[Blotter-commits] r766 - pkg/FinancialInstrument/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Sep 9 21:22:51 CEST 2011
Author: gsee
Date: 2011-09-09 21:22:50 +0200 (Fri, 09 Sep 2011)
New Revision: 766
Modified:
pkg/FinancialInstrument/demo/FIdemo2.R
Log:
tiny addition to FIdemo
Modified: pkg/FinancialInstrument/demo/FIdemo2.R
===================================================================
--- pkg/FinancialInstrument/demo/FIdemo2.R 2011-09-09 18:38:36 UTC (rev 765)
+++ pkg/FinancialInstrument/demo/FIdemo2.R 2011-09-09 19:22:50 UTC (rev 766)
@@ -19,6 +19,10 @@
#If we don't provide the currency, it will use the currency of the underlying stock
option(".SPY",multiplier=100,tick_size=0.01,underlying_id='SPY')
option(".GOOG",multiplier=100,underlying_id=stock("GOOG","USD")) #underlying can be defined on-the-fly
+#if you don't provide a primary_id, it will become the underlying_id with a dot in front of it
+option(multiplier=100,underlying_id=stock("GS","USD"))
+#don't remember what primary_id was used? Pass the underlying_id to getInstrument and tell it to find an option
+getInstrument('GS',type='option')
#Define tradeable option_series instrument
# (the expiration date in the suffix_id is a Saturday.
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