[R-SIG-Finance] What are the requirements for instrument names in a blotter portfolio?

Brian G. Peterson brian at braverock.com
Mon Apr 26 12:01:31 CEST 2010


R variable names may not start with a number.

instruments will be used to create R variables, so all normal naming rules for 
variables apply.

Robert Nicholson wrote:
> Why when
> 
> names(getPortfolio(portfolio))
>   [1] " -24702R9GE"
> 
> do I have
> 
> [1] "2008-05-30  -24702R9GE 10 @ 35"
> Error in get(x, pos = .instrument) : object ' -24702R9GE' not found
> Error in get(Symbol, envir = as.environment(.GlobalEnv)) : 
>   object ' -24702R9GE' not found
> 
> when I call
> 
> 	portfolio = updatePortf(Portfolio = portfolio, Dates = CurrentDate)


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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