When defining an instrument, instead of manually entering the expiry date you can set this date using the contract shortcut. Once you have entered the relevant shortcut for the required contract, the system automatically enters its expiry date and any other dates as relevant, e.g. the pricing dates or the fixing dates.
The following shortcuts are supported:
f for the January contract
g February contract
h March contract
j April contract
k May contract
m June contract
n July contract
q August contract
b September contract
v October contract
x November contract
z December contract
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This feature is not supported for a vanilla strip, vanilla strip strategy, Asian strip, Asian strip strategy, swap strip or OTC spread strip. To define the duration of these instruments, see What Does SDX Commodities & Energy Calculate?. |
To use a shortcut to define an instrument's expiry:
In the Pricing page enter the shortcut code for the contract in the ShortCut Schedule field. The system automatically enters the contract's expiry date and any other dates as relevant, e.g., the pricing dates or the fixing dates.