Support Board
Date/Time: Tue, 26 Nov 2024 08:45:51 +0000
Post From: Nymex CL rollover rule addition?
| [2014-04-22 17:16:31] |
| User22396 - Posts: 191 |
|
"Number Of Business Days Before Specific Business Day Before Contract Month" is the correct one.
how can you replicate the nymex expiry using that rule? |