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; }
}
}
}