OpenMAMA
Wombat::MamdaOptionExpirationDateSet Class Reference

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...

#include <MamdaOptionExpirationDateSet.h>

Inheritance diagram for Wombat::MamdaOptionExpirationDateSet:
map

Public Member Functions

 MamdaOptionExpirationDateSet ()
 MamdaOptionExpirationDateSet (const MamdaOptionExpirationDateSet &copy)
 ~MamdaOptionExpirationDateSet ()
MamdaOptionExpirationDateSetoperator= (const MamdaOptionExpirationDateSet &rhs)
void getExpirationsBefore (MamdaOptionExpirationDateSet &result, const MamaDateTime &date) const
void getExpirations (MamdaOptionExpirationDateSet &result, int numExpirations) const
const char * toString () const

Detailed Description

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.

To access a set of strike prices for a given expiration date, use the find method (inherited from std::map).

Constructor & Destructor Documentation

Wombat::MamdaOptionExpirationDateSet::MamdaOptionExpirationDateSet ( )
Wombat::MamdaOptionExpirationDateSet::MamdaOptionExpirationDateSet ( const MamdaOptionExpirationDateSet copy)
Wombat::MamdaOptionExpirationDateSet::~MamdaOptionExpirationDateSet ( )

Member Function Documentation

MamdaOptionExpirationDateSet& Wombat::MamdaOptionExpirationDateSet::operator= ( const MamdaOptionExpirationDateSet rhs)
void Wombat::MamdaOptionExpirationDateSet::getExpirationsBefore ( MamdaOptionExpirationDateSet result,
const MamaDateTime &  date 
) const
void Wombat::MamdaOptionExpirationDateSet::getExpirations ( MamdaOptionExpirationDateSet result,
int  numExpirations 
) const
const char* Wombat::MamdaOptionExpirationDateSet::toString ( ) const

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


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