OpenMAMA
MamdaOptionFields.h
Go to the documentation of this file.
1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOptionFieldsH
23 #define MamdaOptionFieldsH
24 
26 #include <mamda/MamdaFields.h>
27 
28 using namespace Wombat;
29 
30 namespace Wombat
31 {
32 
33  class MamaFieldDescriptor;
34  class MamaDictionary;
35 
45  class MAMDAOPTExpDLL MamdaOptionFields : public MamdaFields
46  {
47  public:
48  static const MamaFieldDescriptor* CONTRACT_SYMBOL;
49  static const MamaFieldDescriptor* UNDERLYING_SYMBOL;
50  static const MamaFieldDescriptor* EXPIRATION_DATE;
51  static const MamaFieldDescriptor* STRIKE_PRICE;
52  static const MamaFieldDescriptor* PUT_CALL;
53  static const MamaFieldDescriptor* OPEN_INTEREST;
54  static const MamaFieldDescriptor* EXERCISE_STYLE;
55 
56  static void setDictionary (const MamaDictionary& dictionary);
57  static void reset ();
58  static bool isSet ();
59  };
60 
61 } // namespace
62 
63 #endif // MamdaOptionFieldsH
static const MamaFieldDescriptor * OPEN_INTEREST
Definition: MamdaOptionFields.h:53
static const MamaFieldDescriptor * STRIKE_PRICE
Definition: MamdaOptionFields.h:51
static const MamaFieldDescriptor * CONTRACT_SYMBOL
Definition: MamdaOptionFields.h:48
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
static const MamaFieldDescriptor * PUT_CALL
Definition: MamdaOptionFields.h:52
static const MamaFieldDescriptor * EXERCISE_STYLE
Definition: MamdaOptionFields.h:54
Utility cache of MamaFieldDescriptors which are used internally by the API when accessing options rel...
Definition: MamdaOptionFields.h:45
static const MamaFieldDescriptor * UNDERLYING_SYMBOL
Definition: MamdaOptionFields.h:49
Definition: MamdaFields.h:30
static const MamaFieldDescriptor * EXPIRATION_DATE
Definition: MamdaOptionFields.h:50


© 2012 Linux Foundation