OpenMAMA
MamdaOptionExpirationDateSet.h File Reference
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOptionAtTheMoneyCompareType.h>
#include <mamda/MamdaOptionExpirationStrikes.h>
#include <map>
#include <mama/mamacpp.h>

Go to the source code of this file.

Classes

class  Wombat::MamdaOptionExpirationDateSet
 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...
 

Namespaces

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


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