LMEForwardBase

class sigtech.framework.instruments.lme_otc.LMEForwardBase

Baseclasses: LMEOTCInstrument

Subclasses: LMEForward, LMECashForward, LMEFuture

Base class for LME Forwards, i.e. instruments with fixed delivery date of underlying metal. Not supposed to be used on its own.

property expiry_date: date

Contract expiry date.

delivery_dt()

Delivery date of the forward instrument.

delivery_spot_date() → date

Date on which spot trade will be delivered on the instrument delivery date.

last_possible_trade_dt()

Last date to trade to have the instrument delivered by the delivery date.