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Class IMM

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

Hierarchy

  • IMM

Index

Enumerations

Methods

Methods

Static code

  • code(date: Date): string

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

    warning It raises an exception if the input date is not an IMM date

    Parameters

    • date: Date

    Returns string

Static date

  • date(immCode: string, refDate?: Date): Date

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

    warning It raises an exception if the input string is not an IMM code

    Parameters

    • immCode: string
    • Default value refDate: Date = null

    Returns Date

Static isIMMcode

  • isIMMcode(code: string, mainCycle?: boolean): boolean

  • returns whether or not the given string is an IMM code

    Parameters

    • code: string
    • Default value mainCycle: boolean = true

    Returns boolean

Static isIMMdate

  • isIMMdate(date: Date, mainCycle?: boolean): boolean

  • returns whether or not the given date is an IMM date

    Parameters

    • date: Date
    • Default value mainCycle: boolean = true

    Returns boolean

Static nextCode1

  • nextCode1(d?: Date, mainCycle?: boolean): string

  • next IMM code following the given date returns the IMM code for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

    Parameters

    • Default value d: Date = null
    • Default value mainCycle: boolean = true

    Returns string

Static nextCode2

  • nextCode2(immCode: string, mainCycle?: boolean, referenceDate?: Date): string

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

    Parameters

    • immCode: string
    • Default value mainCycle: boolean = true
    • Default value referenceDate: Date = null

    Returns string

Static nextDate1

  • nextDate1(date?: Date, mainCycle?: boolean): Date

  • next IMM date following the given date returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

    Parameters

    • Default value date: Date = null
    • Default value mainCycle: boolean = true

    Returns Date

Static nextDate2

  • nextDate2(IMMcode: string, mainCycle?: boolean, referenceDate?: Date): Date

  • next IMM date following the given IMM code returns the 1st delivery date for next contract listed in the International Money Market section of the Chicago Mercantile Exchange.

    Parameters

    • IMMcode: string
    • Default value mainCycle: boolean = true
    • Default value referenceDate: Date = null

    Returns Date