OpenMAMA
Wombat::MamdaFundamentals Class Referenceabstract

MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios. More...

#include <MamdaFundamentals.h>

Inheritance diagram for Wombat::MamdaFundamentals:
Wombat::MamdaBasicRecap Wombat::MamdaFundamentalListener

Public Member Functions

virtual const char * getCorporateActionType () const =0
 
virtual double getDividendPrice () const =0
 
virtual const char * getDividendFrequency () const =0
 
virtual const char * getDividendExDate () const =0
 
virtual const char * getDividendPayDate () const =0
 
virtual const char * getDividendRecordDate () const =0
 
virtual const char * getDividendCurrency () const =0
 
virtual long getSharesOut () const =0
 
virtual long getSharesFloat () const =0
 
virtual long getSharesAuthorized () const =0
 
virtual double getEarningsPerShare () const =0
 
virtual double getVolatility () const =0
 
virtual double getPriceEarningsRatio () const =0
 
virtual double getYield () const =0
 
virtual const char * getMarketSegmentNative () const =0
 
virtual const char * getMarketSectorNative () const =0
 
virtual const char * getMarketSegment () const =0
 
virtual const char * getMarketSector () const =0
 
virtual double getHistoricalVolatility () const =0
 
virtual double getRiskFreeRate () const =0
 
virtual MamdaFieldState getCorporateActionTypeFieldState () const =0
 
virtual MamdaFieldState getDividendPriceFieldState () const =0
 
virtual MamdaFieldState getDividendFrequencyFieldState () const =0
 
virtual MamdaFieldState getDividendExDateFieldState () const =0
 
virtual MamdaFieldState getDividendPayDateFieldState () const =0
 
virtual MamdaFieldState getDividendRecordDateFieldState () const =0
 
virtual MamdaFieldState getDividendCurrencyFieldState () const =0
 
virtual MamdaFieldState getSharesOutFieldState () const =0
 
virtual MamdaFieldState getSharesFloatFieldState () const =0
 
virtual MamdaFieldState getSharesAuthorizedFieldState () const =0
 
virtual MamdaFieldState getEarningsPerShareFieldState () const =0
 
virtual MamdaFieldState getVolatilityFieldState () const =0
 
virtual MamdaFieldState getPriceEarningsRatioFieldState () const =0
 
virtual MamdaFieldState getYieldFieldState () const =0
 
virtual MamdaFieldState getMarketSegmentNativeFieldState () const =0
 
virtual MamdaFieldState getMarketSectorNativeFieldState () const =0
 
virtual MamdaFieldState getMarketSegmentFieldState () const =0
 
virtual MamdaFieldState getMarketSectorFieldState () const =0
 
virtual MamdaFieldState getHistoricalVolatilityFieldState () const =0
 
virtual MamdaFieldState getRiskFreeRateFieldState () const =0
 
virtual ~MamdaFundamentals ()
 
- Public Member Functions inherited from Wombat::MamdaBasicRecap
virtual const char * getSymbol () const =0
 Get the string symbol for the instrument. More...
 
virtual MamdaFieldState getSymbolFieldState () const =0
 Get the string symbol field state for the instrument. More...
 
virtual const char * getPartId () const =0
 Get the participant identifier. More...
 
virtual MamdaFieldState getPartIdFieldState () const =0
 Get the participant identifier field state. More...
 
virtual const MamaDateTime & getSrcTime () const =0
 Get the source time of the update. More...
 
virtual MamdaFieldState getSrcTimeFieldState () const =0
 Get the source time field state. More...
 
virtual const MamaDateTime & getActivityTime () const =0
 Get the activity time of the update. More...
 
virtual MamdaFieldState getActivityTimeFieldState () const =0
 Get the activity time field state. More...
 
virtual const MamaDateTime & getLineTime () const =0
 Get the line time of the update. More...
 
virtual MamdaFieldState getLineTimeFieldState () const =0
 Get the line time field state. More...
 
virtual const MamaDateTime & getSendTime () const =0
 Get the send time of the update. More...
 
virtual MamdaFieldState getSendTimeFieldState () const =0
 Get the send time field state. More...
 
virtual ~MamdaBasicRecap ()
 Destructor. More...
 

Detailed Description

MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis attributes, indicators and ratios.

Constructor & Destructor Documentation

◆ ~MamdaFundamentals()

virtual Wombat::MamdaFundamentals::~MamdaFundamentals ( )
virtual
82 {};

Member Function Documentation

◆ getCorporateActionType()

virtual const char* Wombat::MamdaFundamentals::getCorporateActionType ( ) const
pure virtual

◆ getDividendPrice()

virtual double Wombat::MamdaFundamentals::getDividendPrice ( ) const
pure virtual

◆ getDividendFrequency()

virtual const char* Wombat::MamdaFundamentals::getDividendFrequency ( ) const
pure virtual

◆ getDividendExDate()

virtual const char* Wombat::MamdaFundamentals::getDividendExDate ( ) const
pure virtual

◆ getDividendPayDate()

virtual const char* Wombat::MamdaFundamentals::getDividendPayDate ( ) const
pure virtual

◆ getDividendRecordDate()

virtual const char* Wombat::MamdaFundamentals::getDividendRecordDate ( ) const
pure virtual

◆ getDividendCurrency()

virtual const char* Wombat::MamdaFundamentals::getDividendCurrency ( ) const
pure virtual

◆ getSharesOut()

virtual long Wombat::MamdaFundamentals::getSharesOut ( ) const
pure virtual

◆ getSharesFloat()

virtual long Wombat::MamdaFundamentals::getSharesFloat ( ) const
pure virtual

◆ getSharesAuthorized()

virtual long Wombat::MamdaFundamentals::getSharesAuthorized ( ) const
pure virtual

◆ getEarningsPerShare()

virtual double Wombat::MamdaFundamentals::getEarningsPerShare ( ) const
pure virtual

◆ getVolatility()

virtual double Wombat::MamdaFundamentals::getVolatility ( ) const
pure virtual

◆ getPriceEarningsRatio()

virtual double Wombat::MamdaFundamentals::getPriceEarningsRatio ( ) const
pure virtual

◆ getYield()

virtual double Wombat::MamdaFundamentals::getYield ( ) const
pure virtual

◆ getMarketSegmentNative()

virtual const char* Wombat::MamdaFundamentals::getMarketSegmentNative ( ) const
pure virtual

◆ getMarketSectorNative()

virtual const char* Wombat::MamdaFundamentals::getMarketSectorNative ( ) const
pure virtual

◆ getMarketSegment()

virtual const char* Wombat::MamdaFundamentals::getMarketSegment ( ) const
pure virtual

◆ getMarketSector()

virtual const char* Wombat::MamdaFundamentals::getMarketSector ( ) const
pure virtual

◆ getHistoricalVolatility()

virtual double Wombat::MamdaFundamentals::getHistoricalVolatility ( ) const
pure virtual

◆ getRiskFreeRate()

virtual double Wombat::MamdaFundamentals::getRiskFreeRate ( ) const
pure virtual

◆ getCorporateActionTypeFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getCorporateActionTypeFieldState ( ) const
pure virtual

◆ getDividendPriceFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getDividendPriceFieldState ( ) const
pure virtual

◆ getDividendFrequencyFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getDividendFrequencyFieldState ( ) const
pure virtual

◆ getDividendExDateFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getDividendExDateFieldState ( ) const
pure virtual

◆ getDividendPayDateFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getDividendPayDateFieldState ( ) const
pure virtual

◆ getDividendRecordDateFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getDividendRecordDateFieldState ( ) const
pure virtual

◆ getDividendCurrencyFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getDividendCurrencyFieldState ( ) const
pure virtual

◆ getSharesOutFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getSharesOutFieldState ( ) const
pure virtual

◆ getSharesFloatFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getSharesFloatFieldState ( ) const
pure virtual

◆ getSharesAuthorizedFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getSharesAuthorizedFieldState ( ) const
pure virtual

◆ getEarningsPerShareFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getEarningsPerShareFieldState ( ) const
pure virtual

◆ getVolatilityFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getVolatilityFieldState ( ) const
pure virtual

◆ getPriceEarningsRatioFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getPriceEarningsRatioFieldState ( ) const
pure virtual

◆ getYieldFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getYieldFieldState ( ) const
pure virtual

◆ getMarketSegmentNativeFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getMarketSegmentNativeFieldState ( ) const
pure virtual

◆ getMarketSectorNativeFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getMarketSectorNativeFieldState ( ) const
pure virtual

◆ getMarketSegmentFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getMarketSegmentFieldState ( ) const
pure virtual

◆ getMarketSectorFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getMarketSectorFieldState ( ) const
pure virtual

◆ getHistoricalVolatilityFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getHistoricalVolatilityFieldState ( ) const
pure virtual

◆ getRiskFreeRateFieldState()

virtual MamdaFieldState Wombat::MamdaFundamentals::getRiskFreeRateFieldState ( ) const
pure virtual

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


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