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