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Expiry Calendar

An expiry calendar variable type represents an Expiry Calendar which is a special type of calendar that uses rules to calculate when trading stops for a future price for a particular commodity


The expiry calendar variable wraps an expiry calendar and allows you to use them in your scripts.


Expiry calendars are usually read in from the expiry calendar service using their code, but can also be constructed using the ExpiryCalendar function. Below are a few examples of constructing an expiry calendar:

// Creating an expiry calendar using a standard business calendar
eombus = ExpiryCalendar(BusinessCalendar())

// Add an expiry rule to go to the end of the previous month as the expiry date
eombus.addRule("go to the end of the previous month")

// Read an expiry calendar from the expiry calendar service
eomeng = ${expiry:"#EOMENG"}


An expiry calendar variable has the following methods:

NameDescriptionReturn Type
addRule(String)Adds the supplied expiry rule string to this expiry calendarVoid

See Expiry Calendar for full details about the rules that can be added to an expiry calendar