gs_quant.timeseries.algebra.subtract

subtract(x, y, method=Interpolate.STEP)

Add two series or scalars

Parameters:

• x (Union[Series, Real]) – timeseries or scalar

• y (Union[Series, Real]) – timeseries or scalar

• method (Interpolate) – index alignment operator (default: intersect). Only used when both x and y are timeseries

Return type:

Union[Series, Real]

Returns:

timeseries of x - y or difference between the given real numbers

Usage

Subtracts one series or scalar from another applying the given interpolation method

\(R_t = X_t - Y_t\)

Alignment operators:

Method	Behavior
intersect	Resultant series only has values on the intersection of dates. Values for dates present in only one series will be ignored
nan	Resultant series has values on the union of dates in both series. Values for dates only available in one series will be treated as nan in the other series, and therefore in the resultant series
zero	Resultant series has values on the union of dates in both series. Values for dates only available in one series will be treated as zero in the other series
step	Resultant series has values on the union of dates in both series. Values for dates only available in one series will be interpolated via step function in the other series
time	Resultant series have values on the union of dates / times. Missing values surrounded by valid values will be interpolated given length of interval. Input series must use DateTimeIndex.

Examples

Subtract one series from another:

>>> a = generate_series(100)
>>> b = generate_series(100)
>>> subtract(a, b, Interpolate.STEP)

See also

add()