maturity2date: Get maturity date from maturity code

In rb3: Download and Parse Public Data Released by B3 Exchange

Get maturity date from maturity code

Description

Get the corresponding maturity date for the three characters string that represent maturity of futures contracts.

Usage

maturity2date(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. See bizdays::getdate for more details on this argument.
refdate	reference date to be passed. It is necessary to convert old maturities like JAN0, that can be Jan/2000 or Jan/2010. If refdate is greater that 2001-01-01 JAN0 is converted to Jan/2010, otherwise, Jan/2000.

Value

a Date vector with maturity dates

Examples

maturity2date(c("F22", "F23", "G23", "H23", "F45"), "first day")
maturity2date(c("F23", "K35"), "15th day")
maturity2date(c("AGO2", "SET2"), "first day")

rb3 documentation built on April 14, 2023, 5:10 p.m.