gs_quant.timeseries.algebra.floor

floor(x, value=0)

Floor series at minimum value

Parameters:

• x (Series) – date-based time series of prices

• value (float) – minimum value

Return type:

Series

Returns:

date-based time series of maximum value

Usage

Returns series where all values are greater than or equal to the minimum value.

\(R_t = max(X_t, value)\)

See Floor and Ceil functions for more details

Examples

Generate price series and floor all values at 100

>>> prices = generate_series(100)
>>> floor(prices, 100)

See also

ceil()