df2fts

Versione 1.0.0.0 (1,13 KB) da Michael Robbins
Fetch from bloomberg and put in financial time series object.
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Aggiornato 10 apr 2003

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>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
>> %%%% I WELCOME COLLABORATION %%%%%
>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
>>
>> help df2fts

DF2FTS(EXPRESSION,FIELD,FROMDATE,TODATE) for historical
DF2FTS(EXPRESSION,FROMDATE) for time series

Gets data from the Bloomberg, calcuates the expression
puts it in a time series, saves the time series for use
with FTSGUI and returns it for use with CHARTFTS

USEAGE:
% not that you'd want to calculate this...

% historical
myfts=df2fts( ...
'exp(2 * GT5 Govt -GT10 Govt - GT2 Govt)', ...
'BidYield',today-40.*365.25,today);

% or time series

myfts=df2fts( ...
'log(2 * GT5 Govt -GT10 Govt - GT2 Govt)', ...
today);

Then you can use

chartfts(myfts);

%or

ftsgui;
% now load myfts"

IT'S NOT FANCY, BUT IT WORKS

see BLOOMBERG/FETCH, FTSGUI, CHARTFTS

Cita come

Michael Robbins (2024). df2fts (https://www.mathworks.com/matlabcentral/fileexchange/3247-df2fts), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R13
Compatibile con qualsiasi release
Compatibilità della piattaforma
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Versione Pubblicato Note della release
1.0.0.0