Build Method | Table of Content | SpecialFieldEventArgsBuilder Constructor |
SpecialFieldEventArgsBuilder Class |
Namespace: OnixS.NET.ICE.iMpact.Testing
public class SpecialFieldEventArgsBuilder
The SpecialFieldEventArgsBuilder type exposes the following members.
Name | Description | |
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SpecialFieldEventArgsBuilder | Initializes a new instance of the SpecialFieldEventArgsBuilder class |
Name | Description | |
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AccruedDistribution |
The sum of all daily distributions. Daily Distribution on a given day
is equal to the latest UKXCD value (published the business day prior)
subtracted from the prior value of UKXCD. Daily Distributions (t) =
Distribution Index (t) - Distribution Index (t-1) NumDecimals will be
2.
| |
AccruedFunding |
The sum of all daily funding values. Daily Funding is calculated on a
given day using the following formula: Daily Funding(t) = Index Close
(t-1) * FundingRate (t-1) * (Funding Days (t) / Annualization Factor)
NumDecimals will be 6.
| |
AltHighPrice |
This field is equivalent to High Eris Futures Price.
AltPriceDenominator for the market should be applied to get the real
alt price.
| |
AltLastTradePrice |
This field is equivalent to Last Trade Eris Futures Price.
AltPriceDenominator for the market should be applied to get the real
alt price.
| |
AltLowPrice |
This field is equivalent to Low Eris Futures Price.
AltPriceDenominator for the market should be applied to get the real
alt price.
| |
AltPrice |
This field is equivalent to Eris Futures Price. AltPriceDenominator
for the market should be applied to get the real alt price.
| |
AltVWAP |
This field is equivalent to Volume-weighted Average Eris Futures
Price. AltPriceDenominator for the market should be applied to get the
real alt price.
| |
AnnualizationFactor |
The number of periods used to annualize a return.
| |
AON |
This field indicated if Order is AON order. This is only sent on AON
enabled market.
| |
SentTime |
Date-time of the message sent.
| |
TrfDaysToMaturity |
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]
|
Name | Description | |
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Build |
Creates an instance of SpecialFieldEventArgs.
| |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |