df2fts
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>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
>> %%%% I WELCOME COLLABORATION %%%%%
>> %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
>>
>> 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 (2024). df2fts (https://www.mathworks.com/matlabcentral/fileexchange/3247-df2fts), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
- MATLAB > Language Fundamentals > Data Types > Time Series >
- Computational Finance > Financial Toolbox > Timetables in Finance >
- Computational Finance > Datafeed Toolbox > Financial Data > Bloomberg Desktop >
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Version | Published | Release Notes | |
---|---|---|---|
1.0.0.0 |