functions for quarterly settlement dates

There isn't much magic here btw:

futures.expiry

function (x)
{
    which(format(index(x), "%d") > 14 & format(index(x), "%d") <
        22 & format(index(x), "%w") == 5 & as.numeric(months(x,
        TRUE)) %in% c(3, 6, 9, 12))
}
<environment: namespace:quantmod>

It does need a zoo or a 'xts' object.

Hi,

 Are there built-in R functions that return both the nearest and the next
 nearest quarterly settlement dates for options and futures?

 Thanks,

 --
 Tom

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