QuantLib_ASX man page

ASX — Main cycle of the Australian Securities Exchange (a.k.a. ASX) months.

Synopsis

#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
static Date nextDate (const std::string &asxCode, bool mainCycle=true, const Date &referenceDate=Date())
next ASX date following the given ASX code
static std::string nextCode (const Date &d=Date(), bool mainCycle=true)
next ASX code following the given date
static std::string nextCode (const std::string &asxCode, bool mainCycle=true, const Date &referenceDate=Date())
next ASX code following the given code

Detailed Description

Main cycle of the Australian Securities Exchange (a.k.a. ASX) months.

Member Function Documentation

static std::string code (const Date & asxDate) [static]

returns the ASX code for the given date (e.g. M5 for June 12th, 2015).

Warning

It raises an exception if the input date is not an ASX date

static Date date (const std::string & asxCode, const Date & referenceDate = Date()) [static]

returns the ASX date for the given ASX code (e.g. June 12th, 2015 for M5).

Warning

It raises an exception if the input string is not an ASX code

static Date nextDate (const Date & d = Date(), bool mainCycle = true) [static]

next ASX date following the given date returns the 1st delivery date for next contract listed in the Australian Securities Exchange.

static Date nextDate (const std::string & asxCode, bool mainCycle = true, const Date & referenceDate = Date()) [static]

next ASX date following the given ASX code returns the 1st delivery date for next contract listed in the Australian Securities Exchange

static std::string nextCode (const Date & d = Date(), bool mainCycle = true) [static]

next ASX code following the given date returns the ASX code for next contract listed in the Australian Securities Exchange

static std::string nextCode (const std::string & asxCode, bool mainCycle = true, const Date & referenceDate = Date()) [static]

next ASX code following the given code returns the ASX code for next contract listed in the Australian Securities Exchange

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

code(3), date(3), isASXcode(3), isASXdate(3), nextCode(3) and nextDate(3) are aliases of QuantLib_ASX(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib