable data values for each field. Each row in a data array
corresponds to a separate instrument. Single rows are copied to apply to
all instruments to be worked on. The number of columns is arbitrary and
data is padded along columns.
Data Types: double
| cell
Index
— Number of instruments
all types in the instrument variable (default) | vector
Number of instruments, specified as the comma-separated pair
consisting of 'Index'
and an
NINST
-by-1
vector of positions
of instruments to work on. If Type
is also entered,
instruments referenced must be one of Type
types
contained in Index
.
Data Types: double
Type
— Number of types
all types in the instrument variable (default) | character 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 worked on to match one of
Type
types.
Data Types: char
| cell
Output Arguments
InstSet
— Instrument set variable containing the input data
structure
Instrument set variable containing the input data, returned as a structure.
Version History
Introduced before R2006a
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