22 #ifndef MamdaOptionTypesH
23 #define MamdaOptionTypesH
53 #endif // MamdaOptionTypesH
Definition: MamdaOptionTypes.h:34
MamdaOptionExerciseStyle
Enumeration for indicating the style of an individual option contract.
Definition: MamdaOptionTypes.h:42
Definition: MamdaOptionTypes.h:35
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOptionTypes.h:46
Definition: MamdaOptionTypes.h:36
Definition: MamdaOptionTypes.h:44
Definition: MamdaOptionTypes.h:47
Definition: MamdaOptionTypes.h:45
MamdaOptionPutCall
Enumeration for indicating whether an option contract is a put or a call.
Definition: MamdaOptionTypes.h:32