Source code for mlthon.instruments.future

from mlthon.instruments.instrument import Instrument
import datetime


class Future(Instrument):
    def __init__(self, underlying_ins_id: int = None, expiration_date_utc: datetime.date = None,
                 settlement_method: str = None, **kwargs):
        """

        Parameters
        ----------
        underlying_ins_id: int
            underlying instrument ID.
        expiration_date_utc: datetime.date
            expiration date (in UTC) of this future.
        settlement_method: str
            settlement method for this future.
        kwargs: dict
            the arguments for base class Instrument
        """
        super(Future, self).__init__(**kwargs)  # initialize its base class with the other named arguments
        self.underlying_ins_id_ = underlying_ins_id
        self.expiration_date_utc_ = expiration_date_utc
        self.settlement_method_ = settlement_method

    def get_underlying_ins_id(self):
        return self.underlying_ins_id_

    def get_expiration_date_utc(self):
        return self.expiration_date_utc_

    def get_settlement_method(self):
        return self.settlement_method_