OpenMAMA
MamdaOptionStrikeSet.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOptionStrikeSetH
23 #define MamdaOptionStrikeSetH
24 
27 
28 namespace Wombat
29 {
30 
31  class MamaDateTime;
32 
37  class MAMDAOPTExpDLL MamdaOptionStrikeSet
38  {
39  public:
40 
41  MamdaOptionStrikeSet (const MamaDateTime& expireDate,
42  double strikePrice);
43 
45 
51  MamdaOptionContractSet* getCallSet();
52 
58  const MamdaOptionContractSet* getCallSet() const;
59 
65  MamdaOptionContractSet* getPutSet();
66 
72  const MamdaOptionContractSet* getPutSet() const;
73 
80  const MamaDateTime& getExpireDate () const;
81 
88  const char* getExpireDateStr () const;
89 
95  double getStrikePrice () const;
96 
97  private:
98  struct MamdaOptionStrikeSetImpl;
99  MamdaOptionStrikeSetImpl& mImpl;
100  };
101 
102 } // namespace
103 
104 #endif // MamdaOptionStrikeSetH
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
A class that represents the call and put contract sets at a given strike price.
Definition: MamdaOptionStrikeSet.h:37
A class that represents a set of option contracts at a given strike price.
Definition: MamdaOptionContractSet.h:46


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