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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="struct_quant_lib_1_1_i_m_m.html">IMM</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-types">Public Types</a> |
<a href="#pub-static-methods">Static Public Member Functions</a> |
<a href="struct_quant_lib_1_1_i_m_m-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">IMM Struct Reference</div> </div>
</div><!--header-->
<div class="contents">
<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>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr class="memitem:ae34b763987dcf60c6c619d327b8c9dbb"><td class="memItemLeft" align="right" valign="top"><a id="ae34b763987dcf60c6c619d327b8c9dbb"></a>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 class="separator:ae34b763987dcf60c6c619d327b8c9dbb"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr class="memitem:a6089f8ddc6618af2d8eff34efc54b491"><td class="memItemLeft" align="right" valign="top"><a id="a6089f8ddc6618af2d8eff34efc54b491"></a>
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 class="memdesc:a6089f8ddc6618af2d8eff34efc54b491"><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 class="separator:a6089f8ddc6618af2d8eff34efc54b491"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab6d053800ac6c4ad18679ff5110ab246"><td class="memItemLeft" align="right" valign="top"><a id="ab6d053800ac6c4ad18679ff5110ab246"></a>
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 class="memdesc:ab6d053800ac6c4ad18679ff5110ab246"><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 class="separator:ab6d053800ac6c4ad18679ff5110ab246"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a90d63902ee5320a0154faa1b142fabcc"><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 class="separator:a90d63902ee5320a0154faa1b142fabcc"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6aa71cceab1d7bb39412a8902ff70dbd"><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 class="separator:a6aa71cceab1d7bb39412a8902ff70dbd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aad3aaf173e23fe9679595fbfafb41414"><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 class="memdesc:aad3aaf173e23fe9679595fbfafb41414"><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="struct_quant_lib_1_1_i_m_m.html#aad3aaf173e23fe9679595fbfafb41414">More...</a><br /></td></tr>
<tr class="separator:aad3aaf173e23fe9679595fbfafb41414"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0793cb693a65b78ad1b36a78dc28e1b6"><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 class="memdesc:a0793cb693a65b78ad1b36a78dc28e1b6"><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="struct_quant_lib_1_1_i_m_m.html#a0793cb693a65b78ad1b36a78dc28e1b6">More...</a><br /></td></tr>
<tr class="separator:a0793cb693a65b78ad1b36a78dc28e1b6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a46da657ca945bd17e5ff04efbb45699c"><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 class="memdesc:a46da657ca945bd17e5ff04efbb45699c"><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="struct_quant_lib_1_1_i_m_m.html#a46da657ca945bd17e5ff04efbb45699c">More...</a><br /></td></tr>
<tr class="separator:a46da657ca945bd17e5ff04efbb45699c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7896e75ae60945b480e6ef2582b836d6"><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 class="memdesc:a7896e75ae60945b480e6ef2582b836d6"><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="struct_quant_lib_1_1_i_m_m.html#a7896e75ae60945b480e6ef2582b836d6">More...</a><br /></td></tr>
<tr class="separator:a7896e75ae60945b480e6ef2582b836d6"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Main cycle of the International Money Market (a.k.a. IMM) months. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a90d63902ee5320a0154faa1b142fabcc"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a90d63902ee5320a0154faa1b142fabcc">◆ </a></span>code()</h2>
<div class="memitem">
<div class="memproto">
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<tr>
<td class="mlabels-left">
<table class="memname">
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<td class="memname">static std::string code </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></td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">static</span></span> </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#_caveats000193">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 id="a6aa71cceab1d7bb39412a8902ff70dbd"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a6aa71cceab1d7bb39412a8902ff70dbd">◆ </a></span>date()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> date </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></td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">static</span></span> </td>
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</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#_caveats000194">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 id="aad3aaf173e23fe9679595fbfafb41414"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aad3aaf173e23fe9679595fbfafb41414">◆ </a></span>nextDate() <span class="overload">[1/2]</span></h2>
<div class="memitem">
<div class="memproto">
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<td class="mlabels-left">
<table class="memname">
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<td class="memname">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> nextDate </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>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code> </td>
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<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">static</span></span> </td>
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</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>
</div>
</div>
<a id="a0793cb693a65b78ad1b36a78dc28e1b6"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a0793cb693a65b78ad1b36a78dc28e1b6">◆ </a></span>nextDate() <span class="overload">[2/2]</span></h2>
<div class="memitem">
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<td class="memname">static <a class="el" href="class_quant_lib_1_1_date.html">Date</a> nextDate </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>
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<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></td>
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<span class="mlabels"><span class="mlabel">static</span></span> </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> 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>
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<a id="a46da657ca945bd17e5ff04efbb45699c"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a46da657ca945bd17e5ff04efbb45699c">◆ </a></span>nextCode() <span class="overload">[1/2]</span></h2>
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<td class="memname">static std::string nextCode </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>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<span class="mlabels"><span class="mlabel">static</span></span> </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 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>
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<a id="a7896e75ae60945b480e6ef2582b836d6"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a7896e75ae60945b480e6ef2582b836d6">◆ </a></span>nextCode() <span class="overload">[2/2]</span></h2>
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<td class="memname">static std::string nextCode </td>
<td>(</td>
<td class="paramtype">const std::string & </td>
<td class="paramname"><em>immCode</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">bool </td>
<td class="paramname"><em>mainCycle</em> = <code>true</code>, </td>
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<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>
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<td></td>
<td>)</td>
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<span class="mlabels"><span class="mlabel">static</span></span> </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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