Publisher review:df2fts_ - Fetch from bloomberg and put in financial time series object. DF2FTS(EXPRESSION,FIELD,FROMDATE,TODATE) for historicalDF2FTS(EXPRESSION,FROMDATE) for time seriesGets data from the Bloomberg, calcuates the expressionputs it in a time series, saves the time series for usewith FTSGUI and returns it for use with CHARTFTSUSEAGE:% not that you'd want to calculate this...% historicalmyfts=df2fts( ...'exp(2 * GT5 Govt -GT10 Govt - GT2 Govt)', ...'BidYield',today-40.*365.25,today);% or time seriesmyfts=df2fts( ...'log(2 * GT5 Govt -GT10 Govt - GT2 Govt)', ...today);Then you can usechartfts(myfts);%or ftsgui;% now load myfts" Requirements: · MATLAB Release: R13 · Datafeed Toolbox · Financial Time Series Toolbox
df2fts_ is a Matlab script for Financial Modeling and Analysis scripts design by Michael Robbins.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
df2fts_ script details 
