The Tenor input type

Description

When a QuantSA function requires a Tenor input the input needs to be an approriatly formatted string, with numbers and letters.

For example:

  • 3M - 3 months
  • 1Y6M - 1 year and 6 momths which would be exactly the same as 18M

All allowed letters are:

  • D - days
  • W - weeks
  • M - months
  • Y - years