ShortTermFutures

java.lang.Object

org.drip.market.exchange.ShortTermFutures

public class ShortTermFutures
extends java.lang.Object

ShortTermFutures contains the details of the exchange-traded Short-Term Futures Contracts.

Module = Product Core Module
Library = Fixed Income Analytics Library
Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
Package = Deliverable Swap, STIR, Treasury Futures

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

ShortTermFutures(java.lang.String[] astrExchange, double dblNotional)
ShortTermFutures constructor
Method Summary

Modifier and Type Method Description

java.lang.String[] exchanges()
Retrieve the List of Exchanges

double notional()
Retrieve the Traded Notional

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- ShortTermFutures
  
  public ShortTermFutures(java.lang.String[] astrExchange, double dblNotional) throws java.lang.Exception
  
  ShortTermFutures constructor
  
  Parameters:
  
  astrExchange - Array of Exchanges
  
  dblNotional - Notional
  
  Throws:
  
  java.lang.Exception - Thrown if inputs are invalid
Method Details
- exchanges
  
  public java.lang.String[] exchanges()
  
  Retrieve the List of Exchanges
  
  Returns:
  
  The List of Exchanges
- notional
  
  public double notional()
  
  Retrieve the Traded Notional
  
  Returns:
  
  The Exchange Notional