guRus

Is there any function to get a continuous stream of futures time series when
the inputs are a series of contracts? specifically if the contracts are x1,
x2, x3 etc, then the output X should be defined as x1 which gets rolled over
to x2 at a predetermined date (say n days before the expiry of x1) and then
x2 to x3 etc.
x= x1 (upto date1) then x=x2(upto date2).......

Bloomberg's GFUT does something similar.

Also Is there a function to check an expiry date given a logic, say every
third wednesday of the month prior to the futures month (options expiry)
etc?

Thx
-- 
'Raghu'

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