Example #1
0
        /// <summary>
        /// next IMM date following the given date
        /// returns the 1st delivery date for next contract listed in the
        /// International Money Market section of the Chicago Mercantile
        /// Exchange.
        /// </summary>
        /// <param name="exchangeCommodityName">Name of the exchange commodity.</param>
        /// <param name="refDate">THe refernce date to use.</param>
        /// <param name="mainCycle">Is the contract a main cycle type.</param>
        /// <returns></returns>
        public DateTime GetNextLastTradingDate(string exchangeCommodityName, DateTime refDate, bool mainCycle)
        {
            DateTime date = LastTradingDayHelper.GetNextLastTradingDate(exchangeCommodityName, refDate, mainCycle);

            return(date);
        }