/// <summary>
///
/// </summary>
/// <param name="futuresPrefix"></param>
/// <param name="immMonthCode"></param>
/// <param name="year"></param>
public FuturesPrefixImmMonthCodeAndYear(string futuresPrefix, string immMonthCode, string year)
{
try
{
FuturesPrefix = EnumHelper.Parse <RateFutureAssetAnalyticModelIdentifier>(futuresPrefix);
ImmMonthCode = immMonthCode;
Year = int.Parse(year);
}
catch { throw new Exception("This is not a valid futures code!"); }
}
/// <summary>
/// Gets the appropriate exchange calendar class for the contract defined.
/// </summary>
/// <param name="futuresCode">Currently defined for: ED, ER, RA, BAX, L, ES, EY, HR, IR, IB and W. The expiry must be concatenated. </param>
/// <returns></returns>
public static ILastTradingDate Parse(RateFutureAssetAnalyticModelIdentifier futuresCode)
{
switch (futuresCode)
{
case RateFutureAssetAnalyticModelIdentifier.ED:
case RateFutureAssetAnalyticModelIdentifier.ER:
case RateFutureAssetAnalyticModelIdentifier.ES:
case RateFutureAssetAnalyticModelIdentifier.EY:
return(new SecondWednesdayPlusFive());
case RateFutureAssetAnalyticModelIdentifier.W:
case RateFutureAssetAnalyticModelIdentifier.CER:
case RateFutureAssetAnalyticModelIdentifier.L:
case RateFutureAssetAnalyticModelIdentifier.RA:
case RateFutureAssetAnalyticModelIdentifier.LME:
return(new LastTradingDate());
case RateFutureAssetAnalyticModelIdentifier.ZB:
return(new FirstWednesdayOffsetNine());
case RateFutureAssetAnalyticModelIdentifier.IR:
return(new SecondFriday());
case RateFutureAssetAnalyticModelIdentifier.BAX:
return(new SecondWednesdayPlusFive());
case RateFutureAssetAnalyticModelIdentifier.HR:
return(new SecondTuesday());
case RateFutureAssetAnalyticModelIdentifier.B:
return(new FirstDayLessFifteen());
case RateFutureAssetAnalyticModelIdentifier.IB:
return(new LastDayOfTheMonth());
default:
return(new LastTradingDate());
}
}
/// <summary>
///
/// </summary>
/// <param name="futuresPrefix"></param>
public FuturesPrefixImmMonthCodeAndYear(RateFutureAssetAnalyticModelIdentifier futuresPrefix)
{
FuturesPrefix = futuresPrefix;
ImmMonthCode = null;
Year = 0;
}
