Package org.drip.market.exchange

Class TreasuryFuturesContractContainer

java.lang.Object

org.drip.market.exchange.TreasuryFuturesContractContainer

public class TreasuryFuturesContractContainer
extends java.lang.Object

TreasuryFuturesContractContainer holds the Details of some 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
TreasuryFuturesContractContainer()

Method Summary

Modifier and Type	Method	Description
static boolean	Init()	Initialize the Treasury Futures Contract Container with the Conventions
static TreasuryFuturesContract	TreasuryFuturesContract(java.lang.String strTreasuryFuturesName)	Retrieve the Treasury Futures Contract by Name
static TreasuryFuturesContract	TreasuryFuturesContract(java.lang.String strCode, java.lang.String strTenor)	Retrieve the Treasury Futures Contract by Code and Tenor

Methods inherited from class java.lang.Object

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

Constructor Details

TreasuryFuturesContractContainer

public TreasuryFuturesContractContainer()

Method Details

Init

public static final boolean Init()

Initialize the Treasury Futures Contract Container with the Conventions

Returns:

TRUE - The Treasury Futures Contracts Container successfully initialized with the Contracts

TreasuryFuturesContract

public static final TreasuryFuturesContract TreasuryFuturesContract(java.lang.String strTreasuryFuturesName)

Retrieve the Treasury Futures Contract by Name

Parameters:

strTreasuryFuturesName - The Treasury Futures Name

Returns:

The Treasury Futures Contract

TreasuryFuturesContract

public static final TreasuryFuturesContract TreasuryFuturesContract(java.lang.String strCode,
java.lang.String strTenor)

Retrieve the Treasury Futures Contract by Code and Tenor

Parameters:

strCode - The Treasury Code

strTenor - The Futures Tenor

Returns:

The Treasury Futures Contract