Time Series

getforwardcurve

Obtains a forward curve for a root

Syntax

hist = getforwardcurve(connection, root, date, currency, currencySource, unit)

Description

hist = getforwardcurve(connection, root, date, currency, currencySource, unit) takes a connection created using a call to gvconnect, root and a curve date, plus other optional parameters and returns a standard Matlab tscollection object with history from that range.

Currency and currency source control currency conversions, and the unit parameter contols unit coversions.

Examples

>> ts = getforwardcurve(con,'/CL','13-Jan-2012')

Time Series Collection Object: unnamed

Time vector characteristics

      Start date            01-Feb-2012 00:00:00
      End date              01-Dec-2020 00:00:00

Member Time Series Objects:

      Open
      High
      Low
      Close
      Volume
      OpenInterest

>> ts = getforwardcurve(con,'/CL','13-Jan-2012',[],'EUR')

>> ts = getforwardcurve(con,'/CL','13-Jan-2012',[],'EUR','USF')

>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.Barrels);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.Liters);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.Kiloliters);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.CubicMeters);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.Gallons);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.ThouStdCubicFt);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.MetricTons);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.ShortTons);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.MMBTUs);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.Therms);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.Gigajoules);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.GigawattHours);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.KilowattHours);
>>  ts = getforwardcurve(con,'/CL','13-Jan-2012',[],[],[],con.MegawattHours);