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Options Expiration Friday Date Calculator

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Options Expiration Friday Date Calculator

by Jennifer GALPERIN

 

24 Jun 2013

Calculates the date in a given month that options will expire (Friday).

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Description

Takes as input a date within the month (any date). Outputs the Friday date during that month on which equity options expire.

Input can also be a list of dates, in which case output will be a list of Fridays.

Required Products MATLAB
MATLAB release MATLAB 7.12 (R2011a)
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