Treasury Bond Quotes with 1/32 Fractions
The function quote32
has two purposes:
pretty-printing of US treasury bond
quotes; and parsing prices quoted in
1/32 fractions. q32
is a short-hand for
quote32
.
If price is numeric, it is interpreted as a quote in decimal notation and translated into a price quoted in fractions of a point.
library("PMwR") quote32(100 + 17.5/32)
[1] 100-17+
If price is character, it is interpreted as a quote in fractional notation.
q32("100'105") + 1/32 q32("100-10+") + 1/32 q32("100:10+") + 0.5/32
[1] 100-11+ [1] 100-11+ [1] 100-110