Package org.drip.feed.transformer

Class FundingFuturesClosesReconstitutor

java.lang.Object

org.drip.feed.transformer.FundingFuturesClosesReconstitutor

public class FundingFuturesClosesReconstitutor
extends java.lang.Object

FundingFuturesClosesReconstitutor transforms the Funding Futures Closes- Feed Inputs into Formats suitable for Valuation Metrics and Sensitivities Generation.

• Module = Computational Core Module
• Library = Computation Support
• Project = Load, Transform, and compute Target Metrics across Feeds
• Package = Market Data Reconstitutive Feed Transformer

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
FundingFuturesClosesReconstitutor()

Method Summary

Modifier and Type	Method	Description
static boolean	RegularizeCloses(java.lang.String strClosesLocation, int iSpotDateIndex, int iLastPriceIndex, int iFuturesExpiryDateIndex)	Regularize the Funding Futures Feed Closes

Methods inherited from class java.lang.Object

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

Constructor Details

FundingFuturesClosesReconstitutor

public FundingFuturesClosesReconstitutor()

Method Details

RegularizeCloses

public static final boolean RegularizeCloses(java.lang.String strClosesLocation,
int iSpotDateIndex,
int iLastPriceIndex,
int iFuturesExpiryDateIndex)

Regularize the Funding Futures Feed Closes

Parameters:

strClosesLocation - The Closes Location

iSpotDateIndex - Spot Date Column Index

iLastPriceIndex - Last Price Column Index

iFuturesExpiryDateIndex - Futures Expiry Date Column Index

Returns:

TRUE - The Regularization is Successful