SwapNatGas

Description

Displays a NYMEX Natural Gas swap of a specified length.

Formula

SwapNatGas(SERIES,months=3)=begin

   retval = Swap(months,NG#,NG#1,NG#2,NG#3,NG#4,NG#5,
      NG#6,NG#10,NG#11,NG#12,NG#13,NG#14,NG#15)

   retval

end

Parameters

SERIES

The SERIES directive makes this formula available as a study. You can pass instrument to this argument, but the result will always be a NYMEX Natural Gas swap.

months

The number of months to swap. The default is 3.

Return Value

A swap.

Examples

SwapNatGas(NG#,12)

Displays a 12 month swap of natural gas.

Comments

NA