EVOLUTION-MANAGER
Edit File: options.expiry.html
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml"><head><title>R: Calculate Contract Expirations</title> <meta http-equiv="Content-Type" content="text/html; charset=utf-8" /> <link rel="stylesheet" type="text/css" href="R.css" /> </head><body> <table width="100%" summary="page for options.expiry {quantmod}"><tr><td>options.expiry {quantmod}</td><td style="text-align: right;">R Documentation</td></tr></table> <h2> Calculate Contract Expirations </h2> <h3>Description</h3> <p>Return the index of the contract expiration date. The third Friday of the month for options, the last third Friday of the quarter for futures. </p> <h3>Usage</h3> <pre> options.expiry(x) futures.expiry(x) </pre> <h3>Arguments</h3> <table summary="R argblock"> <tr valign="top"><td><code>x</code></td> <td> <p> a time-indexed zoo object </p> </td></tr> </table> <h3>Details</h3> <p>Designed to be used within a charting context via <code>addExpiry</code>, the values returned are based on the description above. Exceptions, though rare, are not accounted for. </p> <h3>Value</h3> <p>A numeric vector of values to index on. </p> <h3>Note</h3> <p>There is currently no accounting for holidays that may interfere with the general rule. Additionally all efforts have been focused on US equity and futures markets. </p> <h3>Author(s)</h3> <p> Jeffrey A. Ryan </p> <h3>References</h3> <p> ~put references to the literature/web site here ~ </p> <h3>See Also</h3> <p><code><a href="addExpiry.html">addExpiry</a></code> </p> <h3>Examples</h3> <pre> ## Not run: getSymbols("AAPL") options.expiry(AAPL) futures.expiry(AAPL) AAPL[options.expiry(AAPL)] ## End(Not run) </pre> <hr /><div style="text-align: center;">[Package <em>quantmod</em> version 0.4.20 <a href="00Index.html">Index</a>]</div> </body></html>