using System; namespace Krs.Ats.IBNet { /// /// Tick EFP Event Arguments /// [Serializable()] public class TickEfpEventArgs : EventArgs { private double basisPoints; private double dividendImpact; private double dividendsToExpiry; private string formattedBasisPoints; private string futureExpiry; private int holdDays; private double impliedFuture; private int tickerId; private TickType tickType; /// /// Full Constructor /// /// The ticker Id that was specified previously in the call to reqMktData(). /// Specifies the type of price. /// Annualized basis points, which is representative of the /// financing rate that can be directly compared to broker rates. /// Annualized basis points as a formatted string that depicts them in percentage form. /// Implied futures price. /// Number of “hold days” until the expiry of the EFP. /// Expiration date of the single stock future. /// The “dividend impact” upon the annualized basis points interest rate. /// The dividends expected until the expiration of the single stock future. public TickEfpEventArgs(int tickerId, TickType tickType, double basisPoints, string formattedBasisPoints, double impliedFuture, int holdDays, string futureExpiry, double dividendImpact, double dividendsToExpiry) { this.tickerId = tickerId; this.dividendsToExpiry = dividendsToExpiry; this.dividendImpact = dividendImpact; this.futureExpiry = futureExpiry; this.holdDays = holdDays; this.impliedFuture = impliedFuture; this.formattedBasisPoints = formattedBasisPoints; this.basisPoints = basisPoints; this.tickType = tickType; } /// /// Uninitialized Constructor for Serialization /// public TickEfpEventArgs() { } /// /// The ticker Id that was specified previously in the call to reqMktData(). /// public int TickerId { get { return tickerId; } set { tickerId = value; } } /// /// Specifies the type of price. /// /// public TickType TickType { get { return tickType; } set { tickType = value; } } /// /// Annualized basis points, which is representative of the /// financing rate that can be directly compared to broker rates. /// public double BasisPoints { get { return basisPoints; } set { basisPoints = value; } } /// /// Annualized basis points as a formatted string that depicts them in percentage form. /// public string FormattedBasisPoints { get { return formattedBasisPoints; } set { formattedBasisPoints = value; } } /// /// Implied futures price. /// public double ImpliedFuture { get { return impliedFuture; } set { impliedFuture = value; } } /// /// Number of “hold days” until the expiry of the EFP. /// public int HoldDays { get { return holdDays; } set { holdDays = value; } } /// /// Expiration date of the single stock future. /// public string FutureExpiry { get { return futureExpiry; } set { futureExpiry = value; } } /// /// The “dividend impact” upon the annualized basis points interest rate. /// public double DividendImpact { get { return dividendImpact; } set { dividendImpact = value; } } /// /// The dividends expected until the expiration of the single stock future. /// public double DividendsToExpiry { get { return dividendsToExpiry; } set { dividendsToExpiry = value; } } } }