Imm#

class rateslib.scheduling.Imm(item)#

Bases: object

Enumerable type for International Money-Market (IMM) date definitions.

For further information on these descriptors see the Rust low level docs for Imm.

Attributes Summary

Methods Summary

get(year, month)

Return an IMM date from a given year and month under the given definition.

next(date)

Return the next IMM date after date under the given definition.

to_json()

Return a JSON representation of the object.

validate(date)

Check whether a date is an IMM date under the given definition.

Attributes Documentation

Day20 = <rl.Imm.Day20>#
Day20_HMUZ = <rl.Imm.Day20_HMUZ>#
Day20_HU = <rl.Imm.Day20_HU>#
Day20_MZ = <rl.Imm.Day20_MZ>#
Eom = <rl.Imm.Eom>#
Fri2 = <rl.Imm.Fri2>#
Fri2_HMUZ = <rl.Imm.Fri2_HMUZ>#
Leap = <rl.Imm.Leap>#
Wed1_Post9 = <rl.Imm.Wed1_Post9>#
Wed1_Post9_HMUZ = <rl.Imm.Wed1_Post9_HMUZ>#
Wed3 = <rl.Imm.Wed3>#
Wed3_HMUZ = <rl.Imm.Wed3_HMUZ>#

Methods Documentation

get(year, month)#

Return an IMM date from a given year and month under the given definition.

Parameters:
  • year (int) – The year.

  • month (int) – The month.

Return type:

datetime

next(date)#

Return the next IMM date after date under the given definition.

Parameters:

date (datetime) – The input date.

Return type:

datetime

to_json()#

Return a JSON representation of the object.

Return type:

str

validate(date)#

Check whether a date is an IMM date under the given definition.

Parameters:

date (datetime) – The input date.

Return type:

bool