convertto

Convert to specified frequency

convertto is not recommended. Use timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

newfts = convertto(oldfts,newfreq)
newfts = convertto(oldfts,newfreq,'param1','value1','param2','value2', ... )

oldfts

Name of an existing financial time series object.

newfreq

1, DAILY, Daily, daily, D, d

2, WEEKLY, Weekly, weekly, W, w

3, MONTHLY, Monthly, monthly, M, m

4, QUARTERLY, Quarterly, quarterly, Q, q

5, SEMIANNUAL, Semiannual, semiannual, S, s

6, ANNUAL, Annual, annual, A, a

convertto converts a financial time series of any frequency to one of a specified frequency.

newfts = convertto(oldfts,newfreq) converts the object oldfts to the new time series object newfts with the frequency newfreq.

Refer to the documentation for each frequency conversion function to determine the valid parameter/value pairs.