ls_by_expiry {FinancialInstrument} | R Documentation |
list or remove instruments by expiration date
Description
show names of or remove instruments that expire on a given date
Usage
ls_by_expiry(expiry, pattern = NULL, match = TRUE)
rm_by_expiry(x, expiry)
Arguments
expiry |
expiration date that should correspond to the ‘expires’ field of an instrument |
pattern |
an optional regular expression. Only names matching ‘pattern’ are returned. |
match |
exact match of pattern? |
x |
what to remove |
Details
ls_by_expiry
will find instruments that have a field named either
“expiry” or “expires” with a value that matches expiry
.
Value
ls_by_expiry
gives a vector of names of instruments that
expire on the given expiry. rm_by_expiry
is called for its
side-effect.
Author(s)
Garrett See
See Also
ls_instruments
, ls_options
, ls_calls
,
ls_puts
, ls_futures
, ls_derivatives
Examples
## Not run:
ls_by_expiry('20110917')
ls_by_expiry('20110917',ls_options())
## End(Not run)
[Package FinancialInstrument version 1.3.1 Index]