public UsdFutureSpreadInfo GetUsdFutureSpreadInfo()
        {
            const String kUsdHeader = "475";

            UsdFutureSpreadInfo kfsi = new UsdFutureSpreadInfo();

            kfsi.FutureCode1 = UsdFutureUtil.Ins().UFI.Code;
            kfsi.FutureCode2 = UsdFutureUtil.Ins().UFI2.Code;

            kfsi.Code = String.Format("{0}{1}{2}S", kUsdHeader, kfsi.FutureCode1.Substring(3, 2), kfsi.FutureCode2.Substring(3, 2));

            return kfsi;
        }
Exemple #2
0
 public void SetFutureSpreadInfo(UsdFutureSpreadInfo ufsi)
 {
     this.UFSI = ufsi;
 }