getInstrumentFarStrike
Syntax
getInstrumentFarStrike(instrument)
Details
Get the far-leg strike price of one or more instruments.
Arguments
instrument is a scalar or vector of the INSTRUMENT type, indicating one or more instruments.
Returns
A scalar or vector of the DOUBLE type.
Examples
swap = {
"productType": "Swap",
"swapType": "FxSwap",
"version": 0,
"currencyPair": "EURUSD",
"direction": "Buy",
"notional": ["EUR", 1E6],
"nearStrike": 1.1,
"nearExpiry": 2025.12.08,
"nearDelivery": 2025.12.10,
"farStrike": 1.2,
"farExpiry": 2026.06.08,
"farDelivery": 2026.06.10
}
instrument = parseInstrument(swap)
getInstrumentFarStrike(instrument)
// output: 1.2
Related functions: parseInstrument, getInstrumentField, getInstrumentKeys
