getInstrumentField
Syntax
getInstrumentField(instrument, key, [default])
Details
Get the value of the specified field (key) from one or more instruments:
- If default is not set, the function returns the field value if it exists; otherwise, it returns a null value.
- If default is set, the function returns the field value converted to the type specified by default if the field has a valid value; otherwise, it returns default.
Arguments
instrument is a scalar or vector of the INSTRUMENT type, indicating one or more instruments.
key is a scalar of the STRING type, indicating a field from the instrument. The value must match a field name defined in instrument.
default is a scalar, indicating the default value for key. The following types are supported: LOGICAL, INTEGRAL (except COMPRESSED), TEMPORAL (except DATEHOUR), FLOATING, LITERAL, and DECIMAL.
Returns
- If instrument is a scalar, the function returns a scalar.
- If instrument is a vector, the function returns a vector of the same length as instrument.
Examples
bond = {
"productType": "Cash",
"assetType": "Bond",
"bondType": "ZeroCouponBond",
"version": 0,
"instrumentId": "0001",
"start": 1996.03.01,
"maturity": 2032.05.15,
"dayCountConvention": "ActualActualISDA",
"coupon": 0.0276,
"issuePrice": 100.0,
"frequency": "Semiannual",
"subType":"TREASURY_BOND",
"creditRating":"B",
"settlement": 2022.05.15
}
ins = parseInstrument(bond)
getInstrumentField(ins, "productType")
// output: Cash
Related functions: parseInstrument, getInstrumentKeys
