gs_quant.timeseries.algebra.floor — gs_quant 0.1 documentation

# gs_quant.timeseries.algebra.floor

`floor`(x, value=0)

  Floor series at minimum value

  Parameters

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

    - value (`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

  `ceil()`