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User Rating: Rated by: |
Good (3.3/5) 23 user(s) |
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df2fts description |
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df2fts - Fetch from bloomberg and put in financial time series object. 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" Requirements:
· MATLAB Release: R13
· Datafeed Toolbox
· Financial Time Series Toolbox
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