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df2fts_

version 1.0 (2.47 KB) by

Fetch from bloomberg and put in financial time series object.

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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

Comments and Ratings (1)

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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