asMonths

A curve function that breaks a single contract into a list of monthly contracts, e.g. a quarter into 3 months

Syntax

Contracts = asMonths(Contract)

Result

A Contracts object

Example

c = Contract(ondate, "2021Q01", 26.85)
contracts = asMonths(c)
for tenor in contracts
    print tenor.absolute + " : " + tenor.value
next

2021M01 : 26.85
2021M02 : 26.85
2021M03 : 26.85