ASX Struct Reference

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

#include <ql/time/asx.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	isASXdate (const Date &d, bool mainCycle=true)
	returns whether or not the given date is an ASX date
static bool	isASXcode (const std::string &in, bool mainCycle=true)
	returns whether or not the given string is an ASX code
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.

Member Function Documentation

code()

static 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

date()

static 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

nextDate() [1/2]

static 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.

nextDate() [2/2]

static 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

nextCode() [1/2]

static 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

nextCode() [2/2]

static 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