Definition at line 71 of file TotalReturnFuturesStatus.h.
◆ accruedCollectionParameter()
| bool accruedCollectionParameter |
( |
Decimal & | value | ) |
const |
|
inline |
Accrued distribution, accumulated from the daily distributions since the product launch. Used for the trade price conversion from trading to clearing notation.
Definition at line 135 of file TotalReturnFuturesStatus.h.
◆ accruedPaymentParameter()
| bool accruedPaymentParameter |
( |
Decimal & | value | ) |
const |
|
inline |
Accrued funding, accumulated from the daily fundings since the product launch. Used for the trade price conversion from trading to clearing notation.
Definition at line 116 of file TotalReturnFuturesStatus.h.
◆ annualCalendarDays()
| bool annualCalendarDays |
( |
UInt32 & | value | ) |
const |
|
inline |
Annualisation Factor, a constant value that represents the number of calendar days during one year as applied in the calculations.
Definition at line 82 of file TotalReturnFuturesStatus.h.
◆ businessDayType()
◆ currentAccruedInterestAmt()
| bool currentAccruedInterestAmt |
( |
Decimal & | value | ) |
const |
|
inline |
Coupon payment, for which the coupon period is ongoing, multiplied by the ratio of the already passed time of the coupon periodand the entire coupon period.
Definition at line 141 of file TotalReturnFuturesStatus.h.
◆ currentCollectionParameter()
| bool currentCollectionParameter |
( |
Decimal & | value | ) |
const |
|
inline |
Daily distribution, calculated from the difference between the current and the previous day distribution index.
Definition at line 128 of file TotalReturnFuturesStatus.h.
◆ currentPaymentParameter()
| bool currentPaymentParameter |
( |
Decimal & | value | ) |
const |
|
inline |
Daily funding, calculated from the funding rate applied to the previous day underlying index.
Definition at line 108 of file TotalReturnFuturesStatus.h.
◆ overnightInterestRate()
| bool overnightInterestRate |
( |
Decimal & | value | ) |
const |
|
inline |
Funding rate, used for the funding calculation of the current day. Represents the overnight or the periodic interest rate established on the previous day. Becomes available in the morning before trading starts.
Definition at line 96 of file TotalReturnFuturesStatus.h.
◆ overnightInterestRateName()
| bool overnightInterestRateName |
( |
StringRef & | id | ) |
const |
|
inline |
◆ relatedClosePrice()
| bool relatedClosePrice |
( |
Decimal & | value | ) |
const |
|
inline |
◆ relatedIndexValue()
| bool relatedIndexValue |
( |
Decimal & | value | ) |
const |
|
inline |
Distribution index, defined for the current day. Becomes available in the morning before trading starts.
Definition at line 122 of file TotalReturnFuturesStatus.h.
◆ remainingCalendarDays()
| bool remainingCalendarDays |
( |
Int32 & | value | ) |
const |
|
inline |
Days to maturity, number of calendar days between the current day settlement date and the instrument expiration settlement date. Used for the trade price conversion from trading to clearing notation.
Definition at line 89 of file TotalReturnFuturesStatus.h.
◆ TypedGroup< TrfsClearingPriceParameter >
