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 = 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)