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This function will search the .instrument
environment for objects of
class type
, using first the primary_id
and then any
identifiers
to locate the instrument. Finally, it will try adding 1
and then 2 dots to the beginning of the primary_id
to see if an
instrument was stored there to avoid naming conflicts.
getInstrument(x, Dates = NULL, silent = FALSE, type = "instrument")
String identifier of instrument to retrieve
date range to retrieve 'as of', may not currently be implemented
if TRUE, will not warn on failure, default FALSE
class of object to look for. See Details
future
and option
objects may have a primary_id
that begins with 1 or 2 dots (in order to avoid naming conflics). For
example, the root specs for options (or futures) on the stock with ticker
"SPY" may be stored with a primary_id of "SPY", ".SPY", or "..SPY".
getInstrument
will try using each possible primary_id
until it finds an instrument of the appropriate type
# NOT RUN {
option('..VX', multiplier=100,
underlying_id=future('.VX',multiplier=1000,
underlying_id=synthetic('VIX', currency("USD"))))
getInstrument("VIX")
getInstrument('VX') #returns the future
getInstrument("VX",type='option')
getInstrument('..VX') #finds the option
# }
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