A class that represents the call and put contract sets at a given strike price. More...
#include <MamdaOptionStrikeSet.h>
Public Member Functions | |
MamdaOptionStrikeSet (const MamaDateTime &expireDate, double strikePrice) | |
~MamdaOptionStrikeSet () | |
MamdaOptionContractSet * | getCallSet () |
Return a set of call contracts at the given strike price. | |
const MamdaOptionContractSet * | getCallSet () const |
Return a set of call contracts at the given strike price. | |
MamdaOptionContractSet * | getPutSet () |
Return a set of put contracts at the given strike price. | |
const MamdaOptionContractSet * | getPutSet () const |
Return a set of put contracts at the given strike price. | |
const MamaDateTime & | getExpireDate () const |
Return the expiration date for the contracts at this strike price. | |
const char * | getExpireDateStr () const |
Return the expiration date for the contracts at this strike price as a string. | |
double | getStrikePrice () const |
Return the strike price. |
A class that represents the call and put contract sets at a given strike price.
Wombat::MamdaOptionStrikeSet::MamdaOptionStrikeSet | ( | const MamaDateTime & | expireDate, |
double | strikePrice | ||
) |
Wombat::MamdaOptionStrikeSet::~MamdaOptionStrikeSet | ( | ) |
MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getCallSet | ( | ) |
Return a set of call contracts at the given strike price.
const MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getCallSet | ( | ) | const |
Return a set of call contracts at the given strike price.
MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getPutSet | ( | ) |
Return a set of put contracts at the given strike price.
const MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getPutSet | ( | ) | const |
Return a set of put contracts at the given strike price.
const MamaDateTime& Wombat::MamdaOptionStrikeSet::getExpireDate | ( | ) | const |
Return the expiration date for the contracts at this strike price.
const char* Wombat::MamdaOptionStrikeSet::getExpireDateStr | ( | ) | const |
Return the expiration date for the contracts at this strike price as a string.
double Wombat::MamdaOptionStrikeSet::getStrikePrice | ( | ) | const |
Return the strike price.