extractMktData

语法

extractMktData(mktData)

详情

提取 MKTDATA 类型对象内部的数据。

参数

mktData MKTDATA 类型标量，或由多个 MKTDATA 组成的元组。

返回值

  • mktData 是标量时，返回一个字典。

  • mktData 是元组时，返回一个由字典组成的元组。

例子

curve = {
    "mktDataType": "Curve",
    "curveType": "IrYieldCurve",
    "referenceDate": 2025.07.01,
    "currency": "CNY",
    "curveName": "CNY_FR_007",
    "dayCountConvention": "Actual365",
    "compounding": "Continuous",
    "interpMethod": "Linear",
    "extrapMethod": "Flat",
    "dates":[2025.07.07,2025.07.10,2025.07.17,2025.07.24,2025.08.04,2025.09.03,2025.10.09,2026.01.05,
        2026.04.03,2026.07.03,2027.01.04,2027.07.05,2028.07.03],
    "values":[0.015785,0.015931,0.016183,0.016381,0.016493,0.016503,0.016478,0.016234,0.016321,
        0.016378,0.015508,0.015185,0.014901],
    "settlement": 2025.07.01
}

mktData = parseMktData(curve)
//打印mktData数据类型
print(typestr(mktData))  //MKTDATA

//提取mktData里面的信息
d = extractMktData(mktData)
print(d)
/*
  mktDataType->Curve
  version->1
  curveType->IrYieldCurve
  referenceDate->2025.07.01
  dayCountConvention->Actual365
  curveName->CNY_FR_007
  dates->[2025.07.07,2025.07.10,2025.07.17,2025.07.24,2025.08.04,2025.09.03,2025.10.09,2026.01.05,2026.04.03,2026.07.03,2027.01.04,2027.07.05,2028.07.03]
  years->[0.016438356164384,0.024657534246575,0.043835616438356,0.063013698630137,0.093150684931507,0.175342465753425,0.273972602739726,0.515068493150685,0.756164383561644,1.005479452054794,1.512328767123288,2.010958904109589,3.008219178082192]
  values->[0.015785,0.015931,0.016183,0.016381,0.016493,0.016503,0.016478,0.016234,0.016321,0.016378,0.015508,0.015185,0.014901]
  interpMethod->Linear
  extrapMethod->Flat
  currency->CNY
  compounding->Continuous
  curveModel->Bootstrap
  settlement->2025.07.01
  frequency->Annual
*/

相关函数：parseMktData