FinancialInstrument (version 1.3.1)

expires.spread: spread expires extraction method

Description

x$expires will be returned if it is not NULL. Otherwise, the (character representation of the) exiration date of the first-to-expire of the members will be returned.

Usage

# S3 method for spread
expires(x, Date, expired = TRUE, silent = FALSE, ...)

Arguments

Date

Can be a Date or character string. When expires is a vector, the retuned value will be one of the two values of expires that are closest to Date. (which one will be determined by the value of expired).

expired

TRUE/FALSE. This determines which date will be used when expires is a vector. If expired is TRUE the date returned will be the last one before Date. If expired is FALSE the first one after Date will be returned.

See Also

expires.instrument