abs

Transforms all values of the input variable to absolute (positive) values.

Works with:

• Scalars
• Timeseries
• Curves
• Lists/Arrays

Syntax

abs(var)

Examples

Timeseries

at = TimeSeries("DAILY")
at.add("2020-11-01", 12.5)
at.add("2020-11-02", -12.75)
at.add("2020-11-03", 12.9)
at.add("2020-11-04", -11.5)
at.add("2020-11-05", 11.9)
absat = abs(at)
print absat.values

[
  {"2020-11-01": 12.5},
  {"2020-11-02": 12.75},
  {"2020-11-03": 12.9},
  {"2020-11-04": 11.5},
  {"2020-11-05": 11.9}
]

List

testarray = [-1,6,0,-2]
print abs(testarray)

Curve

expiry = ExpiryCalendar(BusinessCalendar())
expiry.addRule("go back 1 day using calendar")
ondate = CurveDate(Date("2020-12-01"), expiry)
c1 = Curve(ondate)
c1.add(Contract(ondate, "2021M01", 12.5))
c1.add(Contract(ondate, "2021M02", -12.75))
c1.add(Contract(ondate, "2021M03", 13.0))
print abs(c1)

Scalar

print abs(-2)

2