• Home
• org.finos.cdm
• cdm-java
• 6.0.0-dev.72
• source code
• RollSourceCalendarEnum.py

×

Project download

Many resources are needed to download a project. Please understand that we have to compensate our server costs. Thank you in advance.
Project price only 1 $

You can buy this project and download/modify it how often you want.

src.cdm.product.asset.RollSourceCalendarEnum.py Maven / Gradle / Ivy

# pylint: disable=missing-module-docstring, invalid-name, line-too-long
from enum import Enum

__all__ = ['RollSourceCalendarEnum']

class RollSourceCalendarEnum(Enum):
    """
    Used in conjunction with an exchange-based pricing source. Identifies a date source calendar from which the pricing dates and thus roll to the next contract will be based off (e.g. pricing is based on the NYMEX WTI First Nearby Futures Contract, if Future is chosen, the pricing will roll to the next futures contract on expiration, if ListedOption is chosen, the pricing will roll to the next futures contract on the Option expiration date which is three business days before the expiration of the NYMEX WTI futures contract.) Omitting this element will result in the default behavior expected with the pricing source described within the commodity element.
    """
    FUTURE = "Future"
    LISTED_OPTION = "ListedOption"