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... | |
Main cycle of the Australian Securities Exchange (a.k.a. ASX) months.
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static |
next ASX date following the given date
returns the 1st delivery date for next contract listed in the Australian Securities Exchange.