A class that represents a set of strike prices at a particular expiration date. More...

#include <MamdaOptionExpirationStrikes.h>

Inheritance diagram for Wombat::MamdaOptionExpirationStrikes:

Public Member Functions
	MamdaOptionExpirationStrikes ()

	MamdaOptionExpirationStrikes (const MamdaOptionExpirationStrikes &copy)

	~MamdaOptionExpirationStrikes ()

void	trimStrikes (const StrikeSet &strikeSet)
	Trim the current set of strike prices to the given set. More...

Detailed Description

A class that represents a set of strike prices at a particular expiration date.

Each strike price of which contains a set of option contracts, each of which contains exchange-specific contracts. To access a contract set for a given strike price, use the get method (inherited from TreeMap).

Constructor & Destructor Documentation

◆ MamdaOptionExpirationStrikes() [1/2]

Wombat::MamdaOptionExpirationStrikes::MamdaOptionExpirationStrikes ( )

◆ MamdaOptionExpirationStrikes() [2/2]

Wombat::MamdaOptionExpirationStrikes::MamdaOptionExpirationStrikes ( const MamdaOptionExpirationStrikes & copy )

◆ ~MamdaOptionExpirationStrikes()

Wombat::MamdaOptionExpirationStrikes::~MamdaOptionExpirationStrikes ( )

Member Function Documentation

◆ trimStrikes()

void Wombat::MamdaOptionExpirationStrikes::trimStrikes ( const StrikeSet & strikeSet )

Trim the current set of strike prices to the given set.

Parameters

strikeSet The set of strikes to trim the current set to.

The documentation for this class was generated from the following file:

MamdaOptionExpirationStrikes.h