instdelete

Complement of instrument set by matching conditions

Syntax

ISubSet = instdelete(InstSet,Name,Value)

Description

ISubSet = instdelete(InstSet,Name,Value) deletes instruments are from ISubSet if all the name-value pairs Field, Index, and Type conditions are met. An instrument meets an individual Field condition if the stored data matches any of the rows listed in the Data.

Examples

Remove Instrument from Instrument Set

Retrieve the instrument set variable ExampleInst from the data file InstSetExamples.mat. The variable contains three types of instruments: Option, Futures, and TBill.

load InstSetExamples; 
instdisp(ExampleInst)

Index Type   Strike Price Opt  Contracts
1     Option  95    12.2  Call     0    
2     Option 100     9.2  Call     0    
3     Option 105     6.8  Call  1000    
 
Index Type    Delivery       F     Contracts
4     Futures 01-Jul-1999    104.4 -1000    
 
Index Type   Strike Price Opt  Contracts
5     Option 105     7.4  Put  -1000    
6     Option  95     2.9  Put      0    
 
Index Type  Price Maturity       Contracts
7     TBill 99    01-Jul-1999    6        
 

Create a new variable, ISet, with all Options deleted.

ISet = instdelete(ExampleInst, 'Type','Option');
instdisp(ISet) 

Index Type    Delivery       F     Contracts
1     Futures 01-Jul-1999    104.4 -1000    
 
Index Type  Price Maturity       Contracts
2     TBill 99    01-Jul-1999    6        
 

Input Arguments

InstSet — Instrument variable for collection of instruments

structure

Instrument variable for a collection of instruments, specified as an instrument set structure. Instruments are classified by type; each type can have different data fields. The stored data field is a row vector or character vector for each instrument. For more information on the InstSet variable, see instget.

Data Types: struct

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: ISet = instdelete(ExampleInst,'Type','Option')

'FieldName' — Number of fields

vector

Number of fields, specified as the comma-separated pair consisting of 'FieldName' and an NFIELDS-by-1 cell array of character vectors listing the name of each data field to match with data values.

Data Types: char | cell

'Data' — Number of values

vector

Number of values, specified as the comma-separated pair consisting of 'Data' and a NVALUES-by-M array or NFIELDS-by-1 cell array of acceptable data values for each field. Each row lists a data row value to search for in the corresponding FieldName. The number of columns is arbitrary and matching ignores trailing NaNs or spaces.

Data Types: char | cell

'Index' — Number of instruments

vector

Number of instruments, specified as the comma-separated pair consisting of 'Index' and a NINST-by-1 vector restricting positions of instruments to check for matches. The default is all indices available in the instrument variable.

Data Types: char | cell

'Type' — Number of types

vector

Number of types, specified as the comma-separated pair consisting of 'Type' and a NTYPES-by-1 cell array of character vectors restricting instruments to match one of types. The default is all types in the instrument variable.

Data Types: char | cell

Output Arguments

ISubSet — Updated variable containing a collection of instruments

structure

Updated variable containing a collection of instruments, returned as an instrument set structure. ISubSet contains instruments not matching the input criteria. Instruments are deleted from ISubSet if all the Field, Index, and Type conditions are met. An instrument meets an individual Field condition if the stored data matches any of the rows listed in the Data. See instfind for more examples on matching criteria.