Notionalize {FinancialInstrument} | R Documentation |
Notionalize
multiplies all prices by the contract multiplier
Denotionalize
divides all prices by the contract multiplier
Notionalize(x, name, env = .GlobalEnv)
Denotionalize(x, name, env = .GlobalEnv)
x |
an xts object, or an object that is coercible to xts |
name |
primary_id of the instrument that has the multiplier;
usually the same as the name of |
env |
environment. where to find |
The mulitplier is only applied to columns with prices. A column is considered to be a price column if its name contains “Open”, “High”, “Low”, “Close”, “Bid”, “Ask”, “Trade”, “Mid”, or “Price” and does not contain “Size”, “Sz”, “Volume”, “Qty”, “Quantity”, “OpInt”, “OpenInterest” (not case-sensitive)
an object of the same class as x
Garrett See
## Not run:
source("http://tinyurl.com/download-tblox")
getSymbols("CL", src='tblox')
define_futures.tblox()
tail(Notionalize(CL, "CL"))
tail(Denotionalize(Notionalize(CL), "CL"))
## End(Not run)