OpenMAMA
Wombat::MamdaOptionStrikeSet Class Reference

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 ()
 
MamdaOptionContractSetgetCallSet ()
 Return a set of call contracts at the given strike price. More...
 
const MamdaOptionContractSetgetCallSet () const
 Return a set of call contracts at the given strike price. More...
 
MamdaOptionContractSetgetPutSet ()
 Return a set of put contracts at the given strike price. More...
 
const MamdaOptionContractSetgetPutSet () const
 Return a set of put contracts at the given strike price. More...
 
const MamaDateTime & getExpireDate () const
 Return the expiration date for the contracts at this strike price. More...
 
const char * getExpireDateStr () const
 Return the expiration date for the contracts at this strike price as a string. More...
 
double getStrikePrice () const
 Return the strike price. More...
 

Detailed Description

A class that represents the call and put contract sets at a given strike price.

Constructor & Destructor Documentation

◆ MamdaOptionStrikeSet()

Wombat::MamdaOptionStrikeSet::MamdaOptionStrikeSet ( const MamaDateTime &  expireDate,
double  strikePrice 
)

◆ ~MamdaOptionStrikeSet()

Wombat::MamdaOptionStrikeSet::~MamdaOptionStrikeSet ( )

Member Function Documentation

◆ getCallSet() [1/2]

MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getCallSet ( )

Return a set of call contracts at the given strike price.

Returns
All call contracts at the given strike price.

◆ getCallSet() [2/2]

const MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getCallSet ( ) const

Return a set of call contracts at the given strike price.

Returns
All call contracts at the given strike price. (const pointer)

◆ getPutSet() [1/2]

MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getPutSet ( )

Return a set of put contracts at the given strike price.

Returns
All put contracts at the given strike price.

◆ getPutSet() [2/2]

const MamdaOptionContractSet* Wombat::MamdaOptionStrikeSet::getPutSet ( ) const

Return a set of put contracts at the given strike price.

Returns
All put contracts at the given strike price. (const pointer)

◆ getExpireDate()

const MamaDateTime& Wombat::MamdaOptionStrikeSet::getExpireDate ( ) const

Return the expiration date for the contracts at this strike price.

Returns
The expiration date for the contracts at this strike price.

◆ getExpireDateStr()

const char* Wombat::MamdaOptionStrikeSet::getExpireDateStr ( ) const

Return the expiration date for the contracts at this strike price as a string.

Returns
The expiration date for the contracts at this strike price.

◆ getStrikePrice()

double Wombat::MamdaOptionStrikeSet::getStrikePrice ( ) const

Return the strike price.

Returns
The strike price represented by this object.

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


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