Spread
Description
Create and price a Spread
instrument object for one or more
Spread instruments using this workflow:
Use
fininstrument
to create aSpread
instrument object for one or more Spread instruments.Use
finmodel
to specify aBlackScholes
orBachelier
model for theSpread
instrument object.Choose a pricing method.
When using a
BlackScholes
model, usefinpricer
to specify aKirk
,BjerksundStensland
, orAssetMonteCarlo
pricing method for one or moreSpread
instruments.When using a
Bachelier
model, usefinpricer
to specify anAssetMonteCarlo
pricing method for one or moreSpread
instruments.
For more information on this workflow, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
For more information on the available models and pricing methods for a
Spread
instrument, see Choose Instruments, Models, and Pricers.
Creation
Syntax
Description
creates a SpreadObj
= fininstrument(InstrumentType
,'Strike
',strike_value,'ExerciseDate
',exercise_date)Spread
object for one or more Spread
instruments by specifying InstrumentType
and sets the
properties for the
required name-value pair arguments Strike
and
ExerciseDate
.
sets optional properties using
additional name-value pairs in addition to the required arguments in the
previous syntax. For example, SpreadObj
= fininstrument(___,Name,Value
)SpreadObj =
fininstrument("Spread",'Strike',100,'ExerciseDate',datetime(2019,1,30),'OptionType',"put",'ExerciseStyle',"American",'Name',"spread_instrument")
creates a Spread
put option with an American exercise.
You can specify multiple name-value pair arguments.
Input Arguments
InstrumentType
— Instrument type
string with value "Spread"
| string array with values of "Spread"
| character vector with value 'Spread'
| cell array of character vectors with values of
'Spread'
Instrument type, specified as a string with the value of
"Spread"
, a character vector with the value of
'Spread'
, an
NINST
-by-1
string array with
values of "Spread"
, or an
NINST
-by-1
cell array of
character vectors with values of 'Spread'
.
Data Types: char
| cell
| string
Specify required
and optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where
Name
is the argument name and Value
is
the corresponding value. Name-value arguments must appear after other arguments,
but the order of the pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
Example: SpreadObj =
fininstrument("Spread",'Strike',100,'ExerciseDate',datetime(2019,1,30),'OptionType',"put",'ExerciseStyle',"American",'Name',"spread_instrument")
Spread
Name-Value Pair ArgumentsStrike
— Option strike price value
nonnegative numeric | nonnegative numeric vector
Option strike price value, specified as the comma-separated pair
consisting of 'Strike'
and a scalar nonnegative
numeric or an NINST
-by-1
nonnegative numeric vector.
Data Types: double
ExerciseDate
— Option exercise date
datetime array | string array | date character vector
Option exercise date, specified as the comma-separated pair
consisting of 'ExerciseDate'
and a scalar or an
NINST
-by-1
vector using a
datetime array, string array, or date character vectors.
Note
For a European option, there is only one
ExerciseDate
on the option expiry
date.
To support existing code, Spread
also
accepts serial date numbers as inputs, but they are not recommended.
If you use date character vectors or strings, the format must be
recognizable by datetime
because
the ExerciseDate
property is stored as a
datetime.
Spread
Name-Value Pair ArgumentsOptionType
— Option type
"call"
(default) | string with value "call"
or
"put"
| string array with values of "call"
or
"put"
| character vector with value 'call'
or
'put'
| cell array of character vectors with values of
'call'
or 'put'
Option type, specified as the comma-separated pair consisting of
'OptionType'
and a scalar string or character
vector or an NINST
-by-1
cell
array of character vectors or string array.
Data Types: char
| cell
| string
ExerciseStyle
— Option exercise style
"European"
(default) | string with value "European"
| string array with values of "European"
| character vector with value 'European'
| cell array of character vectors with values of
'European'
Option exercise style, specified as the comma-separated pair
consisting of 'ExerciseStyle'
and a scalar string
or character vector or an
NINST
-by-1
cell array of
character vectors or string array.
Data Types: string
| cell
| char
Name
— User-defined name for instrument
" "
(default) | string | string array | character vector | cell array of character vectors
User-defined name for one of more instruments, specified as the
comma-separated pair consisting of 'Name'
and a
scalar string or character vector or an
NINST
-by-1
cell array of
character vectors or string array.
Data Types: char
| cell
| string
Properties
Strike
— Option strike price value
nonnegative numeric | nonnegative numeric vector
Option strike price value, returned as a scalar nonnegative numeric or an
NINST
-by-1
nonnegative numeric
vector.
Data Types: double
ExerciseDate
— Option exercise date
datetime | vector of datetimes
Option exercise date, returned as a scalar datetime or an
NINST
-by-1
vector of
datetimes.
Data Types: datetime
OptionType
— Option type
"call"
(default) | string with value "call"
or
"put"
| string array with value "call"
or
"put"
Option type, returned as a scalar string or an
NINST
-by-1
string array with
values of "call"
or "put"
.
Data Types: string
ExerciseStyle
— Option exercise style
"European"
(default) | string with value "European"
| string array with values of "European"
Option exercise style, returned as a string or an
NINST
-by-1
string array with
values of "European"
.
Data Types: string
Name
— User-defined name for instrument
" "
(default) | string | string array
User-defined name for the instrument, returned as a scalar string or an
NINST
-by-1
string array.
Data Types: string
Examples
Price Spread
Instrument with European Option Using BlackScholes
Model and BjerksundStensland
Pricer
This example shows the workflow to price a Spread
instrument with a European option when using a BlackScholes
model and a BjerksundStensland
pricing method.
Create Spread
Instrument Object
Use fininstrument
to create a Spread
instrument object.
SpreadOpt = fininstrument("Spread",'Strike',105,'ExerciseDate',datetime(2021,9,15),'OptionType',"put",'ExerciseStyle',"european",'Name',"spread_option")
SpreadOpt = Spread with properties: OptionType: "put" Strike: 105 ExerciseStyle: "european" ExerciseDate: 15-Sep-2021 Name: "spread_option"
Create BlackScholes
Model Object
Use finmodel
to create a BlackScholes
model object.
BlackScholesModel = finmodel("BlackScholes",'Volatility',[0.2,0.1])
BlackScholesModel = BlackScholes with properties: Volatility: [0.2000 0.1000] Correlation: [2x2 double]
Create ratecurve
Object
Create a flat ratecurve
object using ratecurve
.
Settle = datetime(2018,9,15); Maturity = datetime(2023,9,15); Rate = 0.035; myRC = ratecurve('zero',Settle,Maturity,Rate,'Basis',12)
myRC = ratecurve with properties: Type: "zero" Compounding: -1 Basis: 12 Dates: 15-Sep-2023 Rates: 0.0350 Settle: 15-Sep-2018 InterpMethod: "linear" ShortExtrapMethod: "next" LongExtrapMethod: "previous"
Create BjerksundStensland
Pricer Object
Use finpricer
to create a BjerksundStensland
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value pair argument.
outPricer = finpricer("analytic",'Model',BlackScholesModel,'DiscountCurve',myRC,'SpotPrice',[103 105],'DividendValue',[0.025 , 0.028],'PricingMethod',"BjerksundStensland")
outPricer = BjerksundStensland with properties: DiscountCurve: [1x1 ratecurve] Model: [1x1 finmodel.BlackScholes] SpotPrice: [103 105] DividendValue: [0.0250 0.0280] DividendType: "continuous"
Price Spread
Instrument
Use price
to compute the price and sensitivities for the Spread
instrument.
[Price, outPR] = price(outPricer,SpreadOpt,["all"])
Price = 95.9884
outPR = priceresult with properties: Results: [1x7 table] PricerData: []
outPR.Results
ans=1×7 table
Price Delta Gamma Lambda Vega Theta Rho
______ __________________ _______________________ ____________________ ________________ _____ _______
95.988 -0.8916 0.90457 0.0021316 0.00048175 -0.95673 0.97064 13.582 1.5785 3.135 -278.49
Price Multiple Spread
Instruments with European Option Using BlackScholes
Model and BjerksundStensland
Pricer
This example shows the workflow to price multiple Spread
instruments with a European option when using a BlackScholes
model and a BjerksundStensland
pricing method.
Create Spread
Instrument Object
Use fininstrument
to create a Spread
instrument object for three Spread instruments.
SpreadOpt = fininstrument("Spread",'Strike',[105 ; 120 ; 150],'ExerciseDate',datetime([2021,9,15 ; 2021,10,15 ; 2021,11,15]),'OptionType',"put",'ExerciseStyle',"european",'Name',"spread_option")
SpreadOpt=3×1 Spread array with properties:
OptionType
Strike
ExerciseStyle
ExerciseDate
Name
Create BlackScholes
Model Object
Use finmodel
to create a BlackScholes
model object.
BlackScholesModel = finmodel("BlackScholes",'Volatility',[0.2,0.1])
BlackScholesModel = BlackScholes with properties: Volatility: [0.2000 0.1000] Correlation: [2x2 double]
Create ratecurve
Object
Create a flat ratecurve
object using ratecurve
.
Settle = datetime(2018,9,15); Maturity = datetime(2023,9,15); Rate = 0.035; myRC = ratecurve('zero',Settle,Maturity,Rate,'Basis',12)
myRC = ratecurve with properties: Type: "zero" Compounding: -1 Basis: 12 Dates: 15-Sep-2023 Rates: 0.0350 Settle: 15-Sep-2018 InterpMethod: "linear" ShortExtrapMethod: "next" LongExtrapMethod: "previous"
Create BjerksundStensland
Pricer Object
Use finpricer
to create a BjerksundStensland
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value pair argument.
outPricer = finpricer("analytic",'Model',BlackScholesModel,'DiscountCurve',myRC,'SpotPrice',[103 160],'DividendValue',[0.025 , 0.028],'PricingMethod',"BjerksundStensland")
outPricer = BjerksundStensland with properties: DiscountCurve: [1x1 ratecurve] Model: [1x1 finmodel.BlackScholes] SpotPrice: [103 160] DividendValue: [0.0250 0.0280] DividendType: "continuous"
Price Spread
Instruments
Use price
to compute the prices and sensitivities for the Spread
instruments.
[Price, outPR] = price(outPricer,SpreadOpt,["all"])
Price = 3×1
146.1732
159.1989
185.5513
outPR=3×1 priceresult array with properties:
Results
PricerData
outPR.Results
ans=1×7 table
Price Delta Gamma Lambda Vega Theta Rho
______ ____________________ ________________________ ____________________ _________________ ______ _______
146.17 -0.91985 0.91683 0.00057696 7.9581e-05 -0.64817 0.64604 3.6848 0.60671 4.9043 -282.63
ans=1×7 table
Price Delta Gamma Lambda Vega Theta Rho
_____ ____________________ ________________________ ____________________ _________________ ______ _______
159.2 -0.92024 0.91557 0.00042064 5.4001e-05 -0.59539 0.59237 2.7723 0.40502 5.3984 -331.26
ans=1×7 table
Price Delta Gamma Lambda Vega Theta Rho
______ ____________________ ______________________ ____________________ _________________ ______ _______
185.55 -0.92123 0.91439 0.000216 1.9895e-05 -0.51138 0.50758 1.4478 0.16988 6.3711 -424.75
Price Spread
Instrument for a Commodity Using BlackScholes
Model and Analytic Pricers
This example shows the workflow to price a commodity Spread
instrument when you use a BlackScholes
model and Kirk
and BjerksundStensland
analytic pricing methods.
Understanding Crack Spread Options
In the petroleum industry, refiners are concerned about the difference between their input costs (crude oil) and output prices (refined products — gasoline, heating oil, diesel fuel, and so on). The differential between these two underlying commodities is referred to as a crack spread. It represents the profit margin between crude oil and the refined products.
A spread option is an option on the spread where the holder has the right, but not the obligation, to enter into a spot or forward spread contract. Crack spread options are often used to protect against declines in the crack spread or to monetize volatility or price expectations on the spread.
Define the Commodity
Assume that current gasoline prices are strong, and you want to model a crack spread option strategy to protect the gasoline margin. A crack spread option strategy is used to maintain profits for the following season. The WTI crude oil futures are at $93.20 per barrel and RBOB gasoline futures contract are at $2.85 per gallon.
Strike = 20; Rate = 0.05; Settle = datetime(2020,1,1); Maturity = datemnth(Settle,3); % Price and volatility of RBOB gasoline PriceGallon1 = 2.85; % Dollars per gallon Price1 = PriceGallon1 * 42; % Dollars per barrel Vol1 = 0.29; % Price and volatility of WTI crude oil Price2 = 93.20; % Dollars per barrel Vol2 = 0.36; % Correlation between the prices of the commodities Corr = 0.42;
Create Spread
Instrument Object
Use fininstrument
to create a Spread
instrument object.
SpreadOpt = fininstrument("Spread", 'ExerciseDate', Maturity, 'Strike', Strike,'ExerciseStyle',"european",'Name',"spread_instrument")
SpreadOpt = Spread with properties: OptionType: "call" Strike: 20 ExerciseStyle: "european" ExerciseDate: 01-Apr-2020 Name: "spread_instrument"
Create BlackScholes
Model Object
Use finmodel
to create a BlackScholes
model object.
BlackScholesModel = finmodel("BlackScholes", 'Volatility', [Vol1,Vol2], 'Correlation', [1 Corr; Corr 1]);
Create ratecurve
Object
Create a flat ratecurve
object using ratecurve
.
ZeroCurve = ratecurve('zero', Settle, Maturity, Rate, 'Basis', 1);
Create BjerksundStensland
Pricer Object
Use finpricer
to create a BjerksundStensland
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value pair argument.
BJSPricer = finpricer("Analytic", 'Model', BlackScholesModel, 'SpotPrice', [Price1 , Price2], 'DiscountCurve', ZeroCurve,'PricingMethod', "BjerksundStensland");
Create Kirk
Pricer Object
Use finpricer
to create a Kirk
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value pair argument.
KirkPricer = finpricer("Analytic", 'Model', BlackScholesModel,'SpotPrice', [Price1 , Price2], 'DiscountCurve', ZeroCurve,'PricingMethod', "Kirk");
Price Spread
Instrument Using BjerksundStensland
and Kirk
Analytic Pricing Methods
Use price
to compute the price and sensitivities for the commodity Spread
instrument.
[PriceKirk, outPR_Kirk] = price(KirkPricer, SpreadOpt, "all"); [PriceBJS, outPR_BJS] = price(BJSPricer, SpreadOpt, "all"); [outPR_Kirk.Results; outPR_BJS.Results]
ans=2×7 table
Price Delta Gamma Lambda Vega Theta Rho
_____ ___________________ ____________________ _________________ ________________ _______ ______
11.19 0.67224 -0.60665 0.019081 0.021662 7.1907 -6.4891 11.299 9.8869 -14.539 3.1841
11.2 0.67371 -0.60816 0.018992 0.021572 7.2003 -6.4997 11.198 9.9878 -14.555 3.1906
Price Spread
Instrument with American Option Using BlackScholes
Model and AssetMonteCarlo
Pricer
This example shows the workflow to price a Spread
instrument with an American option when using a BlackScholes
model and an AssetMonteCarlo
pricing method.
Create Spread
Instrument Object
Use fininstrument
to create a Spread
instrument object.
SpreadOpt = fininstrument("Spread",'Strike',100,'ExerciseDate',datetime(2021,9,15),'OptionType',"put",'ExerciseStyle',"American",'Name',"spread_option")
SpreadOpt = Spread with properties: OptionType: "put" Strike: 100 ExerciseStyle: "american" ExerciseDate: 15-Sep-2021 Name: "spread_option"
Create BlackScholes
Model Object
Use finmodel
to create a BlackScholes
model object.
Corr = 0.42; BlackScholesModel = finmodel("BlackScholes","Volatility",[0.3,0.1],"Correlation", [1 Corr;Corr 1])
BlackScholesModel = BlackScholes with properties: Volatility: [0.3000 0.1000] Correlation: [2x2 double]
Create ratecurve
Object
Create a flat ratecurve
object using ratecurve
.
Settle = datetime(2018,9,15); Maturity = datetime(2023,9,15); Rate = 0.035; myRC = ratecurve('zero',Settle,Maturity,Rate,'Basis',12)
myRC = ratecurve with properties: Type: "zero" Compounding: -1 Basis: 12 Dates: 15-Sep-2023 Rates: 0.0350 Settle: 15-Sep-2018 InterpMethod: "linear" ShortExtrapMethod: "next" LongExtrapMethod: "previous"
Create AssetMonteCarlo
Pricer Object
Use finpricer
to create an AssetMonteCarlo
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value pair argument.
outPricer = finpricer("AssetMonteCarlo","DiscountCurve",myRC,"Model",BlackScholesModel,'SpotPrice',[100,95],'simulationDates',datetime(2021,9,15),'dividendType',["continuous","continuous"],'dividendvalue',[0,0.01])
outPricer = GBMMonteCarlo with properties: DiscountCurve: [1x1 ratecurve] SpotPrice: [100 95] SimulationDates: 15-Sep-2021 NumTrials: 1000 RandomNumbers: [] Model: [1x1 finmodel.BlackScholes] DividendType: ["continuous" "continuous"] DividendValue: [0 0.0100] MonteCarloMethod: "standard" BrownianMotionMethod: "standard"
Price Spread
Instrument
Use price
to compute the price and sensitivities for the Spread
instrument.
[Price, outPR] = price(outPricer,SpreadOpt,["all"])
Price = 95
outPR = priceresult with properties: Results: [1x7 table] PricerData: [1x1 struct]
outPR.Results
ans=1×7 table
Price Delta Gamma Lambda Rho Theta Vega
_____ ________ _______________ __________________ ___ _____ ______
95 -1 1 0 3.1492e-14 -1.0526 1 0 0 0 0
Price Spread
Instrument with American Option Using BlackScholes
Model and AssetMonteCarlo
Pricer with Quasi-Monte Carlo Simulation
This example shows the workflow to price a Spread
instrument with an American option when using a BlackScholes
model and an AssetMonteCarlo
pricing method with quasi-Monte Carlo simulation.
Create Spread
Instrument Object
Use fininstrument
to create a Spread
instrument object.
SpreadOpt = fininstrument("Spread",'Strike',100,'ExerciseDate',datetime(2021,9,15),'OptionType',"put",'ExerciseStyle',"American",'Name',"spread_option")
SpreadOpt = Spread with properties: OptionType: "put" Strike: 100 ExerciseStyle: "american" ExerciseDate: 15-Sep-2021 Name: "spread_option"
Create BlackScholes
Model Object
Use finmodel
to create a BlackScholes
model object.
Corr = 0.42; BlackScholesModel = finmodel("BlackScholes","Volatility",[0.3,0.1],"Correlation", [1 Corr;Corr 1])
BlackScholesModel = BlackScholes with properties: Volatility: [0.3000 0.1000] Correlation: [2x2 double]
Create ratecurve
Object
Create a flat ratecurve
object using ratecurve
.
Settle = datetime(2018,9,15); Maturity = datetime(2023,9,15); Rate = 0.035; myRC = ratecurve('zero',Settle,Maturity,Rate,'Basis',12)
myRC = ratecurve with properties: Type: "zero" Compounding: -1 Basis: 12 Dates: 15-Sep-2023 Rates: 0.0350 Settle: 15-Sep-2018 InterpMethod: "linear" ShortExtrapMethod: "next" LongExtrapMethod: "previous"
Create AssetMonteCarlo
Pricer Object
Use finpricer
to create an AssetMonteCarlo
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value argument and use the name-value arguments for MonteCarloMethod
and BrownianMotionMethod
.
outPricer = finpricer("AssetMonteCarlo","DiscountCurve",myRC,"Model",BlackScholesModel,'SpotPrice',[100,95],'simulationDates',datetime(2021,9,15),'dividendType',["continuous","continuous"],'dividendvalue',[0,0.01],'NumTrials',1e3, ... 'MonteCarloMethod',"quasi",'BrownianMotionMethod',"brownian-bridge")
outPricer = GBMMonteCarlo with properties: DiscountCurve: [1x1 ratecurve] SpotPrice: [100 95] SimulationDates: 15-Sep-2021 NumTrials: 1000 RandomNumbers: [] Model: [1x1 finmodel.BlackScholes] DividendType: ["continuous" "continuous"] DividendValue: [0 0.0100] MonteCarloMethod: "quasi" BrownianMotionMethod: "brownian-bridge"
Price Spread
Instrument
Use price
to compute the price and sensitivities for the Spread
instrument.
[Price, outPR] = price(outPricer,SpreadOpt,"all")
Price = 95
outPR = priceresult with properties: Results: [1x7 table] PricerData: [1x1 struct]
outPR.Results
ans=1×7 table
Price Delta Gamma Lambda Rho Theta Vega
_____ ________ _______________ __________________ ___ _____ ______
95 -1 1 0 3.1492e-14 -1.0526 1 0 0 0 0
Price Spread
Instrument with American Option Using Bachelier
Model and AssetMonteCarlo
Pricer
This example shows the workflow to price a Spread
instrument with an American option when using a Bachelier
model and an AssetMonteCarlo
pricing method.
Create Spread
Instrument Object
Use fininstrument
to create a Spread
instrument object.
SpreadOpt = fininstrument("Spread",'Strike',100,'ExerciseDate',datetime(2021,9,15),'OptionType',"put",'ExerciseStyle',"American",'Name',"spread_option")
SpreadOpt = Spread with properties: OptionType: "put" Strike: 100 ExerciseStyle: "american" ExerciseDate: 15-Sep-2021 Name: "spread_option"
Create Bachelier
Model Object
Use finmodel
to create a Bachelier
model object.
Corr = 0.42; BachelierModel = finmodel("BlackScholes","Volatility",[0.3,0.1],"Correlation", [1 Corr;Corr 1])
BachelierModel = BlackScholes with properties: Volatility: [0.3000 0.1000] Correlation: [2x2 double]
Create ratecurve
Object
Create a flat ratecurve
object using ratecurve
.
Settle = datetime(2018,9,15); Maturity = datetime(2023,9,15); Rate = 0.035; myRC = ratecurve('zero',Settle,Maturity,Rate,'Basis',12)
myRC = ratecurve with properties: Type: "zero" Compounding: -1 Basis: 12 Dates: 15-Sep-2023 Rates: 0.0350 Settle: 15-Sep-2018 InterpMethod: "linear" ShortExtrapMethod: "next" LongExtrapMethod: "previous"
Create AssetMonteCarlo
Pricer Object
Use finpricer
to create an AssetMonteCarlo
pricer object and use the ratecurve
object for the 'DiscountCurve'
name-value pair argument.
outPricer = finpricer("AssetMonteCarlo","DiscountCurve",myRC,"Model",BachelierModel,'SpotPrice',[100,95],'simulationDates',datetime(2021,9,15),'dividendType',["continuous","continuous"],'dividendvalue',[0,0.01])
outPricer = GBMMonteCarlo with properties: DiscountCurve: [1x1 ratecurve] SpotPrice: [100 95] SimulationDates: 15-Sep-2021 NumTrials: 1000 RandomNumbers: [] Model: [1x1 finmodel.BlackScholes] DividendType: ["continuous" "continuous"] DividendValue: [0 0.0100] MonteCarloMethod: "standard" BrownianMotionMethod: "standard"
Price Spread
Instrument
Use price
to compute the price and sensitivities for the Spread
instrument.
[Price, outPR] = price(outPricer,SpreadOpt,["all"])
Price = 95
outPR = priceresult with properties: Results: [1x7 table] PricerData: [1x1 struct]
outPR.Results
ans=1×7 table
Price Delta Gamma Lambda Rho Theta Vega
_____ ________ _______________ __________________ ___ _____ ______
95 -1 1 0 3.1492e-14 -1.0526 1 0 0 0 0
More About
Spread Option
A spread option is written on the difference of two underlying assets.
These underlying assets can include stocks, bonds, commodities, currencies, or other financial instruments. The option holder has the right to establish a position that exploits the price or rate differential between these assets.
For example, a European call on the difference of two assets X1 and X2 has the following pay off at maturity:
K is the strike price.
For more information, see Spread Option.
Version History
Introduced in R2020aR2022b: Serial date numbers not recommended
Although Spread
supports serial date numbers,
datetime
values are recommended instead. The
datetime
data type provides flexible date and time
formats, storage out to nanosecond precision, and properties to account for time
zones and daylight saving time.
To convert serial date numbers or text to datetime
values, use the datetime
function. For example:
t = datetime(738427.656845093,"ConvertFrom","datenum"); y = year(t)
y = 2021
There are no plans to remove support for serial date number inputs.
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