Get month from maturity code

Source: R/scraper-futures.R

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

code2month(x)

Arguments

x

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

Value

a vector of integers

Examples

code2month(c("F", "G", "H", "J", "K", "M", "N", "Q", "U", "V", "X", "Z"))
#>  [1]  1  2  3  4  5  6  7  8  9 10 11 12
code2month(c("JAN", "FEV", "MAR", "NOV", "DEZ"))
#> [1]  1  2  3 11 12