No BSD License  

Highlights from
df2fts_

Be the first to rate this file! 5 Downloads (last 30 days) File Size: 2.47 KB File ID: #9819
image thumbnail

df2fts_

by

 

30 Jan 2006 (Updated )

Fetch from bloomberg and put in financial time series object.

| Watch this File

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   Please login to tag files.
Please login to add a comment or rating.
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

Contact us