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adamstrickland/automatic_expiration_date.rb

Created July 31, 2013 20:51
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automatic_expiration_date.rb
class AutomaticExpirationDate < Molecule::Mechanics::Repercussion
extend Molecule::ExchangeConcepts
def act(subj, *args)
subj.pricing.expiry = self.class.expires_day_before(subj.tenor_start) if subj.option?
# Molecule::ExchangeConcepts.expires_day_before is .get_expiry *without* the call to .calculate_expiry
end
end
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underlying_automatic_expiration_date.rb
class UnderlyingAutomaticExpirationDate < Molecule::Mechanics::Repercussion
extend Molecule::ExchangeConcepts
field :underlying, type: String
field :offset_days, type: Integer, default: -3
def act(subj, *args)
subj.pricing.expiry = self.class.expires_based_on_underlying(subj.tenor_start, subj.product.short_name) if subj.option?
# Molecule::ExchangeConcepts.expires_based_on_underlying is basically a refactored .calculate_expiry
end
end
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