gs_quant.timeseries.analysis.first¶
-
first
(x)[source]¶ 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