getInstrumentField

getInstrumentField(instrument, key, [default])

Get the value of the specified field (key) from one or more instruments:

• If default is not set, the function returns the field value if it exists; otherwise, it returns a null value.
• If default is set, the function returns the field value converted to the type specified by default if the field has a valid value; otherwise, it returns default.

instrument is a scalar or vector of the INSTRUMENT type, indicating one or more instruments.

key is a scalar of the STRING type, indicating a field from the instrument. The value must match a field name defined in instrument.

default is a scalar, indicating the default value for key. The following types are supported: LOGICAL, INTEGRAL (except COMPRESSED), TEMPORAL (except DATEHOUR), FLOATING, LITERAL, and DECIMAL.

• If instrument is a scalar, the function returns a scalar.
• If instrument is a vector, the function returns a vector of the same length as instrument.

Example 1: Get the value of the specified field from one instrument.

bond = {
    "productType": "Cash",
    "assetType": "Bond",
    "bondType": "ZeroCouponBond",
    "instrumentId": "0001",
    "start": 1996.03.01,
    "maturity": 2032.05.15,
    "dayCountConvention": "ActualActualISDA",
    "coupon": 0.0276,
    "issuePrice": 100.0,
    "frequency": "Semiannual",
    "subType":"TREASURY_BOND",
    "creditRating":"B",
    "settlement": 2022.05.15 
}
ins = parseInstrument(bond)

// Method 1: getInstrumentField function
getInstrumentField(ins, "productType")

// Method 2: instrument.key syntax
ins.productType

// Method 3: instrument["key"] syntax
ins["productType"]

Example 2: Conditional query in SQL.

//  Define a contract with a notionalAmount of 100
IrForwardRateAgreementDict1 = {
    "productType": "Forward",
    "forwardType": "IrForwardRateAgreement",
    "notionalCurrency": "EUR",
    "notionalAmount": 100.0,
    "instrumentId": "1",
    "start": 2012.01.02,
    "maturity": 2022.01.02,
    "fixedRate": 0.03,
    "calendar": "CFET",
    "payReceive": "Pay",
    "dayCountConvention": "Actual365",
    "iborIndex": "FR_007",
    "discountCurve": "CNY_FR_007",
    "forwardCurve": "CNY_FR_007"
}
IrForwardRateAgreement1 = parseInstrument(IrForwardRateAgreementDict1)

// Define a contract with a notionalAmount of 1000
IrForwardRateAgreementDict2 = {
    "productType": "Forward",
    "forwardType": "IrForwardRateAgreement",
    "notionalCurrency": "CNY",
    "notionalAmount": 1000.0,
    "instrumentId": "2",
    "start": 2012.01.03,
    "maturity": 2022.01.03,
    "fixedRate": 0.04,
    "calendar": "CFET",
    "payReceive": "Receive",
    "dayCountConvention": "Actual360",
    "iborIndex": "FR_007",
    "discountCurve": "CNY_FR_008",
    "forwardCurve": "CNY_FR_008"
}
IrForwardRateAgreement2 = parseInstrument(IrForwardRateAgreementDict2)

// Create database and table
if (existsDatabase(dbName)) {
    dropDatabase(dbName)
}
tbl = table(1:0, ["id", "val1"], [INT, INSTRUMENT])
dbName = "dfs://test_IrForwardRateAgreement"
db = database("dfs://test_IrForwardRateAgreement", VALUE, 1..100, , "TSDB")
pt = createPartitionedTable(db, tbl, "pt", "id", , "id")
pt.append!(table(1..20 as id, take([IrForwardRateAgreement1, IrForwardRateAgreement2], 20) as val1))
flushTSDBCache()

// Filter out records where the notionalAmount is 100 in three methods
// Method 1: getInstrumentField function
select getInstrumentField(val1, "notionalAmount") from pt where getInstrumentField(val1, "notionalAmount") = 100

// Method 2: instrument.key syntax
select val1.notionalAmount from pt where val1.notionalAmount = 100

// Method 3: instrument["key"] syntax
select val1["notionalAmount"] from pt where val1["notionalAmount"] = 100

Related functions: parseInstrument, getInstrumentKeys