instfind
Search instruments for matching conditions
Description
returns indices of instruments matching name-value pair arguments for
IndexMatch
= instfind(InstSet
,'Field'
,'Data'
)'Field'
and 'Data'
.
adds optional name-value pair arguments for IndexMatch
= instfind(___,Name,Value
)Index
and
Type
.
Examples
Search Instruments in Instrument Set for Matching Information
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
Make a vector, Opt95
, containing the indexes within ExampleInst
of the options struck at 95
.
Opt95 = instfind(ExampleInst, 'FieldName','Strike','Data','95')
Opt95 = 2×1
1
6
Locate the futures and Treasury bill instruments within ExampleInst
.
Types = instfind(ExampleInst,'Type',{'Futures';'TBill'})
Types = 2×1
4
7
Input Arguments
InstSet
— Instrument variable for collection of instruments
structure
Instrument variable for a collection of instruments, specified as an
instrument set 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
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
Example: IndexMatch =
instfind(ExampleInst,'Type',{'Futures';'TBill'})
Field
— Number of fields
vector
Number of fields, specified as the comma-separated pair
consisting of 'FieldName'
and an
NFIELDS
-by-1
cell
array of character vectors listing the name of each data field to
match with data values.
Data Types: char
| cell
Data
— Number of values
vector
Number of values, specified as the comma-separated pair
consisting of 'Data'
and a
NVALUES
-by-M
array or
NFIELDS
-by-1
cell
array of acceptable data values for each field. Each row lists a
data row value to search for in the corresponding
FieldName
. The number of columns is
arbitrary and matching ignores trailing NaN
s
or spaces.
Data Types: char
| cell
Index
— Number of instruments
vector
Number of instruments, specified as the comma-separated pair
consisting of 'Index'
and a
NINST
-by-1
vector
restricting positions of instruments to check for matches. The
default is all indices available in the instrument variable.
Data Types: char
| cell
Type
— Number of types
vector
Number of types, specified as the comma-separated pair
consisting of 'Type'
and a
NTYPES
-by-1
cell array
of character vectors restricting instruments to match one of
types. The default is all types in the instrument variable.
Data Types: char
| cell
Output Arguments
IndexMatch
— Positions of instruments matching the input criteria
structure
Version History
Introduced before R2006a
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