org.drip.market.exchange

Class TreasuryFuturesOptionConvention

java.lang.Object

org.drip.market.exchange.TreasuryFuturesOptionConvention

public class TreasuryFuturesOptionConvention
extends java.lang.Object

TreasuryFuturesOptionConvention contains the Details for the Exchange-Traded Options of the Exchange-Traded Treasury Futures Contracts.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
TreasuryFuturesOptionConvention(java.lang.String[] astrCode, java.lang.String strTreasuryFuturesIndex, double dblNotional, boolean bPremiumType, LastTradingDateSetting[] aLTDS) TreasuryFuturesOptionConvention Constructor

Method Summary

Modifier and Type	Method and Description
java.lang.String[]	codes() Retrieve the Array of the Exchange Codes
java.lang.String	FuturesIndex() Retrieve the Treasury Futures Index
LastTradingDateSetting[]	ltds() Retrieve the Array of Last Trading Date Settings
double	notional() Retrieve the Option Exchange Notional
boolean	premiumType() Retrieve the Trading Type PREMIUM/MARGIN
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Detail

TreasuryFuturesOptionConvention

public TreasuryFuturesOptionConvention(java.lang.String[] astrCode,
                                       java.lang.String strTreasuryFuturesIndex,
                                       double dblNotional,
                                       boolean bPremiumType,
                                       LastTradingDateSetting[] aLTDS)
                                throws java.lang.Exception

TreasuryFuturesOptionConvention Constructor

Parameters:

astrCode - Array of Option Codes

strTreasuryFuturesIndex - Underlying Futures Index

dblNotional - Exchange Notional

bPremiumType - TRUE - Premium Up-front Type; FALSE - Margin Type

aLTDS - Array of Last Trading Date Settings

Throws:

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

Method Detail

codes

public java.lang.String[] codes()

Retrieve the Array of the Exchange Codes

Returns:

The Array of the Exchange Codes

ltds

public LastTradingDateSetting[] ltds()

Retrieve the Array of Last Trading Date Settings

Returns:

The Array of Last Trading Date Settings

FuturesIndex

public java.lang.String FuturesIndex()

Retrieve the Treasury Futures Index

Returns:

The Treasury Futures Index

notional

public double notional()

Retrieve the Option Exchange Notional

Returns:

The Option Exchange Notional

premiumType

public boolean premiumType()

Retrieve the Trading Type PREMIUM/MARGIN

Returns:

TRUE - Trading Type is PREMIUM

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object