MamdaOptionStrikeSet.h

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/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */
 
#ifndef MamdaOptionStrikeSetH
#define MamdaOptionStrikeSetH
 
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOptionContractSet.h>
 
namespace Wombat
{
 
    class MamaDateTime;
 
    class MAMDAOPTExpDLL MamdaOptionStrikeSet
    {
    public:
 
        MamdaOptionStrikeSet (const MamaDateTime&  expireDate,
                              double               strikePrice);
 
        ~MamdaOptionStrikeSet ();
 
        MamdaOptionContractSet*        getCallSet();
 
        const MamdaOptionContractSet*  getCallSet() const;
 
        MamdaOptionContractSet*        getPutSet();
 
        const MamdaOptionContractSet*  getPutSet() const;
 
        const MamaDateTime& getExpireDate    () const;
 
        const char*         getExpireDateStr () const;
 
        double              getStrikePrice   () const;
 
    private:
        struct MamdaOptionStrikeSetImpl;
        MamdaOptionStrikeSetImpl& mImpl;
    };
 
} // namespace
 
#endif // MamdaOptionStrikeSetH