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<a href="#pub-types">Public Types</a> |
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<!-- doxytag: class="QuantLib::IMM" -->
<p>Main cycle of the International Money Market (a.k.a. IMM) months.
<a href="struct_quant_lib_1_1_i_m_m.html#details">More...</a></p>
<p><code>#include <ql/time/imm.hpp></code></p>
<p><a href="struct_quant_lib_1_1_i_m_m-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>Month</b> { <br/>
  <b>F</b> = 1,
<b>G</b> = 2,
<b>H</b> = 3,
<b>J</b> = 4,
<br/>
  <b>K</b> = 5,
<b>M</b> = 6,
<b>N</b> = 7,
<b>Q</b> = 8,
<br/>
  <b>U</b> = 9,
<b>V</b> = 10,
<b>X</b> = 11,
<b>Z</b> = 12
<br/>
}</td></tr>
<tr><td colspan="2"><h2><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6089f8ddc6618af2d8eff34efc54b491"></a><!-- doxytag: member="QuantLib::IMM::isIMMdate" ref="a6089f8ddc6618af2d8eff34efc54b491" args="(const Date &d, bool mainCycle=true)" -->
static bool </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#a6089f8ddc6618af2d8eff34efc54b491">isIMMdate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool mainCycle=true)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether or not the given date is an <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab6d053800ac6c4ad18679ff5110ab246"></a><!-- doxytag: member="QuantLib::IMM::isIMMcode" ref="ab6d053800ac6c4ad18679ff5110ab246" args="(const std::string &in, bool mainCycle=true)" -->
static bool </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#ab6d053800ac6c4ad18679ff5110ab246">isIMMcode</a> (const std::string &in, bool mainCycle=true)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns whether or not the given string is an <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#a90d63902ee5320a0154faa1b142fabcc">code</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &immDate)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#a6aa71cceab1d7bb39412a8902ff70dbd">date</a> (const std::string &immCode, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#aad3aaf173e23fe9679595fbfafb41414">nextDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), bool mainCycle=true)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date following the given date <a href="#aad3aaf173e23fe9679595fbfafb41414"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#a0793cb693a65b78ad1b36a78dc28e1b6">nextDate</a> (const std::string &immCode, bool mainCycle=true, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date following the given <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code <a href="#a0793cb693a65b78ad1b36a78dc28e1b6"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#a46da657ca945bd17e5ff04efbb45699c">nextCode</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), bool mainCycle=true)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code following the given date <a href="#a46da657ca945bd17e5ff04efbb45699c"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="struct_quant_lib_1_1_i_m_m.html#a7896e75ae60945b480e6ef2582b836d6">nextCode</a> (const std::string &immCode, bool mainCycle=true, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &referenceDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code following the given code <a href="#a7896e75ae60945b480e6ef2582b836d6"></a><br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Main cycle of the International Money Market (a.k.a. IMM) months. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a90d63902ee5320a0154faa1b142fabcc"></a><!-- doxytag: member="QuantLib::IMM::code" ref="a90d63902ee5320a0154faa1b142fabcc" args="(const Date &immDate)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static std::string <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a90d63902ee5320a0154faa1b142fabcc">code</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>immDate</em></td><td>)</td>
<td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>returns the <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code for the given date (e.g. H3 for March 20th, 2013).</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000149">Warning:</a></b></dt><dd>It raises an exception if the input date is not an <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date </dd></dl>
</div>
</div>
<a class="anchor" id="a6aa71cceab1d7bb39412a8902ff70dbd"></a><!-- doxytag: member="QuantLib::IMM::date" ref="a6aa71cceab1d7bb39412a8902ff70dbd" args="(const std::string &immCode, const Date &referenceDate=Date())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a6aa71cceab1d7bb39412a8902ff70dbd">date</a> </td>
<td>(</td>
<td class="paramtype">const std::string & </td>
<td class="paramname"><em>immCode</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>referenceDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>returns the <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date for the given <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code (e.g. March 20th, 2013 for H3).</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000150">Warning:</a></b></dt><dd>It raises an exception if the input string is not an <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code </dd></dl>
</div>
</div>
<a class="anchor" id="aad3aaf173e23fe9679595fbfafb41414"></a><!-- doxytag: member="QuantLib::IMM::nextDate" ref="aad3aaf173e23fe9679595fbfafb41414" args="(const Date &d=Date(), bool mainCycle=true)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="struct_quant_lib_1_1_i_m_m.html#aad3aaf173e23fe9679595fbfafb41414">nextDate</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date following the given date </p>
<p>returns the 1st delivery date for next contract listed in the International <a class="el" href="class_quant_lib_1_1_money.html" title="amount of cash">Money</a> Market section of the Chicago Mercantile Exchange. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="swapvaluation_8cpp-example.html#a18">swapvaluation.cpp</a>.</dd>
</dl>
</div>
</div>
<a class="anchor" id="a0793cb693a65b78ad1b36a78dc28e1b6"></a><!-- doxytag: member="QuantLib::IMM::nextDate" ref="a0793cb693a65b78ad1b36a78dc28e1b6" args="(const std::string &immCode, bool mainCycle=true, const Date &referenceDate=Date())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="struct_quant_lib_1_1_i_m_m.html#aad3aaf173e23fe9679595fbfafb41414">nextDate</a> </td>
<td>(</td>
<td class="paramtype">const std::string & </td>
<td class="paramname"><em>immCode</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>referenceDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> date following the given <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code </p>
<p>returns the 1st delivery date for next contract listed in the International <a class="el" href="class_quant_lib_1_1_money.html" title="amount of cash">Money</a> Market section of the Chicago Mercantile Exchange. </p>
</div>
</div>
<a class="anchor" id="a46da657ca945bd17e5ff04efbb45699c"></a><!-- doxytag: member="QuantLib::IMM::nextCode" ref="a46da657ca945bd17e5ff04efbb45699c" args="(const Date &d=Date(), bool mainCycle=true)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static std::string <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a46da657ca945bd17e5ff04efbb45699c">nextCode</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>d</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [static]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code following the given date </p>
<p>returns the <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code for next contract listed in the International <a class="el" href="class_quant_lib_1_1_money.html" title="amount of cash">Money</a> Market section of the Chicago Mercantile Exchange. </p>
</div>
</div>
<a class="anchor" id="a7896e75ae60945b480e6ef2582b836d6"></a><!-- doxytag: member="QuantLib::IMM::nextCode" ref="a7896e75ae60945b480e6ef2582b836d6" args="(const std::string &immCode, bool mainCycle=true, const Date &referenceDate=Date())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static std::string <a class="el" href="struct_quant_lib_1_1_i_m_m.html#a46da657ca945bd17e5ff04efbb45699c">nextCode</a> </td>
<td>(</td>
<td class="paramtype">const std::string & </td>
<td class="paramname"><em>immCode</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code>, </td>
</tr>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>referenceDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td>)</td>
<td></td><td><code> [static]</code></td>
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<p>next <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code following the given code </p>
<p>returns the <a class="el" href="struct_quant_lib_1_1_i_m_m.html" title="Main cycle of the International Money Market (a.k.a. IMM) months.">IMM</a> code for next contract listed in the International <a class="el" href="class_quant_lib_1_1_money.html" title="amount of cash">Money</a> Market section of the Chicago Mercantile Exchange. </p>
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