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MamdaOptionExpirationStrikes.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOptionExpirationStrikesH
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#define MamdaOptionExpirationStrikesH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <
mamda/MamdaOptionAtTheMoneyCompareType.h
>
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#include <
mamda/MamdaOptionStrikeSet.h
>
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#include <
mamda/MamdaOptionChain.h
>
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#include <map>
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namespace
Wombat
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{
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class
MamaDateTime;
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class
MAMDAOPTExpDLL
MamdaOptionExpirationStrikes
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:
public
std::map <double, MamdaOptionStrikeSet*>
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{
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public
:
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MamdaOptionExpirationStrikes
();
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MamdaOptionExpirationStrikes
(
const
MamdaOptionExpirationStrikes
& copy);
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~
MamdaOptionExpirationStrikes
();
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void
trimStrikes (
const
StrikeSet
& strikeSet);
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};
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}
// namespace
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#endif // MamdaOptionExpirationStrikesH
MamdaOptionalConfig.h
MamdaOptionChain.h
Wombat::MamdaOptionExpirationStrikes
A class that represents a set of strike prices at a particular expiration date.
Definition:
MamdaOptionExpirationStrikes.h:43
Wombat
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition:
MamdaAuctionFields.h:29
MamdaOptionStrikeSet.h
MamdaOptionAtTheMoneyCompareType.h
Wombat::StrikeSet
set< double > StrikeSet
Definition:
MamdaOptionChain.h:37
© 2012 Linux Foundation