instlength

Count instruments

Syntax

NInst = instlength(InstSet)

Description

NInst = instlength(InstSet) computes NInst, the number of instruments contained in the variable InstSet.

Examples

Count Instruments in Instrument Variable

Retrieve the instrument set 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        
 

Count the number of instruments contained in the variable ExampleInst.

NInst = instlength(ExampleInst)

NInst = 7

Input Arguments

InstSet — Instrument variable

structure

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

Output Arguments

NInst — Number of instruments in InstSet

numeric

Number of instruments in InstSet, returned as a numeric value.