WOCBP who are unwilling or unable to use an acceptable method of avoiding pregnancy for the entire study period Women of childbearing potential (WOCBP), who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Women who\r\n* Are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for at least weeks after cessation of study therapy\r\n* Have a positive pregnancy test at baseline\r\n* Are pregnant or breastfeeding Men and women who:\r\n* Are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for at least weeks after cessation of study drug, or women who:\r\n** Have a positive pregnancy test at baseline, or\r\n** Are pregnant or breastfeeding Male subjects who are unwilling or unable to use an acceptable method of birth control to avoid pregnancy for the entire study period and for up to days after the last dose of GC are excluded. Pregnant and breastfeeding women are excluded; women of child-bearing potential who are unwilling or unable to use an acceptable method of birth control to avoid pregnancy for the entire study period and up to weeks after the study are excluded; this applies to any woman who has not experienced menarche and who has not undergone successful surgical sterilization or is not postmenopausal (defined as amenorrhea for at least consecutive months); male subjects must also agree to use effective contraception for the same period as above WOCBP who are unwilling or unable to use an acceptable method to minimize the risk of pregnancy for the entire study period and for at least weeks after the last dose of investigational product Women of childbearing potential who are unwilling or unable to use an acceptable method to avoid pregnancy after the receipt of brachytherapy; male subjects must also agree to use effective contraception during the treatment period and until year after the completion of brachytherapy Pregnant and breastfeeding women are excluded; women of child-bearing potential who are unwilling or unable to use an acceptable method of birth control to avoid pregnancy for the entire study period and up to weeks after the study are excluded; this applies to any woman who has not experienced menarche and who has not undergone successful surgical sterilization or is not postmenopausal (defined as amenorrhea for at least consecutive months); male subjects must also agree to use effective contraception for the same period as above Women who:\r\n* Are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Women of childbearing potential (WOCBP), defined above, who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Sex and reproductive status:\r\n* Women of childbearing potential (WOCBP) who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for at least weeks after the last dose of study drug\r\n* Women who are pregnant or breastfeeding\r\n* Women with a positive pregnancy test\r\n* Sexually active fertile men not using effective birth control if their partners are WOCBP Women of childbearing potential (WOCBP) who: (a) are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for up to weeks after cessation of study drug, or (b) have a positive pregnancy test at baseline, or (c) are pregnant or breastfeeding Pregnant and/or breastfeeding women are excluded; women of child-bearing potential who are unwilling or unable to use and acceptable method of birth control to avoid pregnancy for the entire study period and up to weeks after the study are excluded; male subjects must also agree to use effective contraception for the same period as above WOCBP who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for up to weeks after the last dose of investigational product WOCBP who are unwilling or unable to use an acceptable method to minimize the risk of pregnancy for the entire study period and for at least weeks after the last dose of investigational product Women of childbearing potential (WOCBP), defined above who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least months after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Male subjects of reproductive potential who are unwilling or unable to use an acceptable method of contraception with their female partners for their entire study period and for at least months after cessation of study drug Women of childbearing potential (WOCBP) who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for at least weeks after the last dose of study drug Women of childbearing potential (WOCBP), defined above who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding\r\nNOTE: before study enrollment, WOCBP must be advised of the importance of avoiding pregnancy during study participation and the potential risk factors for an unintentional pregnancy; all WOCBP MUST have a negative pregnancy test before first receiving ipilimumab or HDI; if the pregnancy test is positive, the patient must not receive ipilimumab or HDI and must not be enrolled in the study Women of childbearing potential (WOCBP) who are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or have a positive pregnancy test at baseline, or are pregnant or breastfeeding WOCBP who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study and for up to weeks after the last dose of investigational product WOCBP who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for at least weeks after the last dose of study drug WOCBP who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for up to weeks after the last dose of chemotherapy Women who are pregnant or breastfeeding or Women of Child Bearing Potential (WOCBP) who are unwilling or unable to use an acceptable method to avoid pregnancy during the entire study period. Women of childbearing potential (WOCBP) who:\r\n* Are unwilling or unable to use acceptable methods of contraception to avoid pregnancy for their entire study period and for at least months after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Women of childbearing potential (WOCBP) who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Women of childbearing potential who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire treatment period and after receipt of brachytherapy; male subjects must also agree to use effective contraception during the treatment period and until year after the completion of brachytherapy WOCBP who are unwilling or unable to use an acceptable method to avoid pregnancy for the entire study period and for up to weeks after the last dose of investigational product Women of childbearing potential (WOCBP) who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding Women of childbearing potential (WOCBP), defined above, who:\r\n* Are unwilling or unable to use an acceptable method of contraception to avoid pregnancy for their entire study period and for at least weeks after cessation of study drug, or\r\n* Have a positive pregnancy test at baseline, or\r\n* Are pregnant or breastfeeding