FinancialInstrument (version 1.3.1)

ls_expiries: show unique expiration dates of instruments

Description

show unique expiration dates of instruments

Usage

ls_expiries(pattern = NULL, match = TRUE, underlying_id = NULL,
  type = "derivative")
ls_expires(pattern = NULL, match = TRUE, underlying_id = NULL,
  type = "derivative")

Arguments

pattern

optional regular expression.

match

exact match?

underlying_id

chr name of underlying or vector of underlying_ids. If NULL, all underlyings will be used

type

chr string name of class that instruments to be returned must inherit.

Value

named chr vector with length of unique expiration dates of derivatives of class type and having an underlying_id of underlying_id if given.

Details

ls_expires is an alias. (plural of expires?)

type is currently only implemented for ‘derivative’, ‘future’, ‘option’, ‘call’ and ‘put’ internally, a call is made to the appropriate ls_ function.

See Also

ls_instruments_by for things like e.g. ls_instruments_by('expires','20110916'), ls_instruments, ls_derivatives, ls_options, ls_calls, buildHierarchy, instrument.table

Examples

# NOT RUN {
# }
# NOT RUN {
option_series.yahoo('SPY')
option_series.yahoo('DIA',NULL)
ls_expiries()

# }