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