asDays
A curve function that breaks a single contract into a list of daily contracts, e.g. a month into days
4 docs tagged with "contracts"
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A curve function that breaks a single contract into a list of hours contracts, e.g. a day into hours
asMonths
A curve function that breaks a single contract into a list of monthly contracts, e.g. a quarter into 3 months
asStrips
Creates an arbitrage free curve comprised of calendar year strips