Financial Instrument Model Infrastructure and Meta-Data
Add a source to the defined.by field of an instrument
Add an identifier to an instrument
instrument all.equal method
construct a series of symbols based on root symbol and suffix letters
build symbols for exchange guaranteed (calendar) spreads
Construct a hierarchy of instruments useful for aggregation
construct price ratios of 2 instruments
Construct a price/level series for pre-defined multi-leg spread instru...
Month-to-Code and Code-to-Month
Compare Instrument Files
currency metadata to be used by load.instruments
constructor for spot exchange rate instruments
character expires extraction method
instrument expires extraction method
extract the correct expires value from an instrument
spread expires extraction method
xts expires extraction method
Construct, manage and store contract specifications for trading
Find the primary_ids of instruments that contain certain strings
Find attributes that more than one instrument have in common
Calculate prices of a spread from 2 instruments.
format an id
format the price of a synthetic instrument
get an exchange rate series
Primary accessor function for getting objects of class 'instrument'
getSymbols method for loading data from split files
Create an instrument based on name alone
instrument class constructors
Create data.frame with attributes of all instruments
Add or change an attribute of an instrument
check each element of a character vector to see if it is either the pr...
class test for object supposedly of type 'currency'
check each element of a character vector to see if it is either the pr...
class test for object supposedly of type 'instrument'
load instrument metadata into the .instrument environment
shows or removes instruments of given currency denomination(s)
list or remove instruments by expiration date
show unique expiration dates of instruments
List or Remove instrument objects
Subset names of instruments
show strike prices of defined options
show names of underlyings
Construct a primary_id for a spread instrument from the primary_id...
coerce month_cycle to a numeric vector
Get the primary_id of the next-to-expire (previously expiring) future_...
Convert price series to/from notional value
constructor for series of options using yahoo data
Parse a primary_id
parse a suffix_id
id.list class print method
instrument class print method
suffix.list class print method
Redenominate (change the base of) an instrument
future metadata to be used by load.instruments
Save and Load all instrument definitions
Save data to disk
Constructors for series contracts
set quantmod-style SymbolLookup for instruments
instrument class sort method
sort primary_ids of instruments
synthetic instrument constructors
Convert tick data to one-second data
Extract a single row from each day in an xts object
Update instruments with metadata from another instrument.
update iShares and SPDR ETF metadata
Update instrument metadata for ETFs
Update instrument metadata for ETFs
updates instrument metadata with data from yahoo
generate endpoints for volume bars
Infrastructure for defining meta-data and relationships for financial instruments.