gs_quant.timeseries.algebra.floor¶
-
floor
(x, value=0)[source]¶ Floor series at minimum value
- Parameters
x (
Series
) – date-based time series of pricesvalue (
float
) – minimum value
- Return type
Series
- Returns
date-based time series of maximum value
Usage
Returns series where all values are greater than or equal to the minimum value.
\(R_t = max(X_t, value)\)
See Floor and Ceil functions for more details
Examples
Generate price series and floor all values at 100
>>> prices = generate_series(100) >>> floor(prices, 100)
See also