ASX Struct Reference

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

#include <ql/time/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
F
G
H
J
K
M
N
Q
U
V
X
Z

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 35 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 56 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 71 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 126 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 165 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 190 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 197 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 203 of file asx.cpp.

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