Nearest $VIX Expiry Date

Provide the Next $VIX Expiry Date, Given a Single Calendar Date

Send a query date thought this function to return the next main-month $VIX futures/options expiration in datenum format. This is in fact slightly tricky to code, since holidays on both ends ($SPX and '30 days before') can impact the correct date in some years. Perhaps there is a more elegant way to code this, but the function has been checked against many years of actual dates. A secondary function is included that (unlike those in the finance toolbox) retains the query date if already a biz date but otherwise gives the immediate next or previous biz date. This can be used for other purposes but is needed by the Nearest_VIX function. To obtain historical or future $VIX expirations, simply submit different query dates.