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instfields

List field names

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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.

example

Examples

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Open Live Script

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

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

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

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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.

Version History

Introduced before R2006a

See Also

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