6 docs tagged with "contract"

A curve function that breaks a single contract into a list of daily contracts, e.g. a month into days

A curve function that breaks a single contract into a list of hours contracts, e.g. a day into hours

A curve function that breaks a single contract into a list of monthly contracts, e.g. a quarter into 3 months

Creates an arbitrage free curve comprised of calendar year strips

A contract is a single future period in time that represents a tradable future contract or a forecasted value on a curve

Contracts are used on a curve as a set of contract objects that represent the future periods and values