rb3 (version 0.0.12)

code2month: Get month from maturity code

Description

Get the corresponding month for the string that represent maturities of futures contracts.

Usage

code2month(x)

Value

a vector of integers

Arguments

x

a character with letters that represent the month of maturity of futures contracts.

Examples

code2month(c("F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"))
code2month(c("JAN", "FEV", "MAR", "NOV", "DEZ"))