mtimes

Financial time series matrix multiplication

Syntax

newfts = tsobj_1 * tsobj_2
newfts = tsobj * array
newfts = array * tsobj

Arguments

tsobj_1, tsobj_2

A pair of financial time series objects.

array

A scalar value or array with number of rows equal to the number of dates in tsobj and number of columns equal to the number of data series in tsobj.

Description

The mtimes method multiplies element by element the components of one financial time series object by the components of the other. You can also multiply the entire object by an array.

If an object is to be multiplied by another object, both objects must have the same dates and data series names, although the order need not be the same. The order of the data series, when an object is multiplied by another object, follows the order of the first object.

newfts = tsobj_1 * tsobj_2 multiplies financial time series objects element by element.

newfts = tsobj * array multiplies a financial time series object element by element by an array.

newfts = array * tsobj and newfts = array / tsobj multiplies an array element by element by a financial time series object.

For financial time series objects, the mtimes operation is identical to the times operation.

See Also

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