OpenMAMA
MamdaOptionTypes.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 MamdaOptionTypesH
23 #define MamdaOptionTypesH
24 
25 namespace Wombat
26 {
27 
33  {
37  };
38 
43  {
48  };
49 
50 } // namespace
51 
52 
53 #endif // MamdaOptionTypesH
Wombat::MAMDA_EXERCISE_STYLE_UNKNOWN
@ MAMDA_EXERCISE_STYLE_UNKNOWN
Definition: MamdaOptionTypes.h:47
Wombat::MAMDA_EXERCISE_STYLE_EUROPEAN
@ MAMDA_EXERCISE_STYLE_EUROPEAN
Definition: MamdaOptionTypes.h:45
Wombat::MAMDA_PUT_CALL_PUT
@ MAMDA_PUT_CALL_PUT
Definition: MamdaOptionTypes.h:35
Wombat::MamdaOptionPutCall
MamdaOptionPutCall
Enumeration for indicating whether an option contract is a put or a call.
Definition: MamdaOptionTypes.h:32
Wombat::MAMDA_EXERCISE_STYLE_CAPPED
@ MAMDA_EXERCISE_STYLE_CAPPED
Definition: MamdaOptionTypes.h:46
Wombat::MamdaOptionExerciseStyle
MamdaOptionExerciseStyle
Enumeration for indicating the style of an individual option contract.
Definition: MamdaOptionTypes.h:42
Wombat
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
Definition: MamdaAuctionFields.h:29
Wombat::MAMDA_EXERCISE_STYLE_AMERICAN
@ MAMDA_EXERCISE_STYLE_AMERICAN
Definition: MamdaOptionTypes.h:44
Wombat::MAMDA_PUT_CALL_CALL
@ MAMDA_PUT_CALL_CALL
Definition: MamdaOptionTypes.h:34
Wombat::MAMDA_PUT_CALL_UNKNOWN
@ MAMDA_PUT_CALL_UNKNOWN
Definition: MamdaOptionTypes.h:36


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