| EmptyFutureChainProvider |
An implementation of IFutureChainProvider that always returns an empty list of contracts |
| Future |
Futures Security Object Implementation for Futures Assets |
| FutureCache |
Future specific caching support |
| FutureExchange |
Future exchange class - information and helper tools for future exchange properties |
| FutureHolding |
Future holdings implementation of the base securities class |
| FutureMarginModel |
Represents a simple margin model for margin futures. Margin file contains Initial and Maintenance margins |
| FutureSettlementModel |
Settlement model which can handle daily profit and loss settlement |
| FuturesExpiryFunctions |
Calculate the date of a futures expiry given an expiry month and year |
| FuturesExpiryUtilityFunctions |
Class to implement common functions used in FuturesExpiryFunctions |
| FuturesListings |
Helpers for getting the futures contracts that are trading on a given date.... |
| FuturesOptionsSymbolMappings |
Provides conversions from a GLOBEX Futures ticker to a GLOBEX Futures Options ticker |
| FutureSymbol |
Static class contains common utility methods specific to symbols representing the future contracts |
| MarginRequirementsEntry |
POCO class for modeling margin requirements at given date |