// Generic Constructor, not used in derived class
public ListedSTFutOption(double CoP, double underlying, double strike,
Date ValuationDate, Date ExpiryDate, double sigma, double daysPerYear, string label,
double minTick, double minTickValue, double contractSize, string currency, double dayBasis)
: base(CoP, underlying, strike, ExpiryDate.SerialValue - ValuationDate.SerialValue, sigma, daysPerYear)
{
myContractSpec = new ListedContSpec(label, minTick, minTickValue, contractSize, currency, dayBasis);
OptExpiryDate = ExpiryDate;
}
// Constructor using ContractLabelFromDB
public ListedSTFutOption(double CoP, double underlying, double strike,
Date ValuationDate, Date ExpiryDate, double sigma, double daysPerYear,
string ContractLabelFromDB)
: base(CoP, underlying, strike, ExpiryDate.SerialValue - ValuationDate.SerialValue, sigma, daysPerYear)
{
myContractSpec = Singleton <ListedContDB> .Instance.GetContrSpec(ContractLabelFromDB);
OptExpiryDate = ExpiryDate;
}
// class ListedContSpec
public static void Example_3()
{
// I create a customized ListedContSpec
ListedContSpec myListedContSpec = new ListedContSpec("Custom", 0.01, 10, 100000, "EUR", 360);
Console.WriteLine("customized ListedContSpec:");
// ListedContSpec properties
Console.WriteLine("{0}\t{1}", "myListedContSpec.GetLabel", myListedContSpec.GetLabel);
Console.WriteLine("{0}\t{1}", "myListedContSpec.GetMinTick", myListedContSpec.GetMinTick);
Console.WriteLine("{0}\t{1}", "myListedContSpec.GetMinTickValue", myListedContSpec.GetMinTickValue);
Console.WriteLine("{0}\t{1}", "myListedContSpec.GetContractSize", myListedContSpec.GetContractSize);
Console.WriteLine("{0}\t{1}", "myListedContSpec.GetCurrency", myListedContSpec.GetCurrency);
Console.WriteLine("{0}\t{1}", "myListedContSpec.GetDayBasis", myListedContSpec.GetDayBasis);
}
// Constructor: can only use "ContractLabelFromDB" value that are already in ListedContDB
public ListedSTFut(double price, int Month, int Year, string ContractLabelFromDB)
: base(price, Month, Year)
{
ContractSpec = Singleton <ListedContDB> .Instance.GetContrSpec(ContractLabelFromDB);
}
// Constuctor: can create a custom Listed Short Term Future. "customLabel" can be as you like.
public ListedSTFut(double price, int Month, int Year,
string customLabel, double minTick, double minTickValue, double contractSize, string currency, double dayBasis)
: base(price, Month, Year)
{
ContractSpec = new ListedContSpec(customLabel, minTick, minTickValue, contractSize, currency, dayBasis);
}
