A class that represents a set of strike prices at a particular expiration date. More...
#include <MamdaOptionExpirationStrikes.h>
Public Member Functions | |
MamdaOptionExpirationStrikes () | |
MamdaOptionExpirationStrikes (const MamdaOptionExpirationStrikes ©) | |
~MamdaOptionExpirationStrikes () | |
void | trimStrikes (const StrikeSet &strikeSet) |
Trim the current set of strike prices to the given set. More... | |
A class that represents a set of strike prices at a particular expiration date.
Each strike price of which contains a set of option contracts, each of which contains exchange-specific contracts. To access a contract set for a given strike price, use the get method (inherited from TreeMap).
Wombat::MamdaOptionExpirationStrikes::MamdaOptionExpirationStrikes | ( | ) |
Wombat::MamdaOptionExpirationStrikes::MamdaOptionExpirationStrikes | ( | const MamdaOptionExpirationStrikes & | copy) |
Wombat::MamdaOptionExpirationStrikes::~MamdaOptionExpirationStrikes | ( | ) |
void Wombat::MamdaOptionExpirationStrikes::trimStrikes | ( | const StrikeSet & | strikeSet) |
Trim the current set of strike prices to the given set.
strikeSet | The set of strikes to trim the current set to. |