Description Usage Arguments Value Examples
third_friday creates a data.frame with options expiration dates to be used in the tidy data process. The third friday date identifies monthly expirations compared to weeklys.
1 | third_friday(start_yr, end_yr)
|
start_yr |
Numeric year to begin third friday calendar |
end_yr |
Numeric year to end third friday calendar |
data.frame monthly_exp_date
with the third friday of each month
when options expire.
1 | third_friday(2010, 2015)
|
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