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Public Types | Static Public Member Functions | List of all members
ASX Struct Reference

Main cycle of the Australian Securities Exchange (a.k.a. ASX) months. More...

#include <asx.hpp>

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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 isASXdate (const Date &d, bool mainCycle=true)
 returns whether or not the given date is an ASX date More...
 
static bool isASXcode (const std::string &in, bool mainCycle=true)
 returns whether or not the given string is an ASX code More...
 
static std::string code (const Date &asxDate)
 
static Date date (const std::string &asxCode, const Date &referenceDate=Date())
 
static Date nextDate (const Date &d=Date(), bool mainCycle=true)
 next ASX date following the given date More...
 
static Date nextDate (const std::string &asxCode, bool mainCycle=true, const Date &referenceDate=Date())
 next ASX date following the given ASX code More...
 
static std::string nextCode (const Date &d=Date(), bool mainCycle=true)
 next ASX code following the given date More...
 
static std::string nextCode (const std::string &asxCode, bool mainCycle=true, const Date &referenceDate=Date())
 next ASX code following the given code More...
 

Detailed Description

Main cycle of the Australian Securities Exchange (a.k.a. ASX) months.

Definition at line 36 of file asx.hpp.

Member Enumeration Documentation

◆ Month

enum Month
Enumerator

Definition at line 37 of file asx.hpp.

Member Function Documentation

◆ isASXdate()

bool isASXdate ( const Date d,
bool  mainCycle = true 
)
static

returns whether or not the given date is an ASX date

Definition at line 38 of file asx.cpp.

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◆ isASXcode()

bool isASXcode ( const std::string &  in,
bool  mainCycle = true 
)
static

returns whether or not the given string is an ASX code

Definition at line 59 of file asx.cpp.

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◆ code()

std::string code ( const Date asxDate)
static

returns the ASX code for the given date (e.g. M5 for June 12th, 2015).

Warning:
It raises an exception if the input date is not an ASX date

Definition at line 72 of file asx.cpp.

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◆ date()

Date date ( const std::string &  asxCode,
const Date referenceDate = Date() 
)
static

returns the ASX date for the given ASX code (e.g. June 12th, 2015 for M5).

Warning:
It raises an exception if the input string is not an ASX code

Definition at line 90 of file asx.cpp.

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◆ nextDate() [1/2]

Date nextDate ( const Date d = Date(),
bool  mainCycle = true 
)
static

next ASX date following the given date

returns the 1st delivery date for next contract listed in the Australian Securities Exchange.

Definition at line 119 of file asx.cpp.

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◆ nextDate() [2/2]

Date nextDate ( const std::string &  asxCode,
bool  mainCycle = true,
const Date referenceDate = Date() 
)
static

next ASX date following the given ASX code

returns the 1st delivery date for next contract listed in the Australian Securities Exchange

Definition at line 144 of file asx.cpp.

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◆ nextCode() [1/2]

std::string nextCode ( const Date d = Date(),
bool  mainCycle = true 
)
static

next ASX code following the given date

returns the ASX code for next contract listed in the Australian Securities Exchange

Definition at line 151 of file asx.cpp.

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◆ nextCode() [2/2]

std::string nextCode ( const std::string &  asxCode,
bool  mainCycle = true,
const Date referenceDate = Date() 
)
static

next ASX code following the given code

returns the ASX code for next contract listed in the Australian Securities Exchange

Definition at line 157 of file asx.cpp.

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