Is there a function equivalent to "isnan" that works for financial time series (fints) input arguments?

Hi,

I am trying to replace NANs with a number 0 (zero) in a financial time series object (pnl), that calculates the profit and loss for a trading algorithm.

(I need to replace the NANs with zeros to calculate the cumulative sum of the profits and losses using the cumsum function. )

Instead, I get the following error message:

"Undefined function 'isnan' for input arguments of type 'fints'."

Please help.

Answer 1

[per isakson]

tsobj = fints(dates, data) constructs a financial time series object. Thus, you have to do something like

   tsobj = fints(dates, data)
   isnan( tsobj.data )