Function is_imm_date 

pub fn is_imm_date(date: NaiveDate, cycle: ImmCycle) -> bool

Whether date is an IBOR-IMM date under cycle — the third Wednesday of a cycle month.

This is the IMM of futures and IMM-dated swaps, not the CDS-IMM twentieth; next_cds_imm_date carries that one. A quarterly cycle admits only the four cycle months, so the third Wednesday of January is an IMM date under ImmCycle::Imm1M and is not one under ImmCycle::Imm3M.