Financial Derivatives Toolbox™

insttypes - List types

Syntax

TypeList = insttypes(InstSet)

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.

Description

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 strings listing the Type of instruments contained in the variable.

Examples

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

List all of the types included in ExampleInst.

TypeList = insttypes(ExampleInst)
TypeList = 
         'Futures'
         'Option'
         'TBill'

insttypes - List types

Syntax

Arguments

Description

Examples

See Also