get_imm#

rateslib.calendars.get_imm(month=NoInput.blank, year=NoInput.blank, code=NoInput.blank)#

Return an IMM date for a specified month.

Note

This is a fixed income IMM date (i.e. third wednesday of a given month) and not a credit IMM date (20th of a given month).

Parameters:

month (int) – The month of the year in which the IMM date falls.
year (int) – The year in which the IMM date falls.
code (str) – Identifier in the form of a one digit month code and 21st century year, e.g. “U29”. If code is given month and year are unused.

Return type:

datetime