Convert month code (used for futures contracts) 
to abbreviated month name, or convert abbreviated month name to month code

Provides infrastructure for defining, storing, and managing
financial instrument metadata independently of market data sources.
Models instrument identities, contract specifications, identifiers, and
relationships among financial instruments, including currencies,
equities, funds, bonds, futures, options, spreads, exchange rates, and
synthetic instruments. Supports reusable instrument definitions for
research, portfolio management, trading, and quantitative finance
applications.

Justin M. Shea

FinancialInstrument

Financial Instrument Modeling Infrastructure

Peter Carl

Garrett See

Ross Bennett

C2M function

<dl><dt>code</dt>
<dd>Month code: F, G, H, J, K, M, N , Q, U, V, X, or Z</dd>
<dt>month</dt>
<dd>Abbreviated month: jan, feb, mar, apr, may, jun, jul, aug, sep, oct, nov, or dec</dd></dl>

Arguments

Author

Month-to-Code and Code-to-Month — C2M

<dl>

<dt>code</dt>
<dd>Month code: F, G, H, J, K, M, N , Q, U, V, X, or Z</dd>


<dt>month</dt>
<dd>Abbreviated month: jan, feb, mar, apr, may, jun, jul, aug, sep, oct, nov, or dec</dd>

</dl>

C2M: Month-to-Code and Code-to-Month

Description

Usage

Value

Arguments

Author

See Also

Examples