IndexForwardGroup

class sigtech.framework.instruments.index_forward.IndexForwardGroup

Baseclasses: ContractGroup

A class implementing an index forward group.

due_time: Optional[time]

fixing_source: Optional[str]

history_fields: Optional[list[str]]

holidays: str

prime_history_field: Optional[str]

timezone: str

valuation_time: Optional[time]

static from_contract(fixing_source: str) → Self

Create an index forward group from fixing source.

Parameters:

fixing_source – Fixing source.

Returns:

Instance of IndexForwardGroup.

static get_group(underlying: str)

Create on the fly INDEX FORWARD GROUP for given underlying name

Parameters:

underlying – e.g. ‘SPX INDEX’

Returns:

static name_from_contract(fixing_source: str) → str

Create an index forward group name from fixing source.

Parameters:

fixing_source – Fixing source.

Returns:

Default name of instance of IndexForwardGroup.