public static FutureOption Parse(string futureOptionSymbol)
{
var m = Regex.Match(futureOptionSymbol, FutureOptionSymbolPattern);
var future = Future.Parse(m.Groups[FutureSymbolComponent].Value);
var optionSide = m.Groups[FutureOptionSideComponent].Value == "C" ? OptionSide.Call : OptionSide.Put;
var strikePrice = float.Parse(m.Groups[FutureOptionStrikePriceComponent].Value, CultureInfo.InvariantCulture) / 100f;
return(new FutureOption(futureOptionSymbol, future, optionSide, strikePrice));
}
public static FutureSpread Parse(string futureSpreadSymbol)
{
var m = Regex.Match(futureSpreadSymbol, FutureSpreadSymbolPattern);
var futureSymbol1 = m.Groups[FutureSymbol1Component].Value;
var futureSymbol2 = m.Groups[FutureSymbol2Component].Value;
return(new FutureSpread(
futureSpreadSymbol,
Future.Parse(futureSymbol1),
Future.Parse(futureSymbol2)
));
}
