OpenMAMA
MamdaOptionExpirationStrikes.h
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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 MamdaOptionExpirationStrikesH
23 #define MamdaOptionExpirationStrikesH
24 
28 #include <mamda/MamdaOptionChain.h>
29 #include <map>
30 
31 namespace Wombat
32 {
33 
34  class MamaDateTime;
35 
43  class MAMDAOPTExpDLL MamdaOptionExpirationStrikes
44  : public std::map <double, MamdaOptionStrikeSet*>
45  {
46 
47  public:
50 
52 
58  void trimStrikes (const StrikeSet& strikeSet);
59 
60  };
61 
62 } // namespace
63 
64 #endif // MamdaOptionExpirationStrikesH


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