Public Member Functions | |
OptionExpiryAnchorDateRule (const DayOfMonth &expiryDay) | |
OptionExpiryAnchorDateRule (const CalendarDaysBefore &businessDaysBefore) | |
OptionExpiryAnchorDateRule (const std::string &nth, const std::string &weekday) | |
OptionExpiryAnchorDateRule (const std::string &lastWeekday) | |
OptionExpiryAnchorDateRule (const WeeklyWeekday &weekday) | |
Public Attributes | |
OptionAnchorType | type_ |
std::string | daysBefore_ |
std::string | expiryDay_ |
std::string | nth_ |
std::string | weekday_ |