Package org.drip.market.exchange

Class TreasuryFuturesContract

java.lang.Object

org.drip.market.exchange.TreasuryFuturesContract

public class TreasuryFuturesContract
extends java.lang.Object

TreasuryFuturesContract holds the Parameters/Settings of the Common Treasury 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
TreasuryFuturesContract(java.lang.String strID, java.lang.String strCode, java.lang.String strType, java.lang.String strTenor)	TreasuryFuturesContract Constructor

Method Summary

Modifier and Type	Method	Description
java.lang.String	code()	Retrieve the Underlying Treasury Code
java.lang.String	id()	Retrieve the Treasury Futures Contract ID
java.lang.String	tenor()	Retrieve the Contract Tenor
java.lang.String	type()	Retrieve the Underlying Treasury Type

Methods inherited from class java.lang.Object

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

Constructor Details

TreasuryFuturesContract

public TreasuryFuturesContract(java.lang.String strID,
java.lang.String strCode,
java.lang.String strType,
java.lang.String strTenor)
                        throws java.lang.Exception

TreasuryFuturesContract Constructor

Parameters:

strID - Contract ID

strCode - Underling Treasury Code

strType - Underlying Treasury Type

strTenor - Contract Tenor

Throws:

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

Method Details

id

public java.lang.String id()

Retrieve the Treasury Futures Contract ID

Returns:

The Contract ID

code

public java.lang.String code()

Retrieve the Underlying Treasury Code

Returns:

The Underlying Treasury Code

type

public java.lang.String type()

Retrieve the Underlying Treasury Type

Returns:

The Underlying Treasury Type

tenor

public java.lang.String tenor()

Retrieve the Contract Tenor

Returns:

The Contract Tenor