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next_cds_imm_date

Function next_cds_imm_date 

pub fn next_cds_imm_date(today: NaiveDate) -> NaiveDate
Expand description

The next CDS-IMM date strictly after today — the 20th of the next March / June / September / December (calendar date, not business-day adjusted). A CDS-IMM date rolls to the following one, as next_semi_annual_roll_date does.

§Panics

Only if today sits in the last year chrono can represent, where rolling to the following March leaves its range. No market date is near that bound.