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df2fts_

30 Jan 2006 (Updated 31 Jan 2006)

No BSD License

Fetch from bloomberg and put in financial time series object.

File Information
Description	ACCEPTS SECURITY TICKERS WITH MORE THAN ONE WORD (WITH A SPACE) see http://www.mathworks.com/matlabcentral/fileexchange/loadAuthor.do?objectType=author&objectId=828141 >> 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
Required Products	Datafeed Toolbox Financial Time Series Toolbox
MATLAB release	MATLAB 6.5 (R13)
Other requirements	Bloomberg Professional

Tags for This File
Everyone's Tags	analysis, bloomberg fetch ftsgui chartfts financial time series object, finance, modeling
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Comments and Ratings (1)
31 Jan 2006	urs (us) schwarz	nice looking snippet from our ever so nice <IT'S NOT FANCY, BUT IT WORKS michael robbins> unfortunately, i cannot test it as i have no clue about finances (and, thus, none of the required tbxs) however, scanning through the code one could imagine one more (optional) arg, which would allow a user to define a file name rather than just overwriting the default one silently us

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Tag Activity for this File
Tag	Applied By	Date/Time
finance	Michael Robbins	22 Oct 2008 08:14:06
modeling	Michael Robbins	22 Oct 2008 08:14:06
analysis	Michael Robbins	22 Oct 2008 08:14:06
bloomberg fetch ftsgui chartfts financial time series object	Michael Robbins	22 Oct 2008 08:14:06

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