Get the corresponding maturity date for the three characters string that represent maturity of futures contracts.
maturity2date(x, expr = "first day", refdate = NULL)
a character vector with three letters string that represent maturity of futures contracts.
a string which indicates the day to use in maturity date.
See bizdays::getdate
for more details on this argument.
reference date to be passed. It is necessary to convert old
maturities like JAN0, that can be Jan/2000 or Jan/2010. If refdate
is greater that 2001-01-01 JAN0 is converted to Jan/2010, otherwise,
Jan/2000.
a Date vector with maturity dates