Greeks calculation on expiration date

[jhonabreul]

Description

Allow greeks calculation on expiration day, by adjusting expiration date to market close.

• For general options and PM-settled index options, the expiration date time is market close of the last trading date, which is the actual expiration date, or the last trading date before it if market is close.
• For AM-settled index options, which settled the morning after the last trading day, the expiration time is adjusted to the next market open after the last trading day.

Related Issue

Closes #8461

Motivation and Context

Greeks should be able to be calculated on the expiration date, before the contract gets delisted.

Requires Documentation Change

How Has This Been Tested?

Unit tests

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>