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Last data update: 2014.03.03

R: Construct a primary_id for a 'spread' 'instrument' from the...

make_spread_id

R Documentation

Construct a primary_id for a `spread` `instrument` from the primary_ids of its members

Description

Construct a primary_id for a spread instrument from the primary_ids of its members

Usage

make_spread_id(x, root = NULL, format = NULL, sep = "_")

Arguments

`x`	character vector of member primary_ids
`root`	Optional character string of root_id to use.
`format`	String indicating how to format the suffix_ids of the spread. If `NULL` (the default), or `FALSE`, no formatting will be done. See `format_id` for other accepted values for `format`
`sep`	character string to separate root_id and suffix_id

Value

character string that can be used as a primary_id for a spread instrument

Author(s)

Garrett See

Examples

ids <- c('VX_aug1','VX_U11')
make_spread_id(ids, format='CY')
make_spread_id(ids, format=FALSE)
make_spread_id(c("VIX_JAN11","VIX_FEB11"),root='VX',format='CY')

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(FinancialInstrument)
Loading required package: quantmod
Loading required package: xts
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FinancialInstrument/make_spread_id.Rd_%03d_medium.png", width=480, height=480)
> ### Name: make_spread_id
> ### Title: Construct a primary_id for a 'spread' 'instrument' from the
> ###   primary_ids of its members
> ### Aliases: make_spread_id
> 
> ### ** Examples
> 
> ids <- c('VX_aug1','VX_U11')
> make_spread_id(ids, format='CY')
[1] "VX_Q1.U1"
> make_spread_id(ids, format=FALSE)
[1] "VX_aug1.U11"
> make_spread_id(c("VIX_JAN11","VIX_FEB11"),root='VX',format='CY')
[1] "VX_F1.G1"
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>

Construct a primary_id for a spread instrument from the primary_ids of its members