maturitycode2date {rb3} | R Documentation |
Convert Maturity Code to Date
Description
This function converts a vector of maturity codes into actual dates.
Usage
maturitycode2date(x, expr = "first day", refdate = NULL)
Arguments
x |
a character vector with three letters string that represent maturity of futures contracts. |
expr |
a string which indicates the day to use in maturity date, default is "first day".
See |
refdate |
reference date to be passed. It is necessary to convert old
maturities like JAN0, that can be Jan/2000 or Jan/2010. If |
Value
A vector of dates corresponding to the input maturity codes. Convert Maturity Code to Date
This function converts a vector of maturity codes into actual dates. Get the corresponding maturity date for the three characters string that represent maturity of futures contracts.
a Date vector with maturity dates
Examples
maturitycode2date(c("F22", "F23", "G23", "H23", "F45"), "first day")
maturitycode2date(c("F23", "K35"), "15th day")
maturitycode2date(c("AGO2", "SET2"), "first day")