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

Introduction

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

Construction

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"}

Constructor functions

Function	Description
ExpiryCalendar(code)	Reads an expiry Calendar
ExpiryCalendar(holiday)	Creates a new expiry Calendar
ExpiryCalendar(holiday, delivery)	Creates a new expiry Calendar
FinancialExpiryCalendar(code, holiday, cross, base, offset)	Creates a financial expiry Calendar

Methods

An expiry calendar variable has the following methods:

Name	Description	Return Type
addRule(String)	Adds the supplied expiry rule string to this expiry calendar	Void

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

Properties

Name	Description	Type
name	Get the name of the underlying ODSL Calendar	String