#include <mamda/MamdaOptionalConfig.h>#include <mamda/MamdaOptionAtTheMoneyCompareType.h>#include <mamda/MamdaOptionExpirationStrikes.h>#include <map>#include <mama/mamacpp.h>Go to the source code of this file.
Classes | |
| class | Wombat::MamdaOptionExpirationDateSet |
| A class that represents a set of expiration dates, each of which contains a set of strike prices, each of which contains a set of option contracts, each of which contains exchange-specific contracts. More... | |
Namespaces | |
| Wombat | |
| MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields. | |