QuantConnect.Expiry Class Reference

Provides static functions that can be used to compute a future DateTime (expiry) given a DateTime. More...

Static Public Attributes
static Func< DateTime, DateTime >	OneMonth => dt => dt.AddMonths(1)
	Computes a date/time one month after a given date/time (nth day to nth day) More...
static Func< DateTime, DateTime >	OneQuarter => dt => dt.AddMonths(3)
	Computes a date/time one quarter after a given date/time (nth day to nth day) More...
static Func< DateTime, DateTime >	OneYear => dt => dt.AddYears(1)
	Computes a date/time one year after a given date/time (nth day to nth day) More...
static Func< DateTime, DateTime >	EndOfDay => dt => dt.AddDays(1).Date
	Computes the end of day (mid-night of the next day) of given date/time More...
static Func< DateTime, DateTime >	EndOfYear => dt => new DateTime(dt.Year + 1, 1, 1)
	Computes the end of year (1st of the next year) of given date/time More...

Properties
static Func< DateTime, DateTime >	EndOfWeek [get]
	Computes the end of week (next Monday) of given date/time More...
static Func< DateTime, DateTime >	EndOfMonth [get]
	Computes the end of month (1st of the next month) of given date/time More...
static Func< DateTime, DateTime >	EndOfQuarter [get]
	Computes the end of quarter (1st of the starting month of next quarter) of given date/time More...

Detailed Description

Provides static functions that can be used to compute a future DateTime (expiry) given a DateTime.

Definition at line 24 of file Expiry.cs.

Member Data Documentation

OneMonth

Func<DateTime, DateTime> QuantConnect.Expiry.OneMonth => dt => dt.AddMonths(1)

static

Computes a date/time one month after a given date/time (nth day to nth day)

Definition at line 29 of file Expiry.cs.

OneQuarter

Func<DateTime, DateTime> QuantConnect.Expiry.OneQuarter => dt => dt.AddMonths(3)

static

Computes a date/time one quarter after a given date/time (nth day to nth day)

Definition at line 34 of file Expiry.cs.

OneYear

Func<DateTime, DateTime> QuantConnect.Expiry.OneYear => dt => dt.AddYears(1)

static

Computes a date/time one year after a given date/time (nth day to nth day)

Definition at line 39 of file Expiry.cs.

EndOfDay

Func<DateTime, DateTime> QuantConnect.Expiry.EndOfDay => dt => dt.AddDays(1).Date

static

Computes the end of day (mid-night of the next day) of given date/time

Definition at line 44 of file Expiry.cs.

EndOfYear

Func<DateTime, DateTime> QuantConnect.Expiry.EndOfYear => dt => new DateTime(dt.Year + 1, 1, 1)

static

Computes the end of year (1st of the next year) of given date/time

Definition at line 96 of file Expiry.cs.

Property Documentation

EndOfWeek

Func<DateTime, DateTime> QuantConnect.Expiry.EndOfWeek

staticget

Computes the end of week (next Monday) of given date/time

Definition at line 50 of file Expiry.cs.

EndOfMonth

Func<DateTime, DateTime> QuantConnect.Expiry.EndOfMonth

staticget

Computes the end of month (1st of the next month) of given date/time

Definition at line 66 of file Expiry.cs.

EndOfQuarter

Func<DateTime, DateTime> QuantConnect.Expiry.EndOfQuarter

staticget

Computes the end of quarter (1st of the starting month of next quarter) of given date/time

Definition at line 81 of file Expiry.cs.

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The documentation for this class was generated from the following file:

• Common/Expiry.cs