Package org.drip.market.exchange

Class TreasuryFuturesOptionConvention

java.lang.Object
org.drip.market.exchange.TreasuryFuturesOptionConvention
public class TreasuryFuturesOptionConvention
extends java.lang.Object
TreasuryFuturesOptionConvention contains the Details for the Exchange-Traded Options of the Exchange-Traded Treasury Futures Contracts.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    TreasuryFuturesOptionConvention​(java.lang.String[] astrCode, java.lang.String strTreasuryFuturesIndex, double dblNotional, boolean bPremiumType, LastTradingDateSetting[] aLTDS)
    TreasuryFuturesOptionConvention Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String[] codes()
    Retrieve the Array of the Exchange Codes
    java.lang.String FuturesIndex()
    Retrieve the Treasury Futures Index
    LastTradingDateSetting[] ltds()
    Retrieve the Array of Last Trading Date Settings
    double notional()
    Retrieve the Option Exchange Notional
    boolean premiumType()
    Retrieve the Trading Type PREMIUM/MARGIN
    java.lang.String toString()  

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • TreasuryFuturesOptionConvention

      public TreasuryFuturesOptionConvention​(java.lang.String[] astrCode, java.lang.String strTreasuryFuturesIndex, double dblNotional, boolean bPremiumType, LastTradingDateSetting[] aLTDS) throws java.lang.Exception
      TreasuryFuturesOptionConvention Constructor
      Parameters:
      astrCode - Array of Option Codes
      strTreasuryFuturesIndex - Underlying Futures Index
      dblNotional - Exchange Notional
      bPremiumType - TRUE - Premium Up-front Type; FALSE - Margin Type
      aLTDS - Array of Last Trading Date Settings
      Throws:
      java.lang.Exception - Thrown if the Inputs are invalid

  • Method Details

    • codes

      public java.lang.String[] codes()
      Retrieve the Array of the Exchange Codes
      Returns:
      The Array of the Exchange Codes

    • ltds

      public LastTradingDateSetting[] ltds()
      Retrieve the Array of Last Trading Date Settings
      Returns:
      The Array of Last Trading Date Settings

    • FuturesIndex

      public java.lang.String FuturesIndex()
      Retrieve the Treasury Futures Index
      Returns:
      The Treasury Futures Index

    • notional

      public double notional()
      Retrieve the Option Exchange Notional
      Returns:
      The Option Exchange Notional

    • premiumType

      public boolean premiumType()
      Retrieve the Trading Type PREMIUM/MARGIN
      Returns:
      TRUE - Trading Type is PREMIUM

    • toString

      public java.lang.String toString()
      Overrides:
      toString in class java.lang.Object