> Laguna wrote:
>> I want to find the expiration date of stock options (3rd Friday of the
>> month) for an any give month and year.
>From year and month (and day=1) get the day of the week (n in [0,6]) of the
first of the month using some version of the the standard formula (see
below) and look up the third friday date in a precalculated 7-element list,
or, with n=0 on Saturday, 3rd Friday is 21-n
Here is a translation of the guts of a 30-year-old Basic program:
def friday3(m,y): # ints
if m <= 2:
m += 12
y -= 1
d = 1
n = d + 2*m + int(.6*(m+1)) + y + y//4 - y//100 + y//400 + 2
n = int((n/7.0- n//7)*7.0 + .5)
# n=0 is Saturday, making 3rd Friday the 21st.
return 21 - n
>> Requirements:
>> d0 = expiration(9, 2005) # d0 would be 16
>> d1 = expiration(6, 2003) # d1 would be 20
>> d2 = expiration(2, 2006) # d2 would be 17
>>> for m,y in ((9,2005), (6,2003), (2,2006)): print friday3(m,y)
...
16
20
17
Terry J. Reedy
--
http://mail.python.org/mailman/listinfo/python-list
