Treasury Quotes with 1/32nds of Point
Print treasury quotes with 1/32nds of points.
quote32(price, sep = "(-|'|:)", warn = TRUE) q32(price, sep = "(-|'|:)", warn = TRUE)
price |
numeric or character. See Details. |
sep |
character: a regular expression |
warn |
logical. Warn about rounding errors? |
The function is meant for pretty-printing of US treasury bond quotes; it provides no other functionality.
If price is numeric, it is interpreted as a quote in
decimal notation and ‘translated’ into a price quoted in
fractions of a point.
If price is character, it is interpreted as a quote in
fractional notation.
q32 is a short-hand for quote32.
A numeric vector of class quote32.
Enrico Schumann
CME Group (2015). Treasury Futures Price Rounding Conventions. https://www.cmegroup.com/education/articles-and-reports/treasury-futures-price-rounding-conventions.html
quote32(100 + 17/32 + 0.75/32)
q32("100-172")
q32("100-272") - q32("100-270")
as.numeric(q32("100-272") - q32("100-270"))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.