OpenMAMA
MamdaOptionTypes.h File Reference

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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.
 

Enumerations

enum  Wombat::MamdaOptionPutCall { Wombat::MAMDA_PUT_CALL_CALL = 'C', Wombat::MAMDA_PUT_CALL_PUT = 'P', Wombat::MAMDA_PUT_CALL_UNKNOWN = 'Z' }
 Enumeration for indicating whether an option contract is a put or a call. More...
 
enum  Wombat::MamdaOptionExerciseStyle { Wombat::MAMDA_EXERCISE_STYLE_AMERICAN = 'A', Wombat::MAMDA_EXERCISE_STYLE_EUROPEAN = 'E', Wombat::MAMDA_EXERCISE_STYLE_CAPPED = 'C', Wombat::MAMDA_EXERCISE_STYLE_UNKNOWN = 'Z' }
 Enumeration for indicating the style of an individual option contract. More...
 


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