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MamdaOptionExpirationDateSet.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOptionExpirationDateSetH
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#define MamdaOptionExpirationDateSetH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <
mamda/MamdaOptionAtTheMoneyCompareType.h
>
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#include <
mamda/MamdaOptionExpirationStrikes.h
>
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#include <map>
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#include <mama/mamacpp.h>
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namespace
Wombat
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{
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class
MamaDateTime;
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class
MAMDAOPTExpDLL
MamdaOptionExpirationDateSet
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:
public
std::map <MamaDateTime, MamdaOptionExpirationStrikes*>
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{
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public
:
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MamdaOptionExpirationDateSet
();
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MamdaOptionExpirationDateSet
(
const
MamdaOptionExpirationDateSet
& copy);
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~
MamdaOptionExpirationDateSet
();
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MamdaOptionExpirationDateSet
& operator= (
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const
MamdaOptionExpirationDateSet
& rhs);
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void
getExpirationsBefore (
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MamdaOptionExpirationDateSet
& result,
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const
MamaDateTime& date)
const
;
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void
getExpirations (
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MamdaOptionExpirationDateSet
& result,
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int
numExpirations)
const
;
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const
char
*
toString
()
const
;
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private
:
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void
copyStrikes (
const
MamdaOptionExpirationDateSet
& rhs);
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};
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}
// namespace
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#endif // MamdaOptionExpirationDateSetH
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