chronicle_reader

Used to work with Chronicle storage data (Holidays and Partial trading data)

symbol

What is the proper-cased symbol for our underlying?

vol_expiry_date

$underlying->vol_expiry_date({from => $date, term => '1W'});

forward_expiry_date

$underlying->forward_expiry_date({from => $date, term => '1W'});

For Forward, the expiry date is calculated forward from the spot date. Example: On 4-Jul-12, the expiry date for 1W is 13-Jul-12. - Spot date is 6-Jul-12, 7 days forward from this 6-Jul-12 is 13-Jul-12