QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Main cycle of the International Money Market (a.k.a. IMM) months. More...
#include <imm.hpp>
Public Types | |
enum | Month { F = 1 , G = 2 , H = 3 , J = 4 , K = 5 , M = 6 , N = 7 , Q = 8 , U = 9 , V = 10 , X = 11 , Z = 12 } |
Static Public Member Functions | |
static bool | isIMMdate (const Date &d, bool mainCycle=true) |
returns whether or not the given date is an IMM date More... | |
static bool | isIMMcode (const std::string &in, bool mainCycle=true) |
returns whether or not the given string is an IMM code More... | |
static std::string | code (const Date &immDate) |
static Date | date (const std::string &immCode, const Date &referenceDate=Date()) |
static Date | nextDate (const Date &d=Date(), bool mainCycle=true) |
next IMM date following the given date More... | |
static Date | nextDate (const std::string &immCode, bool mainCycle=true, const Date &referenceDate=Date()) |
next IMM date following the given IMM code More... | |
static std::string | nextCode (const Date &d=Date(), bool mainCycle=true) |
next IMM code following the given date More... | |
static std::string | nextCode (const std::string &immCode, bool mainCycle=true, const Date &referenceDate=Date()) |
next IMM code following the given code More... | |
Main cycle of the International Money Market (a.k.a. IMM) months.
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