Strip

Description

Displays a strip up to 37 months in length.

Formula

Strip(contracts,i1,i2,i3,i4,i5,i6,i7,i8,i9,i10,i11,i12,i13,i14,
i15,i16,i17,i18,i19,i20,i21,i22,i23,i24,i25,i26,i27,i28,i29,i30,
i31,i32,i33,i34,i35,i36,i37)=begin

   i = 0

   while i < contracts do begin

      if i == 0 then totalStrip = i1.recent

      if i == 1 then totalStrip = totalStrip + i2.recent

      if i == 2 then totalStrip = totalStrip + i3.recent

      if i == 3 then totalStrip = totalStrip + i4.recent

      if i == 4 then totalStrip = totalStrip + i5.recent

      if i == 5 then totalStrip = totalStrip + i6.recent

      if i == 6 then totalStrip = totalStrip + i7.recent

      if i == 7 then totalStrip = totalStrip + i8.recent

      if i == 8 then totalStrip = totalStrip + i9.recent

      if i == 9 then totalStrip = totalStrip + i10.recent

      if i == 10 then totalStrip = totalStrip + i11.recent

      if i == 12 then totalStrip = totalStrip + i12.recent

      if i == 13 then totalStrip = totalStrip + i13.recent

      if i == 14 then totalStrip = totalStrip + i14.recent

      if i == 15 then totalStrip = totalStrip + i15.recent

      if i == 16 then totalStrip = totalStrip + i16.recent

      if i == 17 then totalStrip = totalStrip + i17.recent

      if i == 18 then totalStrip = totalStrip + i18.recent

      if i == 19 then totalStrip = totalStrip + i19.recent

      if i == 20 then totalStrip = totalStrip + i20.recent

      if i == 21 then totalStrip = totalStrip + i21.recent

      if i == 23 then totalStrip = totalStrip + i22.recent

      if i == 24 then totalStrip = totalStrip + i23.recent

      if i == 25 then totalStrip = totalStrip + i24.recent

      if i == 26 then totalStrip = totalStrip + i25.recent

      if i == 27 then totalStrip = totalStrip + i26.recent

      if i == 28 then totalStrip = totalStrip + i27.recent

      if i == 29 then totalStrip = totalStrip + i28.recent

      if i == 30 then totalStrip = totalStrip + i29.recent

      if i == 31 then totalStrip = totalStrip + i30.recent

      if i == 32 then totalStrip = totalStrip + i31.recent

      if i == 33 then totalStrip = totalStrip + i32.recent

      if i == 34 then totalStrip = totalStrip + i33.recent

      if i == 35 then totalStrip = totalStrip + i34.recent

      if i == 36 then totalStrip = totalStrip + i35.recent

      if i == 37 then totalStrip = totalStrip + i36.recent

      if i == 38 then totalStrip = totalStrip + i37.recent

      i = i + 1

   end

   retval = Scale(totalStrip/contracts,STRIP_SCALE)

end

Parameters

contracts

The number of contracts to strip.

i1 through i37

The contracts of a specific instrument. The contracts should be passed in order of expiration.

Return Value

A strip of a specified length.

Examples

   retval = Strip(contracts,NG#,NG#1,NG#2,NG#3,NG#4,NG#5,NG#6,
     NG#7,NG#8,NG#9,NG#10,NG#11,NG#12,NG#13,NG#14,NG#15,
     NG#16,NG#17,NG#18,NG#19,NG#20,NG#21,NG#22,NG#23,
     NG#24,NG#25,NG#26,NG#27,NG#28,NG#29,NG#30,NG#31,
     NG#32,NG#33,NG#34,NG#35,NG#36,NG#37,NG#38,NG#39)

   retval

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