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.
a time-indexed zoo object
Designed to be used within a charting context via
addExpiry, the values returned
are based on the description above. Exceptions, though rare, are not accounted for.
A numeric vector of values to index on.
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.
Jeffrey A. Ryan
~put references to the literature/web site here ~
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