org.jquantlib.time

Class IMM

java.lang.Object

org.jquantlib.time.IMM

public class IMM
extends java.lang.Object

Main cycle of the International %Money Market (a.k.a. %IMM) months

See Also:

International Monetary Market

Constructor Summary

Constructors

Constructor and Description
IMM()

Method Summary

Modifier and Type	Method and Description
static java.lang.String	code(Date date) Returns the IMM code for the given date (e.g.
static Date	date(java.lang.String immCode) Returns Date from IMM code
static Date	date(java.lang.String immCode, Date refDate) Returns the IMM date for the given IMM code (e.g.
static boolean	isIMMcode(java.lang.String in) Checks if Strings specifies a IMM code or not
static boolean	isIMMcode(java.lang.String in, boolean mainCycle) Returns whether or not the given string is an IMM code
static boolean	isIMMdate(Date date) Checks if Date is an IMM date or not
static boolean	isIMMdate(Date date, boolean mainCycle) Returns whether or not the given date is an IMM date.
static java.lang.String	nextCode() Returns next main cycle IMM code from the reference date
static java.lang.String	nextCode(Date d) Returns next cycle IMM code from the specified date
static java.lang.String	nextCode(Date d, boolean mainCycle) Returns next cycle IMM code
static java.lang.String	nextCode(java.lang.String immCode) Returns next main cycle IMM code from the given IMM Code.
static java.lang.String	nextCode(java.lang.String immCode, boolean mainCycle) Returns next IMM code from the given IMM code
static java.lang.String	nextCode(java.lang.String immCode, boolean mainCycle, Date referenceDate) Return next IMM code from the given IMM code and reference date
static Date	nextDate() Returns next main cycle IMM Date using Settings.getEvaluationDate as reference date.
static Date	nextDate(Date date) Returns next main cycle IMM Date from the specified date.
static Date	nextDate(Date date, boolean mainCycle) next IMM date following the given date.
static Date	nextDate(java.lang.String immCode) Returns next main cycle IMM date from the given IMM code
static Date	nextDate(java.lang.String immCode, boolean mainCycle) Returns next IMM date from the given IMM code
static Date	nextDate(java.lang.String IMMcode, boolean mainCycle, Date referenceDate) Next IMM date following the given IMM code

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IMM

public IMM()

Method Detail

isIMMdate

public static boolean isIMMdate(Date date)

Checks if Date is an IMM date or not

Parameters:

date -

Returns:

isIMMdate

public static boolean isIMMdate(Date date,
                                boolean mainCycle)

Returns whether or not the given date is an IMM date. For non main cycle, third Wednesday in a month is returned true,

Parameters:

date -

mainCycle -

Returns:

isIMMcode

public static boolean isIMMcode(java.lang.String in)

Checks if Strings specifies a IMM code or not

Parameters:

in -

Returns:

isIMMcode

public static boolean isIMMcode(java.lang.String in,
                                boolean mainCycle)

Returns whether or not the given string is an IMM code

Parameters:

in -

mainCycle -

Returns:

date

public static Date date(java.lang.String immCode)

Returns Date from IMM code

Parameters:

immCode -

Returns:

date

public static Date date(java.lang.String immCode,
                        Date refDate)

Returns the IMM date for the given IMM code (e.g. March 20th, 2013 for H3). When Date.NULL_DATE is passed, Settings.getEvaluationDate is used as a reference date.

Parameters:

immCode -

refDate -

Returns:

nextDate

public static Date nextDate()

Returns next main cycle IMM Date using Settings.getEvaluationDate as reference date.

Returns:

nextDate

public static Date nextDate(Date date)

Returns next main cycle IMM Date from the specified date.

Parameters:

date -

Returns:

nextDate

public static Date nextDate(Date date,
                            boolean mainCycle)

next IMM date following the given date.

When Date.NULL_DATE is passed, Settings.getEvaluationDate is used as a reference date.

Parameters:

date -

mainCycle -

Returns:

the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

nextDate

public static Date nextDate(java.lang.String immCode)

Returns next main cycle IMM date from the given IMM code

Parameters:

immCode -

Returns:

nextDate

public static Date nextDate(java.lang.String immCode,
                            boolean mainCycle)

Returns next IMM date from the given IMM code

Parameters:

immCode -

mainCycle -

Returns:

nextDate

public static Date nextDate(java.lang.String IMMcode,
                            boolean mainCycle,
                            Date referenceDate)

Next IMM date following the given IMM code

Parameters:

IMMcode -

mainCycle -

referenceDate -

Returns:

the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

nextCode

public static java.lang.String nextCode()

Returns next main cycle IMM code from the reference date

Returns:

nextCode

public static java.lang.String nextCode(Date d)

Returns next cycle IMM code from the specified date

Parameters:

d -

Returns:

nextCode

public static java.lang.String nextCode(Date d,
                                        boolean mainCycle)

Returns next cycle IMM code

Parameters:

d -

mainCycle -

Returns:

the IMM code for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

nextCode

public static java.lang.String nextCode(java.lang.String immCode)

Returns next main cycle IMM code from the given IMM Code.

Parameters:

immCode -

Returns:

nextCode

public static java.lang.String nextCode(java.lang.String immCode,
                                        boolean mainCycle)

Returns next IMM code from the given IMM code

Parameters:

immCode -

mainCycle -

Returns:

nextCode

public static java.lang.String nextCode(java.lang.String immCode,
                                        boolean mainCycle,
                                        Date referenceDate)

Return next IMM code from the given IMM code and reference date

Parameters:

immCode -

mainCycle -

referenceDate -

Returns:

the IMM code for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

code

public static java.lang.String code(Date date)

Returns the IMM code for the given date (e.g. H3 for March 20th, 2013).

Parameters:

date -

Returns: