df2fts_

Fetch from bloomberg and put in financial time series object.
3K Downloads
Aktualisiert 31. Jan 2006

Keine Lizenz

ACCEPTS SECURITY TICKERS WITH MORE THAN ONE WORD (WITH A SPACE)

see
http://www.mathworks.com/matlabcentral/fileexchange/loadAuthor.do?objectType=author&objectId=828141

>> 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

Zitieren als

Michael Robbins (2024). df2fts_ (https://www.mathworks.com/matlabcentral/fileexchange/9819-df2fts_), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R13
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Veröffentlicht Versionshinweise
1.0.0.0