Package org.drip.market.exchange

Class TreasuryFuturesEventDates

java.lang.Object

org.drip.market.exchange.TreasuryFuturesEventDates

public class TreasuryFuturesEventDates
extends java.lang.Object

TreasuryFuturesEventDates contains the actually realized Event Dates related to a Treasury Futures Contract.

• 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
TreasuryFuturesEventDates(JulianDate dtExpiry, JulianDate dtFirstDelivery, JulianDate dtFinalDelivery, JulianDate dtDeliveryNotice, JulianDate dtLastTrading)	TreasuryFuturesEventDates Constructor

Method Summary

Modifier and Type	Method	Description
JulianDate	deliveryNotice()	Retrieve the Delivery Notice Date
JulianDate	expiry()	Retrieve the Expiry Date
JulianDate	finalDelivery()	Retrieve the Final Delivery Date
JulianDate	firstDelivery()	Retrieve the First Delivery Date
JulianDate	lastTrading()	Retrieve the Last Trading Date
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Constructor Details

TreasuryFuturesEventDates

public TreasuryFuturesEventDates(JulianDate dtExpiry,
JulianDate dtFirstDelivery,
JulianDate dtFinalDelivery,
JulianDate dtDeliveryNotice,
JulianDate dtLastTrading)
                          throws java.lang.Exception

TreasuryFuturesEventDates Constructor

Parameters:

dtExpiry - The Expiry Date

dtFirstDelivery - The First Delivery Date

dtFinalDelivery - The Final Delivery Date

dtDeliveryNotice - The Delivery Notice Date

dtLastTrading - The Last Trading Date

Throws:

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

Method Details

expiry

public JulianDate expiry()

Retrieve the Expiry Date

Returns:

The Expiry Date

firstDelivery

public JulianDate firstDelivery()

Retrieve the First Delivery Date

Returns:

The First Delivery Date

finalDelivery

public JulianDate finalDelivery()

Retrieve the Final Delivery Date

Returns:

The Final Delivery Date

deliveryNotice

public JulianDate deliveryNotice()

Retrieve the Delivery Notice Date

Returns:

The Delivery Notice Date

lastTrading

public JulianDate lastTrading()

Retrieve the Last Trading Date

Returns:

The Last Trading Date

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object