org.drip.market.exchange

Class TreasuryFuturesEligibility

java.lang.Object

org.drip.market.exchange.TreasuryFuturesEligibility

public class TreasuryFuturesEligibility
extends java.lang.Object

TreasuryFuturesEligibility contains the Eligibility Criterion for a Bond in the Futures Basket of the Exchange-Traded Treasury Futures Contracts.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TreasuryFuturesEligibility(java.lang.String strMaturityFloor, java.lang.String strMaturityCeiling, java.lang.String[] astrIssuer, double dblMinimumOutstandingNotional) TreasuryFuturesEligibility Constructor

Method Summary

Modifier and Type	Method and Description
boolean	isEligible(JulianDate dtValue, Bond bond, double dblOutstandingNotional, java.lang.String strIssuer) Indicate whether the given bond is eligible to be delivered
java.lang.String[]	issuer() Retrieve the Array of Eligible Issuers
java.lang.String	maturityCeiling() Retrieve the Eligible Maturity Ceiling
java.lang.String	maturityFloor() Retrieve the Eligible Maturity Floor
double	minimumOutstandingNotional() Retrieve the Minimum Outstanding Notional
java.lang.String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

TreasuryFuturesEligibility

public TreasuryFuturesEligibility(java.lang.String strMaturityFloor,
                                  java.lang.String strMaturityCeiling,
                                  java.lang.String[] astrIssuer,
                                  double dblMinimumOutstandingNotional)
                           throws java.lang.Exception

TreasuryFuturesEligibility Constructor

Parameters:

strMaturityFloor - Maturity Floor

strMaturityCeiling - Maturity Floor

astrIssuer - Array of Issuers

dblMinimumOutstandingNotional - Minimum Outstanding Notional

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Method Detail

maturityFloor

public java.lang.String maturityFloor()

Retrieve the Eligible Maturity Floor

Returns:

Array of Eligible Maturity Floor

maturityCeiling

public java.lang.String maturityCeiling()

Retrieve the Eligible Maturity Ceiling

Returns:

Array of Eligible Maturity Ceiling

issuer

public java.lang.String[] issuer()

Retrieve the Array of Eligible Issuers

Returns:

Array of Eligible Issuers

minimumOutstandingNotional

public double minimumOutstandingNotional()

Retrieve the Minimum Outstanding Notional

Returns:

The Minimum Outstanding Notional

isEligible

public boolean isEligible(JulianDate dtValue,
                          Bond bond,
                          double dblOutstandingNotional,
                          java.lang.String strIssuer)

Indicate whether the given bond is eligible to be delivered

Parameters:

dtValue - The Value Date

bond - The Bond whose Eligibility is to be evaluated

dblOutstandingNotional - The Outstanding Notional

strIssuer - The Issuer

Returns:

TRUE - The given bond is eligible to be delivered

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object