How can I get an IMM date from its 2 character symbol (eg. "U6", "Z8") in python? I have not been able to install the quantlib addin (it's hard if you aren't tech savy), so please don't point me in ...
When receiving a value date of D from the counterparty for a trade in NZD/USD, is D assumed to be date D in Auckland date D in New York date D in UTC date D in some arbitrary time zone ? There ...
In LME website Prompt Date Structure is explained as this. Why there are prompt dates? LME trading calendar isn't universal to all other calanedars found in the market. So how do "Non-tradable dates ...
ISDA: Interpreting a date specified as x business days prior to another date with a business day convention of 'NONE'
I've got an interest rate swap, it has a right-to-break with a bermudan exercise schedule. For each exercise, the settlement date is specified as an already-adjusted business day. The "last ...