gs_quant.timeseries.datetime.value

value(x, date, method=Interpolate.STEP)

Value at specified date or time

Parameters:

• x (Series) – timeseries

• date (Union[date, time]) – requested date or time

• method (Interpolate) – interpolation method (default: step)

Return type:

Series

Returns:

value at specified date or time

Usage

Returns the value of series X at the specified date:

\(Y_t = X_{date}\)

If the requested date or time is not present in the series, the value function will return the value from the previous available date or time by default. Caller can specify other interpolation styles via the method param:

Interpolation methods:

Type	Behavior
intersect	Only returns a value for valid dates
nan	Value will be NaN for dates not present in the series
zero	Value will be zero for dates not present in the series
step	Value of the previous valid point if requested date does not exist. Values prior to the first date will be equivalent to the first available value

Examples

Value of series on 5Mar18:

>>> a = generate_series(100)
>>> value(a, date(2019, 1, 3)

See also

interpolate()