instaddfield

Add new instruments to instrument collection

Syntax

InstSetNew = instaddfield(InSet,Name,Value)

InstSet = instaddfield(Name,Value)

Description

InstSetNew = instaddfield(InSet,Name,Value) adds instruments to an existing instrument set InstSet. The output InstSetNew is a new instrument set containing the input data.

InstSet = instaddfield(Name,Value) creates an instrument variable InstSet.

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.

Data Types: struct

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: InstSet = instaddfield('Type','Option','FieldName',{'Strike','Price','Opt'},'Data',{Strike,CallP,'Call'})

'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 contents for each field

array | cell array

Data contents for each field, specified as the comma-separated pair consisting of 'Data' and an NINST-by-M array or NFIELDS-by-1 cell array.

Data Types: double | cell

'FieldClass' — Data class of each field

vector

Data class of each field, specified as the comma-separated pair consisting of 'FieldClass' and an NFIELDS-by-1 cell array of character vectors.

Data Types: char | cell

'Type' — Type of instrument added

character vector

Type of instrument added, specified as the comma-separated pair consisting of 'Type' and a character vector. Instruments of different types can have different FieldName collections.

Data Types: char

Output Arguments

InstSetNew — Instrument set variable containing new input data added to existing InstSet

structure

Instrument set variable containing the new input data added to an existing InstSet , returned as a structure.

InstSet — New Instrument set variable containing input data

structure

New Instrument set variable containing input data, returned as a strtucture.

Examples

Add New Instruments to Instrument Collection

Build a portfolio around the following July options.

Strike = (95:5:105)' 

Strike = 3×1

    95
   100
   105

CallP = [12.2; 9.2; 6.8] 

CallP = 3×1

   12.2000
    9.2000
    6.8000

Enter three call options with data fields Strike, Price, and Opt.

InstSet = instaddfield('Type','Option','FieldName',...
{'Strike','Price','Opt'}, 'Data',{ Strike, CallP, 'Call'}); 
instdisp(InstSet) 

Index Type   Strike Price Opt 
1     Option  95    12.2  Call
2     Option 100     9.2  Call
3     Option 105     6.8  Call
 

Add a futures contract and set the input parsing class.

InstSet = instaddfield(InstSet,'Type','Futures',... 
'FieldName',{'Delivery','F'},'FieldClass',{'date','dble'},... 
'Data' ,{'01-Jul-99',104.4 });  
instdisp(InstSet) 

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
 

Add a put option.

FN = instfields(InstSet,'Type','Option') 

FN = 3x1 cell
    {'Strike'}
    {'Price' }
    {'Opt'   }

InstSet = instaddfield(InstSet,'Type','Option',...
'FieldName',FN, 'Data',{105, 7.4, 'Put'}); 
instdisp(InstSet)

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 
 

Make a placeholder for another put.

InstSet = instaddfield(InstSet,'Type','Option',...
'FieldName','Opt','Data','Put') 

InstSet = struct with fields:
        FinObj: 'Instruments'
    IndexTable: [1x1 struct]
          Type: {2x1 cell}
     FieldName: {2x1 cell}
    FieldClass: {2x1 cell}
     FieldData: {2x1 cell}

instdisp(InstSet)

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 
 

Add a cash instrument.

InstSet = instaddfield(InstSet, 'Type', 'TBill',... 
'FieldName','Price','Data',99)  

InstSet = struct with fields:
        FinObj: 'Instruments'
    IndexTable: [1x1 struct]
          Type: {3x1 cell}
     FieldName: {3x1 cell}
    FieldClass: {3x1 cell}
     FieldData: {3x1 cell}

instdisp(InstSet) 

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