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TranslateFuture(Future)

Last updated January 7, 2002

author

Mark Kruger

Version: 1 | Requires: CF5 | Library: FinancialLib

Description:
This tag is for developers struggling with commodity quotes. A given commodity symbol has an indicator for the year and month of the contract it represents. The month in particular cooresponds to codes dictated by commodity exchanges. This UDF unpacks a futures symbol into it's root, descriptive month, and year, and hands the values back as a structure.

Return Values:
Returns a structure.

Example:

<cfset futuretest = "SPU2,CH2,OH2,NGK2">
<cfloop index="future" list="#futuretest#">
    <cfset FutSym = TranslateFuture(future)>
    <cfoutput>
    Contract Root:  #futSym.Root# <br>
    Contract Month:  #futSym.Month# <br>
    Contract Year:   #FutSym.Year# <br>
    <p>
    </cfoutput>
</cfloop>

Parameters:

Name Description Required
Future The futures symbol. Yes

Full UDF Source:

/**
 * Translates a Cryptic Futures symbol into a descriptive structure.
 * 
 * @param Future 	 The futures symbol. 
 * @return Returns a structure. 
 * @author Mark Kruger (Mkruger@cfwebtools.com) 
 * @version 1, January 29, 2002 
 */
function TranslateFuture(Symbol) {
	var	TheYear				=	'';
	var	TheMonth			=	'';
	var SymbolStruct		=	StructNew();
	
	if(Symbol IS NOT '') {
		Symbol				=	replace(Symbol,'0','');
		TheYear				=	'200' &  val(Reverse(Symbol));
		Symbol				=	Replace(symbol,val(reverse(symbol)),'');
		TheMonth			=	right(symbol,1);
		switch(TheMonth)
		{
			case 'F':	{	TheMonth	=	'January';		break;		}
			case 'G':	{	TheMonth	=	'February';		break;		}
			case 'H':	{	TheMonth	=	'March';		break;		}
			case 'J':	{	TheMonth	=	'April';		break;		}
			case 'K':	{	TheMonth	=	'May';			break;		}
			case 'M':	{	TheMonth	=	'June';			break;		}
			case 'N':	{	TheMonth	=	'July';			break;		}
			case 'Q':	{	TheMonth	=	'August';		break;		}
			case 'U':	{	TheMonth	=	'September';	break;		}
			case 'V':	{	TheMonth	=	'October';		break;		}
			case 'X':	{	TheMonth	=	'November';		break;		}
			case 'Z':	{	TheMonth	=	'December';		break;		}				
		}
		
		
		Symbol				=	left(symbol,len(symbol)-1);
		SymbolStruct.Year	=	TheYear;
		SymbolStruct.Root	=	Symbol;
		SymbolStruct.Month	=	TheMonth;
	}
	else {
		SymbolStruct		=	structnew();	
		SymbolStruct.Year	=	'';
		SymbolStruct.Root	=	'';
		SymbolStruct.Month	=	'';
	}
	return(symbolStruct);
}
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