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Home / Scripts / Scientific/Engineering / Financial Modeling and Analysis

df2fts



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Michael Robbins | More scripts
Freeware 
Windows / Linux / Mac OS / BSD / Solaris
N/A
Matlab
August 15th, 2007, 08:39 GMT
C: \ Scientific/Engineering \ Financial Modeling and Analysis

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df2fts description

 

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



TAGS:

matlab df2fts | financial modeling | financial analysis | matlab | df2fts | financial

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