getInstrumentFarExpiry
Syntax
getInstrumentFarExpiry(instrument)
Details
Get the far expiry date of the input instrument(s).
Arguments
instrument is an INSTRUMENT scalar/vector indicating one or more instrument objects.
Returns
A scalar/vector of DATE type.
Examples
swap = {
"productType": "Swap",
"swapType": "FxSwap",
"version": 0,
"currencyPair": "EURUSD",
"direction": "Buy",
"notional": ["EUR", 1E6],
"nearStrike": 1.1,
"nearExpiry": 2025.12.08,
"nearDelivery": 2025.12.10,
"farStrike": 1.2,
"farExpiry": 2026.06.08,
"farDelivery": 2026.06.10
}
ins = parseInstrument(swap)
getInstrumentFarExpiry(ins)
// output: 2026.06.08
Related functions: parseInstrument, getInstrumentField, getInstrumentKeys
