gs_quant.timeseries.analysis.last

last(x)[source]

Last value of series (as a series)

Parameters:

x (Series) – time series

Return type:

Series

Returns:

time series of last value

Usage

Return series with last value of X for all dates:

\(R_t = X_T\)

where \(X_T\) is the last value in the series

Examples

Last value of series:

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

See also

first()