quantlib.instruments.futures.

FuturesType

class FuturesType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Bases: IntFlag

Futures types enumeration

These conventions specify the kind of futures types

Attributes:

IMM

Chicago Mercantile International Money Market, i.e third Wednesday of March, June, September, December

ASX

Australian Security Exchange, i.e. second Friday of March, June, September, December

Custom

Other rules

Methods

as_integer_ratio(/)	Return integer ratio.
bit_count(/)	Number of ones in the binary representation of the absolute value of self.
bit_length(/)	Number of bits necessary to represent self in binary.
conjugate	Returns self, the complex conjugate of any int.
from_bytes(/, bytes[, byteorder, signed])	Return the integer represented by the given array of bytes.
to_bytes(/[, length, byteorder, signed])	Return an array of bytes representing an integer.