Question

I have a structure like so:

Basis.FieldsBasisType.fieldsBasisComponents

There are ~13 components to each basis, including 6 asset class IDs.

So, for example

fieldnames(Basis.SalaryIncrease) =

'Constant'
'AWeight'
'AAssetClassID'
'ATimeLag'
'BWeight'
'BAssetClassID'
'BTimeLag'
'CWeight'
'CAssetClassID'
'CTimeLag'
'DWeight'
'DAssetClassID'
'DTimeLag'
'EWeight'
'EAssetClassID'
'ETimeLag'
'FWeight'
'FAssetClassID'
'FTimeLag'
'cap'
'floor'

Now what I want to do is select all unique asset classes used in any basis. I am really struggling to make this neat though, currently I am using:

basisNames = fieldnames(Basis);
requiredSeries=[];
for i = 1:size(fieldnames(Basis),1)
    requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).AAssetClassID)];
    requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).BAssetClassID)];
    requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).CAssetClassID)];
    requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).DAssetClassID)];
    requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).EAssetClassID)];
    requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).FAssetClassID)];
end
requiredSeries = unique(requiredSeries)

Which is really ugly in my opinion. I want to do some kind of string compare to find ‘AssetClassID’ within the fields, so something like:

field = fieldnames(Basis.(basisNames{1}));
strfind(field,'AssetClassID');

And then use that cell array to logically index ‘field’ and just grab the data from ‘AssetClassID’ fields. But I am stuck on making that work.

~cellfun('isempty',strfind(field,'AssetClassID')) 

gets me the logical index, how do I apply that to fields and then use it to get values.

Any ideas would be appreciated, I feel there should be a neat way of doing it and I am missing something. Hardcoding those fieldnames seems short sighted as a solution.

#

Edit: I hate myself.

Sorry folks, I came up with a working variant like moments after posting this, apologies for wasting anyones time!

basisNames = fieldnames(Basis);
for i = 1:size(fieldnames(Basis),1)
    field = fieldnames(Basis.(basisNames{i}));
    field = cell2mat(field(~cellfun('isempty',strfind(field,'AssetClassID'))));
    for j = 1:size(field,1)
        requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).(field(1,:)))];
    end
    requiredSeries = unique(requiredSeries)
end

I was missing a necessary cell2mat earlier which caused the inability to get it to bloody work. Anyway, I’d always like to hear improvements to that but otherwise you can shut this down.

Answer 1

Sorry folks, I came up with a working variant 30 mins or after posting this, popping it down as an answer as per Michelle’s suggestion.

basisNames = fieldnames(Basis);
for i = 1:size(fieldnames(Basis),1)
    field = fieldnames(Basis.(basisNames{i}));
    field = cell2mat(field(~cellfun('isempty',strfind(field,'AssetClassID'))));
    for j = 1:size(field,1)
        requiredSeries = [requiredSeries;unique(Basis.(basisNames{i}).(a(1,:)))];
    end
    requiredSeries = unique(requiredSeries)
end

I was missing a necessary cell2mat earlier which caused the inability to get it to bloody work. Anyway, I’d always like to hear improvements to that but otherwise you ignore this entirely 🙂