Support Board
Date/Time: Tue, 26 Nov 2024 08:47:38 +0000
Post From: Nymex CL rollover rule addition?
| [2014-03-30 14:23:50] |
| User22396 - Posts: 191 |
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In trying to replicate the nymex rule would "Number Of Business Days Before Specific Business Day Before Contract Month" be the closest match? or would "Number Of Business Days Before Specific Calendar Days Before Contract Month" ? or do we need a new rollover rule like "Number Of Business Days Before Specific Calendar Day Before Contract Month"? |