Class ExchangeContract

An exchange-traded contract: its code, its expiration date and its underlying's delivery dates, which a nearby commodity curve rolls on.

[Experimental("NQL0001")]
public sealed class ExchangeContract

Inherited Members: object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Immutable. QuantLib's ExchangeContracts, a map from a date to a contract, is an ImmutableSortedDictionary<Date, ExchangeContract>.

Initializes a new instance of the ExchangeContract class.

public ExchangeContract(string code, Date expirationDate, Date underlyingStartDate, Date underlyingEndDate)

Gets the contract's code.

public string Code { get; }

Gets the expiration date.

public Date ExpirationDate { get; }

Gets the underlying's last delivery date.

public Date UnderlyingEndDate { get; }

Gets the underlying's first delivery date.

public Date UnderlyingStartDate { get; }