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Reference manual - version ored_version
Public Member Functions | Public Attributes | List of all members
CommodityFutureConvention::OptionExpiryAnchorDateRule Struct Reference

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_