Add imm-date-p to identify IMM dates
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@ -79,6 +79,13 @@ weekday in the month."
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(return dt)
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(setf dt next-dt)))))))))
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(defun imm-date-p (date)
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"Returns true if date is the 3rd Wednesday of the month"
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(and (eq (day-of-week date) :wednesday)
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(multiple-value-bind (yy mm dd) (date->ymd date)
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(declare (ignore yy mm))
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(date<= 15 dd 21))))
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(defun date+ (date days)
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"Advance date by given number of days"
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(+ date days))
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