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

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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.
 

Constant Groups

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


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