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df2fts

version 1.0 (2.33 KB) by

Fetch from bloomberg and put in financial time series object.

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>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
>> %%%% I WELCOME COLLABORATION %%%%%
>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
>>
>> help df2fts

  DF2FTS(EXPRESSION,FIELD,FROMDATE,TODATE) for historical
  DF2FTS(EXPRESSION,FROMDATE) for time series
 
  Gets data from the Bloomberg, calcuates the expression
  puts it in a time series, saves the time series for use
  with FTSGUI and returns it for use with CHARTFTS
 
  USEAGE:
     % not that you'd want to calculate this...
 
     % historical
        myfts=df2fts( ...
           'exp(2 * GT5 Govt -GT10 Govt - GT2 Govt)', ...
           'BidYield',today-40.*365.25,today);
 
     % or time series
 
        myfts=df2fts( ...
           'log(2 * GT5 Govt -GT10 Govt - GT2 Govt)', ...
           today);
 
     Then you can use
 
        chartfts(myfts);
 
     %or
 
        ftsgui;
        % now load myfts"
 
  IT'S NOT FANCY, BUT IT WORKS
 
  see BLOOMBERG/FETCH, FTSGUI, CHARTFTS

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