ASX Struct Reference

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

#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

code()

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

date()

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

nextDate() [1/2]

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.

nextDate() [2/2]

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

nextCode() [1/2]

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

nextCode() [2/2]

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