Financial Derivatives Toolbox

instfields

List fields

Syntax

• FieldList = instfields(InstSet, 'Type', TypeList)
  

Arguments

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 string for each instrument.
TypeList	(Optional) String or number of types (NTYPES)-by-1 cell array of strings listing the instrument types to query.

Description

FieldList = instfields(InstSet, 'Type', TypeList) retrieve list of fields stored in an instrument variable.

FieldList is a number of fields (NFIELDS)-by-1 cell array of strings listing the name of each data field corresponding to the listed types.

Examples

Retrieve the instrument set 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      
  

Get the fields listed for type 'Option'.

• [FieldList, ClassList] = instfields(ExampleInst, 'Type',... 
  'Option') 
  
  FieldList = 
  
      'Strike'
      'Price'
      'Opt'
      'Contracts'
  
  ClassList = 
  
      'dble'
      'dble'
      'char'
      'dble'
  

Get the fields listed for types 'Option' and 'TBill' .

• FieldList = instfields(ExampleInst, 'Type', {'Option', 'TBill'}) 
  
  FieldList = 
  
      'Strike'
      'Opt'
      'Price'
      'Maturity'
      'Contracts'
  

Get all the fields listed in any type in the variable.

• FieldList = instfields(ExampleInst) 
  FieldList = 
  
      'Delivery'
      'F'
      'Strike'
      'Opt'
      'Price'
      'Maturity'
      'Contracts'
  

See Also

instdisp, instlength, insttypes

instdisp

instfind