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imm_code_to_dates

Function imm_code_to_dates 

pub(crate) fn imm_code_to_dates(
    code: &str,
    cycle: &str,
) -> PyResult<(NaiveDate, NaiveDate)>
Expand description

The unadjusted (start, end) reference period an IMM code names — the inverse of imm_code_of, which renders the end.

end is the third Wednesday of the code’s own month; start is the third Wednesday of the previous IMM in cycle. Raises ValueError naming the code where it is not MMM + YY, its year falls outside 2000–2099, or the quarterly cycle is asked for a month it does not admit.