future dates generators

[Lucio Dinoto]

Guys.

 

Is there in QuantLib functionality to generate 1m libor futue contract dates (EMV0, EMX1, etc)?

 

Many thanks

 

Lucio

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[DHar]

Hi Lucio,

I use =QLIMMDATE(Z0) to return settlement of the Libor future.
Cheers

Lucio Dinoto wrote

Guys.

Is there in QuantLib functionality to generate 1m libor futue contract dates (EMV0, EMX1, etc)?

Many thanks

Lucio



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[Ferdinando M. Ametrano-3]

> Is there in QuantLib functionality to generate 1m libor futue contract dates
> (EMV0, EMX1, etc)?

take a look at IMM in the date folder

ciao -- Nando

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