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QuantConnect.Securities.FutureOption.FuturesOptionsExpiryFunctions Class Reference

Futures options expiry lookup utility class More...

Static Public Member Functions

static DateTime FuturesOptionExpiry (Symbol canonicalFutureOptionSymbol, DateTime futureContractMonth)
 Gets the Futures Options' expiry for the given contract month. More...
 
static DateTime GetFutureOptionExpiryFromFutureExpiry (Symbol futureSymbol, Symbol canonicalFutureOption=null)
 Gets the Future Option's expiry from the Future Symbol provided More...
 

Detailed Description

Futures options expiry lookup utility class

Definition at line 25 of file FuturesOptionsExpiryFunctions.cs.

Member Function Documentation

◆ FuturesOptionExpiry()

static DateTime QuantConnect.Securities.FutureOption.FuturesOptionsExpiryFunctions.FuturesOptionExpiry ( Symbol  canonicalFutureOptionSymbol,
DateTime  futureContractMonth 
)
static

Gets the Futures Options' expiry for the given contract month.

Parameters
canonicalFutureOptionSymbolCanonical Futures Options Symbol. Will be made canonical if not provided a canonical
futureContractMonthContract month of the underlying Future
Returns
Expiry date/time

Definition at line 76 of file FuturesOptionsExpiryFunctions.cs.

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◆ GetFutureOptionExpiryFromFutureExpiry()

static DateTime QuantConnect.Securities.FutureOption.FuturesOptionsExpiryFunctions.GetFutureOptionExpiryFromFutureExpiry ( Symbol  futureSymbol,
Symbol  canonicalFutureOption = null 
)
static

Gets the Future Option's expiry from the Future Symbol provided

Parameters
futureSymbolFuture (non-canonical) Symbol
canonicalFutureOptionThe canonical Future Option Symbol
Returns
Future Option Expiry for the Future with the same contract month

Definition at line 105 of file FuturesOptionsExpiryFunctions.cs.

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