gs_quant.timeseries.algebra.ceil — gs_quant 0.1 documentation

# gs_quant.timeseries.algebra.ceil

`ceil`(x, value=0)

  Cap series at maximum value

  Parameters

    - x (`Series`) – date-based time series of prices

    - value (`float`) – maximum value

  Return type

    `Series`

  Returns

    date-based time series of maximum value

  Usage

  Returns series where all values are less than or equal to the maximum value.

  \(R_t = min(X_t, value)\)

  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

  `floor()`