Financial Time Series

Preface

About this Book

This book describes the Financial Time Series Toolbox for MATLAB®, a collection of tools for the analysis of time series data in the financial markets. Financial engineers working with time series data, such as equity prices or daily interest fluctuations, can use this toolbox for more intuitive data management than with regular vectors or matrices.

Organization of the Document

Chapter
Description

Chapter 1 Tutorial

Describes the creation, manipulation, and use of financial time series objects.

Chapter 2 Function Reference

Describes the functions used to create and manipulate financial time series objects. Also describes functions that use financial time series data in various financial indicators.

Chapter	Description
Chapter 1 Tutorial	Describes the creation, manipulation, and use of financial time series objects.
Chapter 2 Function Reference	Describes the functions used to create and manipulate financial time series objects. Also describes functions that use financial time series data in various financial indicators.

Typographical Conventions

We use some or all of these conventions in our manuals.

Item
Convention to Use
Example

Example code
Monospace font
To assign the value 5 to A, enter
A = 5

Function names/syntax
Monospace font
The cos function finds the cosine of each array element.
Syntax line example is
MLGetVar ML_var_name

Keys
Boldface with an initial capital letter
Press the Return key.

Literal string (in syntax descriptions in Reference chapters)
Monospace bold for literals.
f = freqspace(n,'whole')

Mathematical
expressions
Variables in italics
Functions, operators, and constants in standard text.
This vector represents the polynomial
p = x2 + 2x + 3

MATLAB output
Monospace font
MATLAB responds with
A =
5

Menu names, menu items, and controls
Boldface with an initial capital letter
Choose the File menu.

New terms
Italics
An array is an ordered collection of information.

String variables (from a finite list)
Monospace italics
sysc = d2c(sysd, 'method')

Item	Convention to Use	Example
Example code	`Monospace` font	To assign the value 5 to `A`, enter `A = 5`
Function names/syntax	`Monospace` font	The `cos` function finds the cosine of each array element. Syntax line example is `MLGetVar ML_var_name`
Keys	Boldface with an initial capital letter	Press the Return key.
Literal string (in syntax descriptions in Reference chapters)	`Monospace bold` for literals.	`f = freqspace(n,'whole')`
Mathematical expressions	Variables in italics Functions, operators, and constants in standard text.	This vector represents the polynomial p = x2 + 2x + 3
MATLAB output	`Monospace` font	MATLAB responds with `A =` `5`
Menu names, menu items, and controls	Boldface with an initial capital letter	Choose the File menu.
New terms	Italics	An array is an ordered collection of information.
String variables (from a finite list)	`Monospace italics`	`sysc = d2c(sysd,` '`method`'`)`

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