instfields

List field names

Syntax

FieldList = instfields(InstSet,Name,Value)

Description

FieldList = instfields(InstSet,Name,Value) retrieves the list of fields stored in an instrument variable for the name-value pair argument Type.

Examples

Obtain Field Information for Instrument in Instrument Set

Retrieve the instrument set variable ExampleInst from the data file InstSetExamples.mat. ExampleInst 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        
 

Get the fields listed for type 'Option'.

[FieldList, ClassList] = instfields(ExampleInst, 'Type','Option') 

FieldList = 4x1 cell
    {'Strike'   }
    {'Price'    }
    {'Opt'      }
    {'Contracts'}

ClassList = 4x1 cell
    {'dble'}
    {'dble'}
    {'char'}
    {'dble'}

Get the fields listed for types 'Option' and 'TBill'.

FieldList = instfields(ExampleInst, 'Type', {'Option', 'TBill'})

FieldList = 5x1 cell
    {'Strike'   }
    {'Opt'      }
    {'Price'    }
    {'Maturity' }
    {'Contracts'}

Get all the fields listed in any type in the variable.

FieldList = instfields(ExampleInst) 

FieldList = 7x1 cell
    {'Delivery' }
    {'F'        }
    {'Strike'   }
    {'Opt'      }
    {'Price'    }
    {'Maturity' }
    {'Contracts'}

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 Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: FieldList = instfields(ExampleInst,'Type','Option')

'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 the types. The default is all types in the instrument variable.

Data Types: char | cell

Output Arguments

FieldList — Number of fields

structure

Number of fields, returned as an NFIELDS-by-1 cell array of character vectors listing the name of each data field corresponding to the listed Type.