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last_friday_before_month

helixrs::statics::templates::futures_option

Function last_friday_before_month 

fn last_friday_before_month(
    calendar: &dyn Calendar,
    first_of_option_month: NaiveDate,
) -> NaiveDate
Expand description

Eurex and ICE: the last Friday before the first of the option month that is followed by at least two business days before it, else the Friday before. Not adjusted: a holiday here is the caller’s to resolve.