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C++ API

Function File: [begindate, enddate] = thirdwednesday (month, year)

Find the third Wednesday of the month specified by the month and year. The begindate is the third Wednesday of the month, and the enddate is three months after that. Outputs are in the form of datenums.

The third Wednesday is used for Eurodollar futures.

See also: nweekdate, datenum.

Package: financial