getInstrumentUnderlying
语法
getInstrumentUnderlying(instrument)
详情
根据输入的金融工具，获取该工具的标的资产。
参数
instrument INSTRUMENT 类型标量或向量，表示金融工具。
返回值
- 当 instrument 为国债期货标量时，返回为 INSTRUMENT 标量；
- 当 instrument 为其他标量时，返回类型为 STRING 标量；
- 当 instrument 为包含国债期货的向量时，返回元组；
- 当 instrument 为不包含国债期货的向量时，返回 STRING 向量。
例子
bond ={
"productType": "Cash",
"assetType": "Bond",
"bondType": "FixedRateBond",
"version": 0,
"instrumentId": "220010.IB",
"start": 2020.12.25,
"maturity": 2031.12.25,
"issuePrice": 100.0,
"coupon": 0.0149,
"frequency": "Annual",
"dayCountConvention": "ActualActualISDA"
}
futures = {
"productType": "Futures",
"futuresType": "BondFutures",
"version": 0,
"instrumentId": "T2509",
"nominal": 100.0,
"maturity": "2022.09.09",
"settlement": "2022.09.11",
"underlying": bond,
"nominalCouponRate": 0.03
}
ins1 = parseInstrument(futures)
option = {
"productType": "Option",
"optionType": "EuropeanOption",
"assetType": "FxEuropeanOption",
"version": 0,
"notional": ["EUR", 1000000.0],
"strike": 1.2,
"maturity": "2025.10.08",
"payoffType": "Call",
"dayCountConvention": "Actual365",
"underlying": "EURUSD"
}
ins2 = parseInstrument(option)
x = getInstrumentUnderlying(ins1)
y = getInstrumentUnderlying(ins2) //EURUSD
z = getInstrumentUnderlying([ins1,ins2])
typestr x //INSTRUMENT
typestr y //STRING
typestr z //ANY VECTOR