Function imm_date 

pub(crate) fn imm_date(
    month: u32,
    year: i32,
    cycle: &str,
    day: &str,
) -> PyResult<NaiveDate>

The IBOR-IMM date of month in year, the third Wednesday. A month outside cycle raises ValueError. day is "ThirdWednesday" or "WednesdayOnOrAfterNinth", the first Wednesday on or after the 9th.