Package org.drip.sample.treasuryfuturesapi

G20 Treasury Futures Valuation API
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    CN1
    CN1 demonstrates the Invocation and Examination of the CN1 10Y CAN Treasury Futures.
    DU1
    DU1 demonstrates the Invocation and Examination of the DU1 2Y SCHATZ DBR Treasury Futures.
    FBB1
    FBB1 demonstrates the Invocation and Examination of the FBB1 10Y SPGB Treasury Futures.
    FV1
    FV1 demonstrates the Invocation and Examination of the FV1 5Y UST Treasury Futures.
    G1
    G1 demonstrates the Invocation and Examination of the G1 10Y GILT Treasury Futures.
    IK1
    IK1 demonstrates the Invocation and Examination of the IK1 10Y BTPS Treasury Futures.
    JB1
    JB1 demonstrates the Invocation and Examination of the JB1 10Y JGB Treasury Futures.
    KeyRateDuration
    KeyRateDuration demonstrates the Invocation and Examination of the Key Rate Duration Computation for the specified Treasury Futures.
    OAT1
    OAT1 demonstrates the Invocation and Examination of the OAT1 10Y FRTR Treasury Futures.
    OE1
    OE1 demonstrates the Invocation and Examination of the OE1 5Y DBR BOBL Treasury Futures.
    RX1
    RX1 demonstrates the Invocation and Examination of the RX1 10Y DBR BUND Treasury Futures.
    TU1
    TU1 demonstrates the Invocation and Examination of the TU1 2Y UST Treasury Futures.
    TY1
    TY1 demonstrates the Invocation and Examination of the TY1 10Y UST Treasury Futures.
    UB1
    UB1 demonstrates the Invocation and Examination of the UB1 30Y DBR BUXL Treasury Futures.
    ULTRA
    ULTRA demonstrates the Invocation and Examination of the ULTRA 30Y UST Treasury Futures.
    US1
    US1 demonstrates the Invocation and Examination of the US1 20Y UST Treasury Futures.
    YM1
    YM1 demonstrates the Invocation and Examination of the YM1 3Y AGB Treasury Futures.