SpecialFieldEventArgs.TrfDaysToMaturity Property |
This is a weighting factor determined for each expiry calculated daily
using the following formula: TRF Days to Maturity(t) = [expiry date +
2 Settlement days] - [ t + 2 Settlement days]
Namespace:
OnixS.NET.ICE.iMpact
Assembly:
OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntax public ValueType TrfDaysToMaturity { get; }
Property Value
Type:
ValueTypeSee Also