Support Board
Date/Time: Tue, 26 Nov 2024 08:44:25 +0000
Post From: Nymex CL rollover rule addition?
| [2014-04-24 01:26:11] |
| User22396 - Posts: 191 |
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in replicating the nymex rule under symbol settings i can understand the "number of business days" box would be filled with "3" but "specific business day before contract month" box would that be "25" ?...the wording could be interpreted differently it seems like business calendar day would be better since there is not 25 business days in a month? take for example this April only has 22 weekdays and 21 business days due to good friday sorry for the confusion just trying to understand the wording and how SC understands business day, calendar day, and business calendar day etc |