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List types


TypeList = insttypes(InstSet)



Variable containing a collection of instruments. 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.


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

TypeList is a number of types (NTYPES)-by-1 cell array of character vectors listing the Type of instruments contained in the variable.


Retrieve the instrument set variable ExampleInst from the data file InstSetExamples.mat. ExampleInst contains three types of instruments: Option, Futures, and TBill.

load InstSetExamples; 
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 = 

Introduced before R2006a