Posted by
Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/reference-of-boost-shared-ptr-instead-of-Handle-tp7623p7656.html
On Mon, Sep 14, 2009 at 1:41 AM, Yan Kuang <
[hidden email]> wrote:
> Agree, I had another look at IMM date in Quantlib, it's 3dr Wenesday, which
> is the underlying start date. Future last trading date or underlying start
> date can infer each other, so both way are ok.
The IMMDates are defined as the 3rd Wednesday of March, June,
September and December (or in a broader sense the 3rd Wednesday of any
month)
They are the delivery date of futures contracts on most (all?)
exchanges. What is the last trading date for each contract depends on
the contract, and generally speaking is not relevant for
bootstrapping, the delivery date being the relevant one
ciao -- Nando
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