Package org.drip.market.exchange

Class TreasuryFuturesConventionContainer

java.lang.Object

org.drip.market.exchange.TreasuryFuturesConventionContainer

public class TreasuryFuturesConventionContainer
extends java.lang.Object

TreasuryFuturesConventionContainer holds the Details of the 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
TreasuryFuturesConventionContainer()

Method Summary

Modifier and Type	Method	Description
static TreasuryFuturesConvention	FromJurisdictionTypeMaturity(java.lang.String strCurrency, java.lang.String strUnderlierType, java.lang.String strUnderlierSubtype, java.lang.String strMaturityTenor)	Retrieve the Treasury Futures Convention from the Currency, the Type, the Sub-type, and the Maturity Tenor
static boolean	Init()	Initialize the Bond Futures Convention Container with the Conventions

Methods inherited from class java.lang.Object

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

Constructor Details

TreasuryFuturesConventionContainer

public TreasuryFuturesConventionContainer()

Method Details

Init

public static final boolean Init()

Initialize the Bond Futures Convention Container with the Conventions

Returns:

TRUE - The Bond Futures Convention Container successfully initialized with the Conventions

FromJurisdictionTypeMaturity

public static final TreasuryFuturesConvention FromJurisdictionTypeMaturity(java.lang.String strCurrency,
java.lang.String strUnderlierType,
java.lang.String strUnderlierSubtype,
java.lang.String strMaturityTenor)

Retrieve the Treasury Futures Convention from the Currency, the Type, the Sub-type, and the Maturity Tenor

Parameters:

strCurrency - The Currency

strUnderlierType - The Underlier Type

strUnderlierSubtype - The Underlier Sub-type

strMaturityTenor - The Maturity Tenor

Returns:

The Treasury Futures Instance