Enum Imm

pub enum Imm {
    Wed3_HMUZ = 0,
    Wed3 = 1,
    Day20_HMUZ = 2,
    Day20_HU = 3,
    Day20_MZ = 4,
    Day20 = 5,
    Fri2_HMUZ = 6,
    Fri2 = 7,
    Wed1_Post9_HMUZ = 10,
    Wed1_Post9 = 11,
    Eom = 8,
    Leap = 9,
}

An IMM date definition.

Variants

Wed3_HMUZ = 0

3rd Wednesday of March, June, September and December.

Commonly used by STIR futures in northern hemisphere.

Wed3 = 1

3rd Wednesday of any calendar month.

Commonly used by STIR futures in northern hemisphere.

Day20_HMUZ = 2

20th day of March, June, September and December.

Commonly used by CDS.

Day20_HU = 3

20th day of March and September.

Commonly used by CDS.

Day20_MZ = 4

20th day of June and December.

Commonly used by CDS.

Day20 = 5

20th day of any calendar month.

Fri2_HMUZ = 6

2nd Friday of March, June, September and December.

Commonly used by ASX 90 day AUD bank bill futures.

Fri2 = 7

2nd Friday of any calendar month.

Commonly used by ASX 90 day AUD bank bill futures.

Wed1_Post9_HMUZ = 10

1st Wednesday after the 9th of the month in March, June, September and December.

Commonly used by ASX 90 day NZD bank bill futures.

Wed1_Post9 = 11

1st Wednesday after the 9th of any calendar month.

Commonly used by ASX 90 day NZD bank bill futures.

Eom = 8

End of any calendar month

Leap = 9

February Leap days

Implementations

impl Imm

pub fn validate(&self, date: &NaiveDateTime) -> bool

Check whether a given date aligns with the IMM date definition.

pub fn from_ym_opt(&self, year: i32, month: u32) -> Result<NaiveDateTime, PyErr>

Get an IMM date with the appropriate definition from a given month and year.

pub fn next(&self, date: &NaiveDateTime) -> NaiveDateTime

Get the IMM date that follows the given date.

Trait Implementations

impl Clone for Imm

fn clone(&self) -> Imm

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Imm

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Imm

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Hash for Imm

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl<'py> IntoPyObject<'py> for Imm

type Target = Imm

The Python output type

type Output = Bound<'py, <Imm as IntoPyObject<'py>>::Target>

The smart pointer type to use.

type Error = PyErr

The type returned in the event of a conversion error.

fn into_pyobject( self, py: Python<'py>, ) -> Result<<Self as IntoPyObject<'_>>::Output, <Self as IntoPyObject<'_>>::Error>

Performs the conversion.

impl PartialEq for Imm

fn eq(&self, other: &Imm) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PyClass for Imm

type Frozen = False

Whether the pyclass is frozen.

impl PyClassImpl for Imm

const IS_BASETYPE: bool = false

#[pyclass(subclass)]

const IS_SUBCLASS: bool = false

#[pyclass(extends=…)]

const IS_MAPPING: bool = false

#[pyclass(mapping)]

const IS_SEQUENCE: bool = false

#[pyclass(sequence)]

const IS_IMMUTABLE_TYPE: bool = false

#[pyclass(immutable_type)]

type BaseType = PyAny

Base class

type ThreadChecker = SendablePyClass<Imm>

This handles following two situations:

type PyClassMutability = <<PyAny as PyClassBaseType>::PyClassMutability as PyClassMutability>::MutableChild

Immutable or mutable

type Dict = PyClassDummySlot

Specify this class has #[pyclass(dict)] or not.

type WeakRef = PyClassDummySlot

Specify this class has #[pyclass(weakref)] or not.

type BaseNativeType = PyAny

The closest native ancestor. This is PyAny by default, and when you declare #[pyclass(extends=PyDict)], it’s PyDict.

fn items_iter() -> PyClassItemsIter

fn doc(py: Python<'_>) -> PyResult<&'static CStr>

Rendered class doc

fn lazy_type_object() -> &'static LazyTypeObject<Self>

fn dict_offset() -> Option<isize>

fn weaklist_offset() -> Option<isize>

impl PyClassNewTextSignature<Imm> for PyClassImplCollector<Imm>

fn new_text_signature(self) -> Option<&'static str>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a Imm

type Holder = Option<PyRef<'py, Imm>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl<'a, 'py> PyFunctionArgument<'a, 'py, false> for &'a mut Imm

type Holder = Option<PyRefMut<'py, Imm>>

fn extract( obj: &'a Bound<'py, PyAny>, holder: &'a mut Self::Holder, ) -> PyResult<Self>

impl PyMethods<Imm> for PyClassImplCollector<Imm>

fn py_methods(self) -> &'static PyClassItems

impl PyTypeInfo for Imm

const NAME: &'static str = "Imm"

Class name.

const MODULE: Option<&'static str>

Module name, if any.

fn type_object_raw(py: Python<'_>) -> *mut PyTypeObject

Returns the PyTypeObject instance for this type.

fn type_object(py: Python<'_>) -> Bound<'_, PyType>

Returns the safe abstraction over the type object.

fn is_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type or a subclass of this type.

fn is_exact_type_of(object: &Bound<'_, PyAny>) -> bool

Checks if object is an instance of this type.

impl Serialize for Imm

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl Copy for Imm

impl Eq for Imm

impl StructuralPartialEq for Imm