making sure "expiration_date - X" falls on a valid "date_of_price" (if not, use the next valid date_
- by bobbyh
I have two tables. The first table has two columns: ID and date_of_price. The date_of_price field skips weekend days and bank holidays when markets are closed.
table: trading_dates
ID date_of_price
1 8/7/2008
2 8/8/2008
3 8/11/2008
4 8/12/2008
The second table also has two columns: ID and expiration_date. The expiration_date field is the one day in each month when options expire.
table: expiration_dates
ID expiration_date
1 9/20/2008
2 10/18/2008
3 11/22/2008
I would like to do a query that subtracts a certain number of days from the expiration dates, with the caveat that the resulting date must be a valid date_of_price. If not, then the result should be the next valid date_of_price.
For instance, say we are subtracting 41 days from the expiration_date. 41 days prior to 9/20/2008 is 8/10/2008. Since 8/10/2008 is not a valid date_of_price, we have to skip 8/10/2008. The query should return 8/11/2008, which is the next valid date_of_price.
Any advice would be appreciated! :-)
