Package | Description |
---|---|
org.drip.service.template |
Modifier and Type | Method and Description |
---|---|
static TreasuryFutures |
ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot,
java.lang.String strFuturesCode,
int[] aiFuturesComponentTreasuryEffectiveDate,
int[] aiFuturesComponentTreasuryMaturityDate,
double[] adblFuturesComponentTreasuryCoupon,
double[] adblFuturesComponentConversionFactor)
Generate the Treasury Futures Instance
|
static TreasuryFutures |
ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot,
java.lang.String strFuturesCode,
int[] aiFuturesComponentTreasuryEffectiveDate,
int[] aiFuturesComponentTreasuryMaturityDate,
double[] adblFuturesComponentTreasuryCoupon,
double[] adblFuturesComponentConversionFactor,
java.lang.String strFuturesComponentUnderlierSubtype,
java.lang.String strFuturesReferenceMaturityTenor)
Generate the Treasury Futures Instance
|
static TreasuryFutures |
ExchangeInstrumentBuilder.TreasuryFutures(JulianDate dtSpot,
java.lang.String strCode,
JulianDate[] adtEffective,
JulianDate[] adtMaturity,
double[] adblCoupon,
double[] adblConversionFactor,
java.lang.String strUnderlierType,
java.lang.String strUnderlierSubtype,
java.lang.String strMaturityTenor)
Generate an Instance of Treasury Futures given the Inputs
|