instaddfield

Add new instruments to instrument collection

collapse all in page

Syntax

InstSetNew = instaddfield(InstSet,Name,Value)
InstSet = instaddfield(Name,Value)

Description

InstSetNew = instaddfield(InstSet,Name,Value) adds instruments to an existing instrument set InstSet. The output InstSetNew is a new instrument set containing the input data.

example

InstSet = instaddfield(Name,Value) creates an instrument variable InstSet.

example

Examples

collapse all

Open Live Script

Build a portfolio around the following July options.

Strike = (95:5:105)' 
Strike = 3×1

    95
   100
   105


CallP = [12.2; 9.2; 6.8] 
CallP = 3×1

   12.2000
    9.2000
    6.8000

Enter three call options with data fields Strike, Price, and Opt.

InstSet = instaddfield('Type','Option','FieldName',...
{'Strike','Price','Opt'}, 'Data',{ Strike, CallP, 'Call'}); 
instdisp(InstSet) 
Index Type   Strike Price Opt 
1     Option  95    12.2  Call
2     Option 100     9.2  Call
3     Option 105     6.8  Call

Add a futures contract and set the input parsing class.

InstSet = instaddfield(InstSet,'Type','Futures',... 
'FieldName',{'Delivery','F'},'FieldClass',{'date','dble'},... 
'Data' ,{'01-Jul-99',104.4 });  
instdisp(InstSet) 
Index Type   Strike Price Opt 
1     Option  95    12.2  Call
2     Option 100     9.2  Call
3     Option 105     6.8  Call
 
Index Type    Delivery       F    
4     Futures 01-Jul-1999    104.4

Add a put option. 

FN = instfields(InstSet,'Type','Option') 
FN = 3×1 cell
    {'Strike'}
    {'Price' }
    {'Opt'   }


InstSet = instaddfield(InstSet,'Type','Option',...
'FieldName',FN, 'Data',{105, 7.4, 'Put'}); 
instdisp(InstSet)
Index Type   Strike Price Opt 
1     Option  95    12.2  Call
2     Option 100     9.2  Call
3     Option 105     6.8  Call
 
Index Type    Delivery       F    
4     Futures 01-Jul-1999    104.4
 
Index Type   Strike Price Opt 
5     Option 105     7.4  Put

Make a placeholder for another put.

InstSet = instaddfield(InstSet,'Type','Option',...
'FieldName','Opt','Data','Put') 
InstSet = struct with fields:
        FinObj: 'Instruments'
    IndexTable: [1×1 struct]
          Type: {2×1 cell}
     FieldName: {2×1 cell}
    FieldClass: {2×1 cell}
     FieldData: {2×1 cell}


instdisp(InstSet)
Index Type   Strike Price Opt 
1     Option  95    12.2  Call
2     Option 100     9.2  Call
3     Option 105     6.8  Call
 
Index Type    Delivery       F    
4     Futures 01-Jul-1999    104.4
 
Index Type   Strike Price Opt 
5     Option 105     7.4  Put 
6     Option NaN     NaN  Put

Add a cash instrument.

InstSet = instaddfield(InstSet, 'Type', 'TBill',... 
'FieldName','Price','Data',99)  
InstSet = struct with fields:
        FinObj: 'Instruments'
    IndexTable: [1×1 struct]
          Type: {3×1 cell}
     FieldName: {3×1 cell}
    FieldClass: {3×1 cell}
     FieldData: {3×1 cell}


instdisp(InstSet) 
Index Type   Strike Price Opt 
1     Option  95    12.2  Call
2     Option 100     9.2  Call
3     Option 105     6.8  Call
 
Index Type    Delivery       F    
4     Futures 01-Jul-1999    104.4
 
Index Type   Strike Price Opt 
5     Option 105     7.4  Put 
6     Option NaN     NaN  Put 
 
Index Type  Price
7     TBill 99

Input Arguments

collapse all

Instrument variable containing a collection of instruments, specified as InstSet structure. Instruments are classified by type; each type can have different data fields. The stored data field is a row vector or character vector for each instrument.

Data Types: struct

Name-Value Arguments

collapse all

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: InstSet = instaddfield('Type','Option','FieldName',{'Strike','Price','Opt'},'Data',{Strike,CallP,'Call'})

Name of each data field for an instrument, specified as the comma-separated pair consisting of 'FieldName' and an NFIELDS-by-1 cell array of character vectors.

Data Types: char | cell

Data contents for each field, specified as the comma-separated pair consisting of 'Data' and an NINST-by-M array or NFIELDS-by-1 cell array.

Data Types: double | cell

Data class of each field, specified as the comma-separated pair consisting of 'FieldClass' and an NFIELDS-by-1 cell array of character vectors.

Data Types: char | cell

Type of instrument added, specified as the comma-separated pair consisting of 'Type' and a character vector. Instruments of different types can have different FieldName collections.

Data Types: char

Output Arguments

collapse all

Instrument set variable containing the new input data added to an existing InstSet , returned as a structure.

New Instrument set variable containing input data, returned as a structure.

Version History

Introduced before R2006a

See Also

| | | |

Topics