third_friday: Find third friday of month
In themechanicalbear/tidyoptions: Tidy options data from iVolatility.com used to perform backtesting of common option trade strategies
Description
Usage
Arguments
Value
Examples
Description
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.
Usage
1
third_friday(start_yr, end_yr)
Arguments
start_yr
Numeric year to begin third friday calendar
end_yr
Numeric year to end third friday calendar
Value
data.frame monthly_exp_date with the third friday of each month
when options expire.
Examples
1
third_friday(2010, 2015)
themechanicalbear/tidyoptions documentation built on May 31, 2019, 9:49 a.m.
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Description Usage Arguments Value Examples
Description
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.
Usage
1 | third_friday(start_yr, end_yr)
|
Arguments
start_yr |
Numeric year to begin third friday calendar |
end_yr |
Numeric year to end third friday calendar |
Value
data.frame monthly_exp_date with the third friday of each month
when options expire.
Examples
1 | third_friday(2010, 2015)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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