FA-61600 / Options payoff and settlement / Member archive

Listed option expiration date calendar: holiday expiries roll forward · case 05

An expiry Friday that is a holiday moves to the following Monday.

Member previewVariant 5 · 3 implementations · 8 checks per implementation

Case contract

Inputs year, month, kind and holidays. Monthly expiry is the third Friday of the month; quarterly expiry is the last calendar day of the quarter-end month (Mar/Jun/Sep/Dec) containing the month. Either date rolls back to the preceding business day (weekday not in holidays) when it is not a business day. Return [y,m,d].

Why this case matters

Option expiry, exercise and settlement engines move cash and shares; a wrong branch misstates obligations.

One recorded failure

Sample boundary fixture

This sample comes from the broken implementation of a controlled reproducer.

Boundary fixture	Actual	Expected	Outcome
regression holiday roll direction 1	`[2024, 7, 1]`	`[2024, 6, 27]`	Failed

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