Package org.drip.market.exchange

Class TreasuryFuturesOptionContainer

java.lang.Object

org.drip.market.exchange.TreasuryFuturesOptionContainer

public class TreasuryFuturesOptionContainer
extends java.lang.Object

TreasuryFuturesOptionContainer holds the Details of the Treasury Futures Options 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
TreasuryFuturesOptionContainer()

Method Summary

Modifier and Type	Method	Description
static TreasuryFuturesOptionConvention	FromContract(java.lang.String strContractName)	Retrieve the Treasury Futures Option Convention from the Contract Name
static boolean	Init()	Initialize the Treasury Futures Options Convention Container with the Conventions

Methods inherited from class java.lang.Object

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

Constructor Details

TreasuryFuturesOptionContainer

public TreasuryFuturesOptionContainer()

Method Details

Init

public static final boolean Init()

Initialize the Treasury Futures Options Convention Container with the Conventions

Returns:

TRUE - The Treasury Futures Options Convention Container successfully initialized

FromContract

public static final TreasuryFuturesOptionConvention FromContract(java.lang.String strContractName)

Retrieve the Treasury Futures Option Convention from the Contract Name

Parameters:

strContractName - The Options Contract Name

Returns:

The Treasury Futures Option Convention