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df2fts_

version 1.0.0.0 (1.21 KB) by Michael Robbins
Fetch from bloomberg and put in financial time series object.

3K Downloads

Updated 31 Jan 2006

No License

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

Cite As

Michael Robbins (2022). df2fts_ (https://www.mathworks.com/matlabcentral/fileexchange/9819-df2fts_), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

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