def test_next_date(self):
dt = Date(19, Jun, 2014)
dt_2 = imm.next_date(dt)
# 17 sep 2014
self.assertEqual(dt_2, date(2014, 9, 17))
dt_3 = imm.next_date('M9', True, today())
# 18 sep 2019
self.assertEqual(dt_3, date(2019, 9, 18))
def next_imm_date(reference_date, tenor):
"""
Third Wednesday of contract month
"""
dt = reference_date
for k in range(tenor):
dt = imm.next_date(dt)
return pydate_from_qldate(dt)
def next_imm_date(reference_date, tenor):
"""
Third Wednesday of contract month
"""
dt = reference_date
for k in range(tenor):
dt = imm.next_date(dt)
return pydate_from_qldate(dt)
def next_imm_date(reference_date, tenor):
"""
Third Wednesday of contract month
"""
dt = qldate_from_pydate(reference_date)
for k in range(tenor):
tmp = imm.next_date(dt)
dt = pydate_to_qldate(tmp)
return pydate_from_qldate(dt)
def next_imm_date(reference_date, tenor):
"""
Third Wednesday of contract month
"""
dt = qldate_from_pydate(reference_date)
for k in range(tenor):
tmp = imm.next_date(dt)
dt = pydate_to_qldate(tmp)
return pydate_from_qldate(dt)
