quantlib.time.imm

Copyright (C) 2014, Enthought Inc Copyright (C) 2014, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Functions

code(Date imm_date)
date(str imm_code, Date reference_date=Date)
is_IMM_code(str imm_code, bool main_cycle=True)
is_IMM_date(Date dt, bool main_cycle=True)
next_code(code_or_date, ...)	Next IMM code following the given date or code
next_date(code_or_date, ...)	Next IMM date following the given date

Classes

Month(value[, names, module, qualname, ...])