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Tag Archives: International Monetary Market Date
How To Calculate The Next IMM Date
If you work with credit default swaps (CDS’s) it can be quite useful to have an Excel function which calculates the next IMM date from a given date. IMM dates for credit default swaps are unadjusted and fall on 20th March, June, … Continue reading
Posted in Microsoft Excel, Microsoft Office
Tagged CDS, CEILING, IMM Date, Int, International Monetary Market Date, VBA
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