expires.spread: spread expires extraction method

In FinancialInstrument: Financial Instrument Modeling Infrastructure

spread expires extraction method

Description

x$expires will be returned if it is not NULL. Otherwise, the (character representation of the) exiration date of the first-to-expire of the members will be returned.

Usage

## S3 method for class 'spread'
expires(x, Date, expired = TRUE, silent = FALSE, ...)

Arguments

Date	Can be a Date or character string. When expires is a vector, the retuned value will be one of the two values of expires that are closest to Date. (which one will be determined by the value of expired).
expired	TRUE/FALSE. This determines which date will be used when expires is a vector. If expired is TRUE the date returned will be the last one before Date. If expired is FALSE the first one after Date will be returned.

Value

A 'Date' value representing the spread expiration. The value is taken from the spread itself when available; otherwise, it is determined from the first-expiring member. May return 'NULL' if no expiration can be determined.

Author(s)

Garrett See

See Also

expires.instrument

FinancialInstrument documentation built on Aug. 4, 2026, 5:10 p.m.