22 #ifndef MamdaOptionChainH
23 #define MamdaOptionChainH
34 class MamdaOptionContract;
35 class MamdaOptionExpirationDateSet;
36 class MamdaQuoteListener;
53 MamdaOptionChain& operator= (
const MamdaOptionChain&);
60 MamdaOptionChain (
const char* symbol);
70 void setSymbol (
const char* symbol);
75 const char* getSymbol ()
const;
82 void setUnderlyingQuoteListener (
90 void setUnderlyingTradeListener (
112 const char* contractSymbol,
125 void processNewContractDetails (
126 const char* contractSymbol,
135 void removeContract (
136 const char* contractSymbol);
142 double getAtTheMoney (
151 void getStrikesWithinPercent (
152 StrikeSet& strikeSet,
165 void getStrikesWithinRangeSize (
166 StrikeSet& strikeSet,
174 bool getIsPriceWithinPercentOfMoney (
190 friend class MamdaOptionChain;
206 friend class MamdaOptionChain;
207 struct constIteratorImpl;
252 struct MamdaOptionChainImpl;
253 MamdaOptionChainImpl& mImpl;
258 #endif // MamdaOptionChainH
A class that represents a set of expiration dates, each of which contains a set of strike prices...
Definition: MamdaOptionExpirationDateSet.h:43
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaQuoteListener is a class that specializes in handling quote updates.
Definition: MamdaQuoteListener.h:58
constIteratorImpl * mIterImpl
Definition: MamdaOptionChain.h:209
Definition: MamdaOptionChain.h:179
MamdaOptionChain is a specialized class to represent market data option chains.
Definition: MamdaOptionChain.h:47
MamdaOptionAtTheMoneyCompareType
Definition: MamdaOptionAtTheMoneyCompareType.h:28
A class that represents a single option contract.
Definition: MamdaOptionContract.h:60
MamdaTradeListener is a class that specializes in handling trade updates.
Definition: MamdaTradeListener.h:67
Definition: MamdaOptionChain.h:196
set< double > StrikeSet
Definition: MamdaOptionChain.h:37
iteratorImpl * mIterImpl
Definition: MamdaOptionChain.h:193