OpenMAMA
MamdaOptionTypes.h File Reference

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Namespaces

 Wombat
 MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
 

Enumerations

enum  Wombat::MamdaOptionPutCall { Wombat::MAMDA_PUT_CALL_CALL = 'C', Wombat::MAMDA_PUT_CALL_PUT = 'P', Wombat::MAMDA_PUT_CALL_UNKNOWN = 'Z' }
 Enumeration for indicating whether an option contract is a put or a call. More...
 
enum  Wombat::MamdaOptionExerciseStyle { Wombat::MAMDA_EXERCISE_STYLE_AMERICAN = 'A', Wombat::MAMDA_EXERCISE_STYLE_EUROPEAN = 'E', Wombat::MAMDA_EXERCISE_STYLE_CAPPED = 'C', Wombat::MAMDA_EXERCISE_STYLE_UNKNOWN = 'Z' }
 Enumeration for indicating the style of an individual option contract. More...
 


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