code2month {rb3} | R Documentation |
Get month from maturity code
Description
Get the corresponding month for the string that represent maturities of futures contracts.
Usage
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"))
code2month(c("JAN", "FEV", "MAR", "NOV", "DEZ"))
[Package rb3 version 0.0.11 Index]