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How do I input Future type = 'ASX', the 'IMM' date check is causing Runtime Error

future_maturities 1 2019-06-14 2 2019-09-13 3 2019-12-13 4 2020-03-13 5 2020-06-12 6 2020-09-11

future_rates 1 1.929961 2 1.819456 3 1.7487 4 1.697671 5 1.65639 6 1.644843

future_helpers = [ql.FuturesRateHelper(ql.QuoteHandle(ql.SimpleQuote(100-r)),
                                 ql.Date(m.day, m.month, m.year), 3,
                                 calendar, bussinessConvention,
                                 True, dayCount,
                                 ql.QuoteHandle(ql.SimpleQuote(0.0)))
                for r, m in zip(future_rates, future_maturities)]
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  • 1
    $\begingroup$ I'm voting to close this question as off-topic because it's a request for support on a quantitative finance software package $\endgroup$ – Bram Feb 28 at 6:24

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