Main Content

insttypes

Description

example

TypeList = insttypes(InstSet) retrieves a list of types stored in an instrument variable.

Examples

collapse all

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        
 

List all of the types included in ExampleInst.

TypeList = insttypes(ExampleInst)
TypeList = 3x1 cell
    {'Futures'}
    {'Option' }
    {'TBill'  }

Input Arguments

collapse all

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

Output Arguments

collapse all

Types of instruments, returned as an NTYPES-by-1 cell array of character vectors listing the Type of instruments contained in the InstSet variable.

Introduced before R2006a