OpenMAMA
Wombat::MamdaOptionExpirationStrikes Class Reference

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

#include <MamdaOptionExpirationStrikes.h>

Inheritance diagram for Wombat::MamdaOptionExpirationStrikes:
map

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.

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

Wombat::MamdaOptionExpirationStrikes::MamdaOptionExpirationStrikes ( )
Wombat::MamdaOptionExpirationStrikes::MamdaOptionExpirationStrikes ( const MamdaOptionExpirationStrikes copy)
Wombat::MamdaOptionExpirationStrikes::~MamdaOptionExpirationStrikes ( )

Member Function Documentation

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

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

Parameters
strikeSetThe set of strikes to trim the current set to.

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


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