IMM Struct Reference

#include <ql/date.hpp>

List of all members.


Detailed Description

Main cycle of the International Money Market (a.k.a. IMM) Months.


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
}