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`options.expiry` <-
function(x) {
# the 3rd friday of month
which(format(index(x),"%d") > 14 &
format(index(x),"%d") < 22 &
format(index(x),"%w")==5)
}
`futures.expiry` <-
function(x) {
# the last 3rd friday of quarter
which(format(index(x),"%d") > 14 &
format(index(x),"%d") < 22 &
format(index(x),"%w")==5 &
(.indexmon(x)+1) %in% c(3,6,9,12))
}
`nmicroseconds` <-
function(x) {
length(endpoints(x,"microseconds"))-1
}
`nmilliseconds` <-
function(x) {
length(endpoints(x,"milliseconds"))-1
}
`nseconds` <-
function(x) {
length(endpoints(x,"seconds"))-1
}
`nminutes` <-
function(x) {
length(endpoints(x,"minutes"))-1
}
`nhours` <-
function(x) {
length(endpoints(x,"hours"))-1
}
`ndays` <-
function(x) {
length(endpoints(x,"days"))-1
}
`nmonths` <-
function(x) {
length(endpoints(x,"months"))-1
}
`nquarters` <-
function(x) {
length(endpoints(x,"quarters"))-1
}
`nweekdays` <-
function(x) {
stop('weekdays are currently unimplemented')
length(endpoints(x,"weekdays"))-1
}
`nweeks` <-
function(x) {
length(endpoints(x,"weeks"))-1
}
`nyears` <-
function(x) {
length(endpoints(x,"years"))-1
}
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