Loading...
Searching...
No Matches
ContractRollovers.cs File Reference

Namespaces

namespace  ATAS
 
namespace  ATAS.Indicators
 

Enumerations

enum  ATAS.Indicators.ContractRolloverType { ATAS.Indicators.ExpirationDate , ATAS.Indicators.VolumeBasedCurrentEnd , ATAS.Indicators.VolumeBasedNextStart }
 Specifies the type of contract rollover calculation to use. More...
 

Variables

record ATAS.Indicators.ContractRollover
 Represents historical contract rollover event.
 
record ATAS.Indicators.ContractRollovers
 Represents historical contract rollover events for a continuous instrument. Contains a collection of rollover dates mapped to corresponding instrument contracts.