// Class ListedSTFut: creating a customized setting
public static void Example_7()
{
// Data for custom contract. In any case it works like a short term future.
double price = 99.10;
int Month = 12;
int Year = 2013;
string customLabel = "MyFuture";
double minTick = 0.10;
double minTickValue = 50;
double contractSize = 3000000;
string currency = "EUR";
double dayBasis = 360;
// My custom contract
ListedSTFut FUT = new ListedSTFut(price, Month, Year, customLabel, minTick, minTickValue, contractSize, currency, dayBasis);
// some property of Stir class
Console.WriteLine("My custom short term future:");
Console.WriteLine("{0}:\t{1}", "FUT.GetMinTick", FUT.GetMinTick);
Console.WriteLine("{0}:\t{1}", "FUT.GetMinTickValue", FUT.GetMinTickValue);
Console.WriteLine("{0}:\t{1}", "FUT.GetPrice", FUT.GetSetPrice);
Console.WriteLine("{0}:\t{1:P}", "FUT.GetRate", FUT.GetSetRate);
Console.WriteLine("{0}:\t{1}", "FUT.GetIMMDate", FUT.GetIMMDate.DateValue.ToString("ddd dd MMM yyyy"));
Console.WriteLine("{0}:\t{1}", "FUT.GetNotionalRepayDate", FUT.GetNotionalRepayDate.DateValue.ToString("ddd dd MMM yyyy"));
Console.WriteLine("{0}:\t{1}", "FUT.GetContractSize", FUT.GetContractSize);
Console.WriteLine("{0}:\t{1}", "FUT.GetCurrency", FUT.GetCurrency);
}
// Class ListedSTFut: Property and Method, using a predefined "ER" setting
public static void Example6()
{
// Using ListedSTFu Class, I take "ER" setting for euribor future.
ListedSTFut ERZ3 = new ListedSTFut(99.18, 12, 2013, "ER");
// Some property of Stir class
Console.WriteLine("{0}:\t{1}", "ERZ3.GetMinTick", ERZ3.GetMinTick);
Console.WriteLine("{0}:\t{1}", "ERZ3.GetMinTickValue", ERZ3.GetMinTickValue);
Console.WriteLine("{0}:\t{1}", "ERZ3.GetPrice", ERZ3.GetSetPrice);
Console.WriteLine("{0}:\t{1:P}", "ERZ3.GetRate", ERZ3.GetSetRate);
Console.WriteLine("{0}:\t{1}", "ERZ3.GetIMMDate", ERZ3.GetIMMDate.DateValue.ToString("ddd dd MMM yyyy"));
Console.WriteLine("{0}:\t{1}", "ERZ3.GetNotionalRepayDate", ERZ3.GetNotionalRepayDate.DateValue.ToString("ddd dd MMM yyyy"));
Console.WriteLine("{0}:\t{1}", "ERZ3.GetContractSize", ERZ3.GetContractSize);
Console.WriteLine("{0}:\t{1}", "ERZ3.GetCurrency", ERZ3.GetCurrency);
Console.WriteLine("{0}:\t{1}", "ERZ3.GetDayBasis", ERZ3.GetDayBasis);
Console.WriteLine();
// Changing price and rate
ERZ3.GetSetPrice = 99.25;
Console.WriteLine("New Price: {0}\t Rate: {1:P}", ERZ3.GetSetPrice, ERZ3.GetSetRate);
ERZ3.GetSetRate = 0.01;
Console.WriteLine("New Rate: {0:P}\t Price: {1}", ERZ3.GetSetRate, ERZ3.GetSetPrice);
Console.WriteLine();
// Public Methods
Console.WriteLine("{0}\t {1}", "ERZ3.Term()", ERZ3.Term());
// Console.WriteLine("{0}\t {1}", "ERZ3.fwDFq(365)", ERZ3.fwDFq(365));
// Console.WriteLine("{0}\t {1}", "ERZ3.fwDFq(360)", ERZ3.fwDFq(360));
Console.WriteLine("{0}\t {1}", "ERZ3.fwDFq()", ERZ3.fwDFq()); // Eur default
}
