instdelete
Complement of instrument set by matching conditions
Description
Examples
Remove Instrument from Instrument Set
Retrieve the instrument set variable ExampleInst
from the data file InstSetExamples.mat
. The variable contains three types of instruments: Option
, Futures
, and TBill
.
load InstSetExamples;
instdisp(ExampleInst)
Index Type Strike Price Opt Contracts 1 Option 95 12.2 Call 0 2 Option 100 9.2 Call 0 3 Option 105 6.8 Call 1000 Index Type Delivery F Contracts 4 Futures 01-Jul-1999 104.4 -1000 Index Type Strike Price Opt Contracts 5 Option 105 7.4 Put -1000 6 Option 95 2.9 Put 0 Index Type Price Maturity Contracts 7 TBill 99 01-Jul-1999 6
Create a new variable, ISet
, with all Options
deleted.
ISet = instdelete(ExampleInst, 'Type','Option'); instdisp(ISet)
Index Type Delivery F Contracts 1 Futures 01-Jul-1999 104.4 -1000 Index Type Price Maturity Contracts 2 TBill 99 01-Jul-1999 6
Input Arguments
InstSet
— Instrument variable for collection of instruments
structure
Instrument variable for a collection of instruments, specified as an
instrument set 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. For more information on the
InstSet
variable, see instget
.
Data Types: struct
Name-Value Arguments
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: ISet =
instdelete(ExampleInst,'Type','Option')
FieldName
— Number of fields
vector
Number of fields, specified as the comma-separated pair consisting of
'FieldName'
and an
NFIELDS
-by-1
cell array of
character vectors listing the name of each data field to match with data
values.
Data Types: char
| cell
Data
— Number of values
vector
Number of values, specified as the comma-separated pair consisting of
'Data'
and a
NVALUES
-by-M
array or
NFIELDS
-by-1
cell array of
acceptable data values for each field. Each row lists a data row value
to search for in the corresponding FieldName
. The
number of columns is arbitrary and matching ignores trailing
NaN
s or spaces.
Data Types: char
| cell
Index
— Number of instruments
vector
Number of instruments, specified as the comma-separated pair
consisting of 'Index'
and a
NINST
-by-1
vector restricting
positions of instruments to check for matches. The default is all
indices available in the instrument variable.
Data Types: char
| cell
Type
— Number of types
vector
Number of types, specified as the comma-separated pair consisting of
'Type'
and a
NTYPES
-by-1
cell array of
character vectors restricting instruments to match one of types. The
default is all types in the instrument variable.
Data Types: char
| cell
Output Arguments
ISubSet
— Updated variable containing a collection of instruments
structure
Updated variable containing a collection of instruments, returned as an
instrument set structure. ISubSet
contains instruments
not matching the input criteria. Instruments are
deleted from ISubSet
if all the
Field
, Index
, and
Type
conditions are met. An instrument meets an
individual Field
condition if the stored data matches
any of the rows listed in the Data
. See instfind
for more
examples on matching criteria.
Version History
Introduced before R2006a
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