gs_quant.timeseries.analysis.first

first(x)

First value of series

Parameters:

x (Series) – time series

Return type:

Series

Returns:

time series of first value

Usage

Return series with first value of X for all dates:

\(R_t = X_0\)

where \(X_0\) is the first value in the series

Examples

Last value of series:

>>> series = generate_series(100)
>>> returns = first(series)

See also

last()