CurveDate

A constructor to create a curve date.

A curve date consists of a date and an expiry calendar

Syntax

cd = CurveDate(date, expirycalendar)

Example

// Using the code for an Expiry Calendar 
cd = CurveDate("2023-03-15", "#REOMHENG")

// Using an actual expiry calendar
expcal = ${expiry:"#REOMHENG"}
cd = CurveDate("2023-03-15", expcal)