Retrieve the instrument set ExampleInstSF from the data file InstSetExamples.mat. ExampleInstSF contains three types of instruments: Option, Futures, and TBill.
Index Type Strike Price Opt
1 Option 95 12.2 Call
2 Option 100 9.2 Call
3 Option 105 6.8 Call
Index Type Delivery F
4 Futures 01-Jul-1999 104.4
Index Type Strike Price Opt
5 Option 105 7.4 Put
6 Option NaN NaN Put
Index Type Price
7 TBill 99
Enter data for the option in Index 6: Price2.9 for a Strike of 95.
Index Type Strike Price Opt
1 Option 95 12.2 Call
2 Option 100 9.2 Call
3 Option 105 6.8 Call
Index Type Delivery F
4 Futures 01-Jul-1999 104.4
Index Type Strike Price Opt
5 Option 105 7.4 Put
6 Option 95 2.9 Put
Index Type Price
7 TBill 99
Index Type Strike Price Opt
1 Option 95 12.2 Call
2 Option 100 9.2 Call
3 Option 105 6.8 Call
Index Type Delivery F
4 Futures 01-Jul-1999 104.4
Index Type Strike Price Opt
5 Option 105 7.4 Put
6 Option 95 2.9 Put
Index Type Price Maturity
7 TBill 99 01-Jul-1999
Instrument variable containing a collection of instruments, specified as
InstSet 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.
'FieldName' — Name of each data field for instrument cell array of character vectors
Name of each data field for an instrument, specified as the
comma-separated pair consisting of 'FieldName' and an
NFIELDS-by-1 cell array of
character vectors.
Data Types: char | cell
'Data' — Data values for field cell array of character vectors
Data values for field, specified as the comma-separated pair
consisting of 'Data' and an
NVALUES-by-M array or
NFIELDS-by-1 cell array of
acceptable data values for each field. Each row in a data array
corresponds to a separate instrument. Single rows are copied to apply to
all instruments to be worked on. The number of columns is arbitrary and
data is padded along columns.
Data Types: double | cell
'Index' — Number of instruments all types in the instrument variable (default) | vector
Number of instruments, specified as the comma-separated pair
consisting of 'Index' and an
NINST-by-1 vector of positions
of instruments to work on. If Type is also entered,
instruments referenced must be one of Type types
contained in Index.
Data Types: double
'Type' — Number of types all types in the instrument variable (default) | character 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 worked on to match one of
Type types.
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